This paper examines persistence in price movements and predictability of the US housing market both on a local level across 20 cities in the US and on a nationwide level. We use a time series approach instead of often applied multivariate approaches to exclude potential biases across markets and...

The COVID-19 pandemic has caused a substantial increase in house price growth and its seasonal amplitude. This change has presented challenges to traditional seasonal adjustment methods, such as the U.S. Census Bureau's X-12 method. This study tests for residual seasonality in three major...

Clustering has a potentially important contribution to real estate portfolio analysis. In this study several hierarchical clustering algorithms are applied to rental returns for seventy-one metropolitan residential markets in Turkey. The aim is to develop homogeneous groupings for real estate...

Purpose – It is important to forecast index series to identify future rises, falls, and turning points in the property market. From the point of this necessity and importance, the main purpose of this paper is to forecast the future trends in Dubai housing market. Design/methodology/approach...

Given the volatility of home values in recent decades, and the potential impact on the macroeconomy, the ratio of house prices to rents has been employed as an indicator of potential housing market froth. Researchers have attempted to find a stationary relationship between house prices and...

Having forecast of real estate sales done correctly is very important for balancing supply and demand in the housing market. However, it is very difficult for housing companies or real estate professionals to determine how many houses they will sell next year. Although this does not mean that a...