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Paper eres2015_239:
Long Term House Price Series for Spain: Construction and International Comparison

id eres2015_239
authors Taltavull de La Paz, Paloma; Francisco Juárez
year 2015
title Long Term House Price Series for Spain: Construction and International Comparison
source 22nd Annual European Real Estate Society Conference in Istanbul, Turkey
summary This paper reconstruct the long term serie of housing prices in Spain (aggregate) using statistical methods based on ARIMA models. It build the data for sixties until eighties period in quarterly basis, of weighted house prices for the Spanish aggregate and some selected regions. The method uses 2 proxies for house prices reconstruction, the GDP and Mortgage units, and base the built series on the housing market fundamentals. After that, the paper compare the Spanish housing prices with other long term series available like the UK, France, US, Germany, Netherlands, Italy and Japan._The reconstruction shows the different effect that the inflation process occurs during seventies had on housing prices and the similarities of global cycles among European countries. _
keywords housing prices, ARIMA models, Spain
series ERES:conference
type paper session
email paloma@ua.es
discussion No discussions. Post discussion ...
ratings
session Housing Markets & Economics
last changed 2015/07/08 18:06
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