Jan de Haan
33 records found
1
Authored
Forecasting House Prices through Credit Conditions
A Bayesian Approach
As housing development and housing market policies involve many long-term decisions, improving house price predictions could benefit the functioning of the housing market. Therefore, in this paper, we investigate how house price predictions can be improved. In particular, the ...
Price Measurement Using Scanner Data
Time-Product Dummy Versus Time Dummy Hedonic Indexes
This paper compares two model-based multilateral price indexes: the time-product dummy (TPD) index and the time dummy hedonic (TDH) index, both estimated by expenditure-share weighted least squares regression. The TPD model can be viewed as the saturated version of the underly ...
Accounting for Spatial Variation of Land Prices in Hedonic Imputation House Price Indices
A Semi-Parametric Approach
Location is capitalized into the price of the land the structure of a property is built on, and land prices can be expected to vary significantly across space. We account for spatial variation of land prices in hedonic house price models using geospatial data and a semi-parame ...
Time Dummy Hedonic and Quality-Adjusted Unit Value Indexes
Do They Really Differ?
Risks in homeownership
A perspective on The Netherlands
Purpose: This paper aims to examine the existence of the ripple effect from Amsterdam to the housing markets of other regions in The Netherlands. It identifies which regional housing markets are influenced by house price movements in Amsterdam. Design/methodology/approach: The ...
This paper establishes a simple affordability model that implicitly incorporates the major Dutch market features to elucidate long-run house prices under a regulatory environment. The results reveal a long-run relationship for house prices under strict regulations. The associa ...