Similar Search Results

Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio

Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 71 (2021), pp. 779-810

Persistent link: https://www.econbiz.de/10012630699

Predicting returns and rent growth in the housing market using the rent-to-price ratio : evidence from the OECD countries

Engsted, Tom; Pesersen, Thomas Q. - 2012

Persistent link: https://www.econbiz.de/10009785769

Short-term buyers and housing market dynamics

Edelstein, Robert H.; Qian, Wenlan - In: The journal of real estate finance and economics 49 (2014) 4, pp. 654-689

Persistent link: https://www.econbiz.de/10010422187

Predicting returns and rent growth in the housing market using the rent-price ratio : evidence from the OECD countries

Engsted, Tom; Pedersen, Thomas Q. - In: Journal of international money and finance 53 (2015), pp. 257-275

Persistent link: https://www.econbiz.de/10011475981

High-frequency predictability of housing market movements of the United States : the role of economic sentiment

Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Kyei, … - In: The journal of behavioral finance : a publication of … 22 (2021) 4, pp. 490-498

Persistent link: https://www.econbiz.de/10012649950

Predicting Returns and Rent Growth in the Housing Market Using the Rent-to-Price Ratio : Evidence from the OECD Countries

Engsted, Tom - 2015

We conduct a comprehensive international study of predictability in housing markets using the rent-price ratio as a predictive variable. On data from 18 OECD countries we generally find return predictability in accordance with time-varying risk-premia, but we also document two puzzles. First,...

Persistent link: https://www.econbiz.de/10013036157