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Presentations at an Academic or Professional conference (2007)

A Spatial and Temporal Autoregressive Local Estimation for the Paris Housing Market

This original study examines the potential of a spatiotemporal autoregressive Local (LSTAR) approach in modelling transaction prices for the housing market in inner Paris. We use a data set from the Paris Region notary office (Chambre des notaires d'Île-de-France) which consists of approximately 250,000 transactions units between the first quarter of 1990 and the end of 2005. We use the exact X -- Y coordinates and transaction date to spatially and temporally sort each transaction.

NAPPI-CHOULET, I. and MAURY, T.P. (2007). A Spatial and Temporal Autoregressive Local Estimation for the Paris Housing Market.

Keywords : #Marché-parisien-des-bureaux, #Prix-des-bureaux, #Prix-hédoniques, #STAR-local