House price dynamics with dispersed information

A-Tier
Journal: Journal of Economic Theory
Year: 2014
Volume: 149
Issue: C
Pages: 350-382

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

We use a user-cost model to study how dispersed information affects the equilibrium house price. In the model, agents are disparately informed about local economic conditions, consume housing services, and speculate on price changes. Optimists, who expect high house price growth, buy in anticipation of capital gains; pessimists, who expect capital losses, prefer to rent. Because of short-selling constraints on housing, pessimistic expectations are not incorporated in the price of owned houses and the equilibrium price is higher and more volatile relative to the benchmark case of common information. We present evidence supporting the modelʼs predictions in a panel of US cities.

Technical Details

RePEc Handle
repec:eee:jetheo:v:149:y:2014:i:c:p:350-382
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25