House Prices and Rents

A-Tier
Journal: The Review of Financial Studies
Year: 2025
Volume: 38
Issue: 2
Pages: 547-563

Authors (2)

Eugene F Fama (not in RePEc) Kenneth R French (Dartmouth College)

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

Variation in monthly metro area house prices unrelated to expected rents clouds the information about future rents in price-rent ratios and lagged changes in house prices. The variation in house prices unrelated to expected rents is, however, correlated across areas, and the problem is mitigated by measuring rent growth regression variables net of their monthly cross-section (across-area) means. This control for price variation unrelated to expected rents substantially enhances the information about future rents that we extract from price-rent ratios and lagged changes in house prices.

Technical Details

RePEc Handle
repec:oup:rfinst:v:38:y:2025:i:2:p:547-563.
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25