Building age, depreciation and real option value – an Australian case study

This paper examines the influence of building age as a measure of depreciation and real option (redevelopment) value within a large Australian housing market. A number of authors have proposed that building age used as an independent variable in hedonic analysis of housing markets can proxy for othe...

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Main Author: Costello, Gregory
Format: Conference Paper
Published: Pacific Rim Real Estate Society Conference 2012
Subjects:
Online Access:http://www.prres.net/papers/Costello_Building_Age_Depreciation_real_option_value.pdf
http://hdl.handle.net/20.500.11937/36580
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author Costello, Gregory
author_facet Costello, Gregory
author_sort Costello, Gregory
building Curtin Institutional Repository
collection Online Access
description This paper examines the influence of building age as a measure of depreciation and real option (redevelopment) value within a large Australian housing market. A number of authors have proposed that building age used as an independent variable in hedonic analysis of housing markets can proxy for other omitted variables. Recent research suggests that depreciation of structures, location influences and real option potential are all measured implicitly with building age if hedonic models are not correctly specified so as to effectively identify and isolate the influence of these factors. The influence of building age in identifying and measuring the option value of redevelopment potential is tested empirically in a large Australian housing market (Perth, Western Australia). Specific housing submarkets are identified as having significant variance in building age of the housing stock. Transactions from these submarkets over the sample period 1995-2010 are analysed within several hedonic models to test these influences. Consistent with recent similar research in this area, an "intensity" variable is used. This variable is constructed from the ratio of building areas from sales of existing properties to building areas from sales of “new” construction within the same submarkets. The preliminary results confirm this variable as providing robust characteristics in identifying and measuring these influences.
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spelling curtin-20.500.11937-365802023-02-07T08:00:03Z Building age, depreciation and real option value – an Australian case study Costello, Gregory hedonic models prediction accuracy Housing economics submarkets multi-level models This paper examines the influence of building age as a measure of depreciation and real option (redevelopment) value within a large Australian housing market. A number of authors have proposed that building age used as an independent variable in hedonic analysis of housing markets can proxy for other omitted variables. Recent research suggests that depreciation of structures, location influences and real option potential are all measured implicitly with building age if hedonic models are not correctly specified so as to effectively identify and isolate the influence of these factors. The influence of building age in identifying and measuring the option value of redevelopment potential is tested empirically in a large Australian housing market (Perth, Western Australia). Specific housing submarkets are identified as having significant variance in building age of the housing stock. Transactions from these submarkets over the sample period 1995-2010 are analysed within several hedonic models to test these influences. Consistent with recent similar research in this area, an "intensity" variable is used. This variable is constructed from the ratio of building areas from sales of existing properties to building areas from sales of “new” construction within the same submarkets. The preliminary results confirm this variable as providing robust characteristics in identifying and measuring these influences. 2012 Conference Paper http://hdl.handle.net/20.500.11937/36580 http://www.prres.net/papers/Costello_Building_Age_Depreciation_real_option_value.pdf Pacific Rim Real Estate Society Conference restricted
spellingShingle hedonic models
prediction accuracy
Housing economics
submarkets
multi-level models
Costello, Gregory
Building age, depreciation and real option value – an Australian case study
title Building age, depreciation and real option value – an Australian case study
title_full Building age, depreciation and real option value – an Australian case study
title_fullStr Building age, depreciation and real option value – an Australian case study
title_full_unstemmed Building age, depreciation and real option value – an Australian case study
title_short Building age, depreciation and real option value – an Australian case study
title_sort building age, depreciation and real option value – an australian case study
topic hedonic models
prediction accuracy
Housing economics
submarkets
multi-level models
url http://www.prres.net/papers/Costello_Building_Age_Depreciation_real_option_value.pdf
http://hdl.handle.net/20.500.11937/36580