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Relations Among Residential Rent Price Index, Sales’ Volume, Reit Index And Residential Sales Price Index: A Panel Regression Analysis

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  • Nurgün Komşuoğlu Yılmaz

    (Istanbul Aydin University)

Abstract

This study investigates the relationship among house prices, number of house sales, reit index, and rent index values. Data from ten major cities - Adana, Ankara, Kocaeli, İzmir, Konya, Antalya, Bursa and Gaziantep are included whereas data from Istanbul and Şanlıurfa are excluded since they create extreme value. Panel regression analysis conducted by using the monthly data from 8 major cities between the period from march 2019 to may 2022. Research results indicates that there is a statistically positive relationship among house price index, rent index and reit index and a negative relationship between sale prices and house price index.

Suggested Citation

  • Nurgün Komşuoğlu Yılmaz, 2022. "Relations Among Residential Rent Price Index, Sales’ Volume, Reit Index And Residential Sales Price Index: A Panel Regression Analysis," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 37(118), pages 257-270, October.
    • Handle: RePEc:acc:malfin:v:37:y:2022:i:118:p:257-270
    DOI: https://doi.org/10.33203/mfy.1162196
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    More about this item

    Keywords

    Panel Regression; House Price; Rent Index; Number Of House Sales; Reit Index.;
    All these keywords.

    JEL classification:

    • R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets

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