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

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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