House Price Dynamics: An International Empirical Perspective.

Ioannides, Yannis Menelaos.

Englund, Peter, 1950-


  • The paper compares the dynamics of housing prices in 15 OECD countries. The data reveal a remarkable degree of similarity across countries and suggest rich dynamics for the first-differenced real annual house prices, with a significant structure of autocorrelation. We estimate a highly significant first-order autocorrelation coefficient of around 0.45 and obtain evidence of negative autocorrelation ... read more
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  • Englund, Peter and Yannis M. Ioannides. 1997. "House Price Dynamics: An International Empirical Perspective." Journal of Housing Economics 6(2): 119-136. doi:10.1006/jhec.1997.0210.
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