Essec\Faculty\Model\Contribution {#2233
  #_index: "academ_contributions"
  #_id: "569"
  #_source: array:26 [
    "id" => "569"
    "slug" => "a-pca-factor-repeat-sales-index-for-apartment-prices-in-paris"
    "yearMonth" => "2007-01"
    "year" => "2007"
    "title" => "A PCA Factor Repeat Sales Index for Apartment Prices in Paris"
    "description" => "BARONI, M., BARTHELEMY, F. et MOKRANE, M. (2007). A PCA Factor Repeat Sales Index for Apartment Prices in Paris. <i>Journal of Real Estate Research</i>, pp. 137-158."
    "authors" => array:3 [
      0 => array:3 [
        "name" => "BARONI Michel"
        "bid" => "B00000023"
        "slug" => "baroni-michel"
      ]
      1 => array:2 [
        "name" => "BARTHELEMY Fabrice"
        "bid" => "B00006901"
      ]
      2 => array:1 [
        "name" => "MOKRANE M."
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:5 [
      0 => "Analyse en composantes principales (ACP)"
      1 => "Facteurs"
      2 => "Indices immobiliers"
      3 => "Prévision d'indices"
      4 => "Ventes répétées"
    ]
    "updatedAt" => "2020-12-17 17:55:06"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "137-158"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "L'article propose l'élaboration d'un indice immobilier de ventes répétées fondé sur des facteurs explicatifs. Le modèle proposé repose sur une analyse en composantes principales (ACP) et est appliqué au marché immobilier résidentiels de Paris sur la période 1973-2001 à partir de la base de données CD-BIEN. Cet indice ACP est estimé pour Paris : ses caractéristiques et sa robustesse sont analysées par rapport à la période d'estimation, le choix des observations, leur périodicité et à la réversibilité de l'indice. Il est également comparé à l'indice standard de ventes répétées (WRS) qui est estimé avec les mêmes données. Contrairement à l'indice WRS l'indice ACP peut être utilisé dans un but de prévision des prix des biens immobiliers."
      "en" => "This article adresses the issue of building a repeat sales index based on explanatory factors. A general and robust model based on Principal Components Analysis (PCA) is applied to the Paris residential market over the 1973-2001 period, using the CD-BIEN database. The PCA index for Paris is estimated and its characteristics and robustness are analyzed depending on estimation period, choice of observations, periodicity and reversibility. It is also compared to a standard repeat sales index (WRS) which was estimated using the same data. Contrary to the WRS index, the PCA index can be efficiently used to forecast apartment prices."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d'Information, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "indexedAt" => "2024-11-21T08:21:48.000Z"
    "docTitle" => "A PCA Factor Repeat Sales Index for Apartment Prices in Paris"
    "docSurtitle" => "Articles"
    "authorNames" => "<a href="/cv/baroni-michel">BARONI Michel</a>, BARTHELEMY Fabrice, MOKRANE M."
    "docDescription" => "<span class="document-property-authors">BARONI Michel, BARTHELEMY Fabrice, MOKRANE M.</span><br><span class="document-property-authors_fields">Systèmes d'Information, Data Analytics et Opérations</span> | <span class="document-property-year">2007</span>"
    "keywordList" => "<a href="#">Analyse en composantes principales (ACP)</a>, <a href="#">Facteurs</a>, <a href="#">Indices immobiliers</a>, <a href="#">Prévision d'indices</a>, <a href="#">Ventes répétées</a>"
    "docPreview" => "<b>A PCA Factor Repeat Sales Index for Apartment Prices in Paris</b><br><span>2007-01 | Articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">A PCA Factor Repeat Sales Index for Apartment Prices in Paris</a>"
  ]
  +lang: "fr"
  +"_type": "_doc"
  +"_score": 8.613594
  +"parent": null
}