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Author:Nielsen, Eric R. 

Discussion Paper
How Can We Measure the Value of a Home? Comparing Model-Based Estimates with Owner-Occupant Estimates

In this note, we assess whether AVM estimates or owner valuations are better at approximating the market value of a home.
FEDS Notes , Paper 2018-10-11

Working Paper
Measuring Aggregate Housing Wealth : New Insights from an Automated Valuation Model

We construct a new measure of aggregate U.S. housing wealth based on Zillow's Automated Valuation Model (AVM). AVMs offer advantages over other methods because they are based on recent market transaction prices, utilize large datasets which include property characteristics and local geographic variables, and are updated frequently with little lag. However, using Zillow's AVM to measure aggregate housing wealth requires overcoming several challenges related to the representativeness of the Zillow sample. We propose methods that address these challenges and generate a new estimate of aggregate ...
Finance and Economics Discussion Series , Paper 2018-064

Journal Article
Jargon alert : Opportunity cost

Econ Focus , Volume 8 , Issue Fall , Pages 6

Working Paper
Introducing the Distributional Financial Accounts of the United States

This paper describes the construction of the Distributional Financial Accounts (DFAs), a new dataset containing quarterly estimates of the distribution of U.S. household wealth since 1989, and provides the first look at the resulting data. The DFAs build on two existing Federal Reserve Board statistical products --- quarterly aggregate measures of household wealth from the Financial Accounts of the United States and triennial wealth distribution measures from the Survey of Consumer Finances --- to incorporate distributional information into a national accounting framework. The DFAs complement ...
Finance and Economics Discussion Series , Paper 2019-017

Working Paper
Achievement Gap Estimates and Deviations from Cardinal Comparability

This paper assesses the sensitivity of standard empirical methods for measuring group differences in achievement to violations in the cardinal comparability of achievement test scores. The paper defines a distance measure over possible weighting functions (scalings) of test scores. It then constructs worst-case bounds for the bias in the estimated achievement gap (or achievement gap change) that could result from using the observed rather than the true test scale, given that the true and observed scales are no more than a fixed distance from each other. The worst-case weighting functions have ...
Finance and Economics Discussion Series , Paper 2015-40

Journal Article
Research spotlight : The economics of happiness

Econ Focus , Volume 8 , Issue Fall , Pages 7

Journal Article
Research spotlight : Mind games

Econ Focus , Volume 9 , Issue Fall , Pages 10

Journal Article
Jargon alert : endogenous

Econ Focus , Volume 10 , Issue Win , Pages 12

Journal Article
Book review : Calculated risk: "Fischer Black and the revolutionary idea of finance" by Perry Mehrling

Econ Focus , Volume 9 , Issue Fall , Pages 44-45

Discussion Paper
A New Measure of Housing Wealth in the Financial Accounts of the United States

This note introduces a new method for measuring the aggregate value of own-use residential real estate in the United States from 2001 to present.
FEDS Notes , Paper 2018-09-28-2

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