House Price Dynamics: An International Empirical Perspective
AbstractThe paper compares the dynamics of housing prices in fifteen OECD countries. The data reveal a remarkable degree of similarity across countries and suggest rich dynamics for the first-differenced real house prices, with a significant structure of autocorrelation.
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Bibliographic InfoPaper provided by Uppsala - Working Paper Series in its series Papers with number 1996-01.
Length: 16 pages
Date of creation: 1996
Date of revision:
Contact details of provider:
Postal: UPPSALA UNIVERSITY, DEPARTMENT OF ECONOMICS, S-751 20 UPPSALA SWEDEN.
Phone: + 46 18 471 25 00
Fax: + 46 18 471 14 78
Web page: http://www.nek.uu.se/
More information through EDIRC
PRICES; OECD; CONSTRUCTION; HOUSING; ECONOMETRICS;
Other versions of this item:
- Englund, Peter & Ioannides, Yannis M., 1997. "House Price Dynamics: An International Empirical Perspective," Journal of Housing Economics, Elsevier, vol. 6(2), pages 119-136, June.
- F19 - International Economics - - Trade - - - Other
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- R21 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Housing Demand
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- James M. Poterba, 1983.
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339, Massachusetts Institute of Technology (MIT), Department of Economics.
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- Culter, D.M. & Poterba, J.M. & Summers, L.H., 1990.
544, Massachusetts Institute of Technology (MIT), Department of Economics.
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- Karl E. Case & Robert J. Shiller, 1990.
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- Karl E. Case & Robert J. Shiller, 1990. "Forecasting Prices and Excess Returns in the Housing Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(3), pages 253-273.
- James M. Poterba, 1991. "House Price Dynamics: The Role of Tax Policy," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 22(2), pages 143-204.
- Chinloy, Peter, 1992. "Returns to holding housing," Journal of Housing Economics, Elsevier, vol. 2(4), pages 310-323, December.
- Koskela, Erkki & Loikkanen, Heikki A. & Viren, Matti, 1992. "House prices, household saving and financial market liberalization in Finland," European Economic Review, Elsevier, vol. 36(2-3), pages 549-558, April.
- Palle S. Andersen & Neale Kennedy, 1994. "Household saving and real house prices: an international perspective," BIS Working Papers 20, Bank for International Settlements.
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