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    • Daily House Price Indexes: Construction, Modeling, and Longer-Run Predictions 

      Bollerslev, Tim; Patton, Andrew J; Wenjing, W (Economic Research Initiatives at Duke (ERID), 2013-06-11)
      We construct daily house price indexes for ten major U.S. metropolitan areas. Our calculations are based on a comprehensive database of several million residential property transactions and a standard repeat-sales method ...