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Finance and Economics Discussion Series: Data for paper 201379

Are Homeowners in Denial about their House Values? Comparing Owner Perceptions with Transaction-Based Indexes

Alice M. Henriques

Figure 1 data

  2001 2004 2007 2010
CoreLogic 100 151.1177 196.8714 164.0218

Figure 3 Data

  2001 2004 2007 2010
CoreLogic 100 137.777566780514 156.872527393522 128.736018356778

Figure 7a data

Percentile of the 2007 House Value Dist Median change in House Value 25th percentile change in House Value 75th percentile change in House Value Change in CBSA HPI
0 -1 -21.27426 17.75 -0.0778406
5 -1 -18.33333 5.944442 -0.0678872
10 -4.225809 -14.5842 6.142854 -0.0674686
15 0.8518567 -11.76923 19 -0.0844977
20 -5.000002 -17.37931 0.6505718 -0.0730299
25 -4.076923 -19.51852 2.571427 -0.0869762
30 -4.448277 -21 5.666672 -0.09486
35 -7.25 -19.62882 -0.4587898 -0.0674687
40 -6.714285 -17.66667 -0.4709015 -0.0847989
45 -6.000001 -18.297 9.000002 -0.0910736
50 -10.90991 -21 -3.786624 -0.1339169
55 -13.86024 -34.33333 -1 -0.1256365
60 -11.71429 -29 -1 -0.1230257
65 -12.94267 -22.66666 -1 -0.1378826
70 -15.28571 -27.98413 -3.857143 -0.1366159
75 -14.20294 -26 -6.000001 -0.1520881
80 -17.66667 -28.97604 -1 -0.1546356
85 -19.18182 -28.54922 -6.000001 -0.1546356
90 -17.66667 -30.12465 -7.666666 -0.1704743
95 -13.63158 -26 -1 -0.1591946

Figure 7b data

Percentile of the 2007 House Value Dist Median Error 25th percentile Error 75th percentile Error
0 0.0283935 -0.098278 0.217344
5 0.054784 -0.1579614 0.1418652
10 0.0324806 -0.065617 0.1417339
15 0.0986609 -0.0422728 0.2241443
20 0.020569 -0.0509924 0.1023327
25 0.0563534 -0.0755576 0.1210973
30 0.0370983 -0.0688445 0.1827805
35 -0.0196006 -0.1002765 0.1387845
40 0.0200328 -0.0561314 0.0923871
45 0.0421688 -0.0905358 0.2020702
50 0.0294827 -0.0503645 0.1412342
55 -0.0272452 -0.1905298 0.1306421
60 0.0182975 -0.1379402 0.1272615
65 0.0503896 -0.0992681 0.1692836
70 0.015186 -0.1577823 0.0989262
75 0.0031734 -0.1102589 0.0892515
80 0.0232764 -0.0792989 0.1418055
85 -0.0137695 -0.1171414 0.0877155
90 0.0164721 -0.1074719 0.1156709
95 0.0362388 -0.0875257 0.1706227

Figure 8a

Percentile of the CoreLogic HPI Change Median Owner Reported Change 25th percentile Owner Reported Change 75th Percentile Owner Reported Change Median Change in CBSA HPI
0 -38.46154 -52.17391 -26.52333 -37.80758
5 -26.31579 -36.84211 -13.63636 -30.8624
10 -25 -40 -7.468879 -27.6803
15 -16.66667 -25 -6.666666 -21.8408
20 -23.57143 -31.11111 -10.25641 -17.9858
25 -10 -20 0 -16.33099
30 -10.76923 -20.28986 -1.999998 -15.23246
35 -10 -17 0 -13.93518
40 -12.82051 -20.22792 -5.000001 -13.50604
45 -10.58823 -25 -1.333332 -12.83902
50 -3.846157 -19.97352 6.666672 -11.24184
55 -4.166669 -14.28571 1.851857 -10.09287
60 0 -14.46478 5.333328 -9.14796
65 -4.166669 -15.90909 3.703701 -7.898384
70 -4.494381 -13.02326 3.571427 -6.678576
75 -5.89121 -12.91166 1.481485 -5.963284
80 0 -11.11111 5.882359 -4.812914
85 0 -8.538103 8.69565 -3.552091
90 -1.724136 -12.5 3.201973 -0.52163
95 0 -9.500003 10.31746 2.45899

Figure 8b data

Percentile of the CoreLogic HPI Change Median Error 25th percentile Error 75th percentile Error
0 -0.0076247 -0.2700402 0.2066742
5 0.0689522 -0.0956348 0.2166483
10 0.0400196 -0.1669959 0.2433984
15 0.0700436 -0.0332208 0.1628548
20 -0.0713152 -0.1816262 0.0913146
25 0.0668044 -0.0450618 0.1814283
30 0.0450527 -0.0626634 0.1471739
35 0.0430583 -0.0341148 0.1508296
40 0.0075828 -0.0823015 0.0941136
45 0.0232104 -0.1459595 0.1269638
50 0.0780952 -0.098278 0.183371
55 0.0701209 -0.0489186 0.1256071
60 0.0905195 -0.0595831 0.1500799
65 0.0402475 -0.0885149 0.1210669
70 0.0222254 -0.0703436 0.1025996
75 0.0007731 -0.0799695 0.0776545
80 0.042677 -0.0698108 0.1074659
85 0.0305816 -0.0530806 0.1203931
90 -0.0171264 -0.1324853 0.0454322
95 -0.0364614 -0.1267941 0.0688991
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