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An Agent-Based Simulation of Rental Housing Markets

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Author Info
John Mc Breen () (University of Lyon, Lyon, F-69003, France; CNRS, LET, UMR 5593, Lyon, F-69363 France, ENS-LYON, Laboratoire de Physique, UMR 5672, Lyon, F-69007, France, Institut rhônalpin des systèmes complexes, IXXI, Lyon, F-69007, France)
Florence Goffette-Nagot () (University of Lyon, Lyon, F-69003, France; CNRS, UMR 5824, GATE, Ecully, F-69130, France; ENS LSH, Lyon, F-69007, France)
Pablo Jensen () (University of Lyon, Lyon, F-69003, France; CNRS, LET, UMR 5593, Lyon, F-69363 France, ENS-LYON, Laboratoire de Physique, UMR 5672, Lyon, F-69007, France, Institut rhônalpin des systèmes complexes, IXXI, Lyon, F-69007, France)
Abstract

We simulate a closed rental housing market with search and match- ing frictions, in which both landlord and tenant agents are imperfectly informed. Homogeneous landlords set rents to maximise revenue, using information on the market to estimate the relationship between posted rent and time-on-the-market (TOM). Tenants, heterogeneous in income, engage in undirected search accepting residences based on their idiosyn- cratic tastes for housing and a disagreement point derived from informa- tion on the distribution of oers. The steady state to which the simulation evolves shows price dispersion, nonzero search times and vacancies. The main results concern the eects of increasing information on either side of the market. When tenants see a greater percentage of the distri- bution of oers, tenants learn to refuse high rents and so the population rises and tenants' utilities rise as does overall welfare. Conversely, when landlords have less information, their utility can rise as over estimations in best posting rent move the market to higher rents.

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Publisher Info
Paper provided by Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure in its series Working Papers with number 0908.

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Length: 27 pages
Date of creation: 2009
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Handle: RePEc:gat:wpaper:0908

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Related research
Keywords: Real estate; Rental markets; Search; Information; Simulation; Multi-agent systems;

Find related papers by JEL classification:
R13 - Urban, Rural, and Regional Economics - - General Regional Economics - - - General Equilibrium and Welfare Economic Analysis of Regional Economies
R20 - Urban, Rural, and Regional Economics - - Household Analysis - - - General
R31 - Urban, Rural, and Regional Economics - - Production Analysis and Firm Location - - - Housing Supply and Markets
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
J63 - Labor and Demographic Economics - - Mobility, Unemployment, and Vacancies - - - Turnover; Vacancies; Layoffs

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This page was last updated on 2009-11-19.


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