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
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- Dusansky Richard & Wilson Paul W., 1993. "The Demand for Housing: Theoretical Considerations," Journal of Economic Theory, Elsevier, vol. 61(1), pages 120-138, October.
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339, Massachusetts Institute of Technology (MIT), Department of Economics.
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2794, National Bureau of Economic Research, Inc.
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- 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.
- Tamim Bayoumi, 1992.
"Financial Deregulation and Household Saving,"
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- Culter, D.M. & Poterba, J.M. & Summers, L.H., 1990.
544, Massachusetts Institute of Technology (MIT), Department of Economics.
- Heiborn, M., 1994. "Demographic Factors and the Demand for Housing," Papers 1994-30, Uppsala - Working Paper Series.
- Chinloy, Peter, 1992. "Returns to holding housing," Journal of Housing Economics, Elsevier, vol. 2(4), pages 310-323, December.
- Palle S. Andersen & Neale Kennedy, 1994. "Household saving and real house prices: an international perspective," BIS Working Papers 20, Bank for International Settlements.
- Miles, David K, 1993. "House Prices, Personal Sector Wealth and Consumption: Some Conceptual and Empirical Issues," The Manchester School of Economic & Social Studies, University of Manchester, vol. 61(0), pages 35-59, Suppl..
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