%0 Generic %A Ishaak, Farley %D 2024 %T Metadata for the dissertation: Improving Commercial Property Price Statistics %U %R 10.4121/cab0cf0e-668f-46db-82bb-94abe78faeb0.v1 %K Real estate %K Price statistics %X
This metadata document provides details of the data used for the dissertation: “Improving Commercial Property Price Statistics”. The study explores data related and methodological challenges in the construction of price statistics for commercial real estate.
Short abstract of the dissertation
Since the financial crisis of 2008, National Statistical Institutes (NSIs) have worked to develop commercial real estate (CRE) indicators for official statistics. These indicators are considered essential in financial stability monitoring and may help contain the consequences of future crises or even prevent future crises. However, progress at NSIs to develop these indicators has been slow due to challenges like low observation numbers and high heterogeneity. This dissertation addresses these challenges by exploring data issues and suggesting methodological improvements.
The first three studies focus on data challenges regarding share deals and portfolio sales. Both are real estate trading constructions that are specific to CRE. The results show that share deals and portfolio sales significantly differ from the rest of the market. Therefore, under specific circumstances, CRE indicators could benefit from including these trading types. The final two studies focus on methodological challenges regarding index construction methods and the role of sustainability in real estate pricing. The results show that, by combining established techniques, it is possible to construct price indices that meet official statistics’ standards. Furthermore, the results uncover a complex relationship between sustainability and prices: while energy efficiency generally involves price premiums, others aspects like health and environment display a discount for low sustainable properties.
Overall, this dissertation contributes to the legislative framework that is currently being developed for EU countries to publish official statistics for commercial real estate and adds to the academic discussion by presenting innovative techniques for data analyses and index construction.
Data sources
The following data sources were used:
Processing methodology
Data restrictions
As part of the CBS law, sharing micro-data outside of the CBS-environment is prohibited. Furthermore, CBS manages the data, but in some cases other parties are still formal owners of the data. The 2 other parties are The Land Registry Office and WE consultancy. Ownership and intellectual property rights are managed in contracts with both owners. It was agreed upon that the data can only be used for the purpose of the PhD study and that the microdata will never be externally disseminated. The data is still owned by them and the intellectual property rights of the analyses belong to me. An intended use of the microdata should be approved by both Statistics Netherlands and the formal data owner. Because of the above, no data can be publicly shared.
If one intends to do research on these data, an application for data use can be requested at CBS. CBS will charge costs for anonymising the data and providing a closed environment to work with the data. More information on this can be found at: https://www.cbs.nl/en-gb/our-services/customised-services-microdata/microdata-conducting-your-own-research
Contact information
Author: Farley Ishaak
Statistics Netherlands | Henri Faasdreef 312 | P.O. Box 24500 | 2490 HA The Hague
TU Delft | Delft University of Technology | Faculty of Architecture and the Built Environment
Department of Management in the Built Environment | P.O. Box 5043 | 2600 GA Delft
M +31 6 46307974 | ff.ishaak@cbs.nl | f.f.ishaak@tudelft.nl
%I 4TU.ResearchData