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I'm interested in calculating a repeat sales index like that of Case and Shiller (1987) or Bailey, Muth and Nourse (1963). While I believe I have a handle on the econometrics, to test my implementation I need two things:

  1. Data with repeat sales transactions (e.g. real estate or art)
  2. A price index based on repeat sales calculated off of the data in (1)

Thus far, I've been able to find many examples of repeat sales indices (FHFA, CoreLogic Case–Shiller Indexes, Mei Moses art indices, Herengracht Index). Unfortunately, none with the underlying data used to construct the index.

I don't need to be able to fully recreate an existing index. I'm just looking for a set of data and index values to verify that my implementation is correct. In the event that the data (1) but not a calculated index (2) is available, that would be useful, but only if the data is clean and organized enough that I can focus primarily on the implementation rather than data issues.

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  • $\begingroup$ What happened to your brilliant answer in my question? Did you delete it, or was it deleted? :O $\endgroup$ – BCLC Dec 17 '15 at 2:11
  • $\begingroup$ I thought maybe I misunderstood some of your notation and made a mistake with my answer. $\endgroup$ – BKay Dec 17 '15 at 10:37
  • $\begingroup$ Only the last part was a mistake, I think. The rest was brilliant, iirc $\endgroup$ – BCLC Dec 17 '15 at 10:41

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