February 27, 2016

Improved Title

Is there room for real estate in NAFE?

There is little obvious interest in real estate.

  • "Real Estate" search produced two articles in Journal of Forensic Economics and none in Journal of Legal Economics.
  • Not surprising: income producing assets may be treated as any business.
    • There is a large existing business losses literature.
  • Not surprising: trade associations exist in real estate and appraisal.
    • E.g. National Association of Real Estate Appraisers (NAREA)
  • Not surprising: large academic literature in real estate.
    • No need to reinvent the wheel.

There may be some room in NAFE.

  • NAFE covers the overlap between academic literature and practitioner.
  • Some real estate losses are in sale only.
    • No explicit stream of income.
  • Trade associations, in this case, tend to be light on academic grounding.
    • Some support is technolocially advanced in statistics, but not in economic theory, which imposses an interpretation problem.
  • Academic literature often requires some "translation" to put into practice.
    • Cutting-edge research cannot always be used out of the box.

Some Economic and Considerations

  • Real estate expert witnesses deal with various case types.
    • Traditional business losses, takings (eminent domain), land-use regulation, environmental and safety regulations, county mass appraisal, condemned property, etc.
  • \(V = R/i\) still holds and \(i\) estimates are still controversial.
  • Income Capitalization Approach
    • Potential gross income (PGI), effective gross income (EGI), and net operating income (NOI)
  • Direct Valuation Approach
    • Comparable sales (or mass appraisal)
    • Hedonic modeling

Some Legal Considerations

Direct Valuation Approach

  • Hedonic Approach
    • Rationale: real estate is like a bundle of homogeneous services
    • The hedonic model estimates the "shadow price" of each service in order to measure the overall change in housing series prices.
    • E.g. \(lnP_{th} = \sum_{c=1}^C \beta_{c}z_{cth}+ \sum_{t=1}^T \delta_{t}d_{th}+ \varepsilon_{th}\)
  • Comparable Approach
    • Rationale: real estate is idiosyncratic, so use a selected small sample.
    • Match \(n\) recent sales and make adjustment to the expected sales price.
    • Adjustments are based (normally) on statistical relationships

Case One: Poor County Assessment

  • One school district overlaps two counties with very different appraising techniques.
  • A party has two properties, one in each county but both within the school district.
  • The county within state compliance is sued for "over assessing" since the other county assesses at a lower rate.
  • State compliance is determined via state approved techniques.
    • Error estimation and stratification
    • Data "provided" by regional MLS
  • In this case the expert witness has very little discretion except in data verification.

Mass Assessment Comparable Approach

  • Implicit errors from the counties' mass appraisal models were correlated with existing housing data. (I.e. using data the counties used to conduct their mass assessment comparable apporach.)
  • Neither efficient or unbiased.
  • In this cases the board approved proceedures are not producing the expected results.
    • There is room for considerable crituque.

Case Two: Federal Redesigniation of Flood Zones

  • Update of federal flood zone designation in 2008 changed insurance rates and thus housing values of many homes in the Saint Louis area.
  • Comparable approach less useful in this case. A log-linear hedonic model was used to estimate potential losses using spatial econometric techniques to estimate the change of housing values at the edge of the existing boundaries.
  • About a 9 percent loss in value was estimated.
  • In this case the Federal Emergency Management Agency and the Army Corps of Engineers incorporated potential housing loss estimates into their consideration.

Thank You