House Prices and Fundamentals: 355 Years of Evidence

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2013
Volume: 45
Issue: 2‐3
Pages: 477-491

Authors (3)

BRENT W. AMBROSE (Pennsylvania State University) PIET EICHHOLTZ (not in RePEc) THIES LINDENTHAL (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper examines the long‐run relation between prices and rents for houses in Amsterdam from 1650 to 2005. We estimate the deviation of house prices from fundamentals and find that these deviations can be persistent and long‐lasting. Furthermore, we look at the feedback mechanisms between housing market fundamentals and prices, and find that market correction of the mispricing occurs mainly through prices not rents. This correction back to equilibrium, however, can take decades.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:45:y:2013:i:2-3:p:477-491
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24