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Data · dataset · 2021

Research data for: An asset-based approach to housing prices

Listed in Teesside University Research Data Repository

An asset-based perspective for the housing market is provided.

Description

The theoretical foundations in finance theory are used to analyse the relation between real housing prices and returns. The observed excess gross housing returns over risk-free rates are interpreted in terms of the notion of incomplete market.

The efficiency of the housing market is further assessed with econometric analysis. A sign identified structural vector autoregression model shows, that real housing prices are relatively persistent and the logarithmic rent/price ratio forecasts both forthcoming rent growth and real housing returns.

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Where it is published

Catalogue records · 1

Topics

Provenance · 1 source records, 14 field assertions
SourceKeyLast seenRaw
Teesside University Research Data Repositoryoai:data.mendeley.com/d7bbr5t5ys.112 d agoJSON v1
FieldAssertionExtractorEvidence
access_levelsource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
concepts[field].anzsrc:field:350202mapping · researchdata tees ac ukvocabulary-mapper@1.0.0keywords['Finance']
concepts[field].anzsrc:group:3802mapping · researchdata tees ac ukvocabulary-mapper@1.0.0keywords['Econometrics']
concepts[field].local:field:earth-environmentalmapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
concepts[field].local:field:economics-financemapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
concepts[field].local:field:engineeringmapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
concepts[field].local:field:humanitiesmapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
concepts[field].local:field:life-sciencesmapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
concepts[field].local:field:psychology-behavioralmapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
concepts[field].local:field:social-sciencemapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
descriptionsource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0/metadata/dc/description
licensesource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0/metadata/dc/rights
publication_datesource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
titlesource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0/metadata/dc/title