Trend-Spotting in the Housing Market
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Karl E. Case & Robert J. Shiller & Anne K. Thompson, 2012.
"What Have They Been Thinking? Homebuyer Behavior in Hot and Cold Markets,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 43(2 (Fall)), pages 265-315.
- Karl E. Case & Robert J. Shiller & Anne Thompson, 2012. "What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets," NBER Working Papers 18400, National Bureau of Economic Research, Inc.
- Karl E. Case & Robert J. Shiller & Anne K. Thompson, 2012. "What Have They Been Thinking" Home Buyer Behavior in Hot and Cold Markets," Cowles Foundation Discussion Papers 1876, Cowles Foundation for Research in Economics, Yale University.
- Daniel Kahneman & Amos Tversky, 2013.
"Prospect Theory: An Analysis of Decision Under Risk,"
World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127,
World Scientific Publishing Co. Pte. Ltd..
- Kahneman, Daniel & Tversky, Amos, 1979. "Prospect Theory: An Analysis of Decision under Risk," Econometrica, Econometric Society, vol. 47(2), pages 263-291, March.
- Amos Tversky & Daniel Kahneman, 1979. "Prospect Theory: An Analysis of Decision under Risk," Levine's Working Paper Archive 7656, David K. Levine.
- Nikos Askitas, 2015.
"Calling the Greek Referendum on the nose with Google Trends,"
RatSWD Working Papers
249, German Data Forum (RatSWD).
- Askitas, Nikos, 2015. "Calling the Greek Referendum on the Nose with Google Trends," IZA Discussion Papers 9569, Institute of Labor Economics (IZA).
- Hal R. Varian, 2014. "Big Data: New Tricks for Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 3-28, Spring.
- Askitas, Nikos & Zimmermann, Klaus F., 2011. "Detecting Mortgage Delinquencies," IZA Discussion Papers 5895, Institute of Labor Economics (IZA).
- Hyunyoung Choi & Hal Varian, 2012. "Predicting the Present with Google Trends," The Economic Record, The Economic Society of Australia, vol. 88(s1), pages 2-9, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Bricongne, Jean-Charles & Meunier, Baptiste & Pouget, Sylvain, 2023.
"Web-scraping housing prices in real-time: The Covid-19 crisis in the UK,"
Journal of Housing Economics, Elsevier, vol. 59(PB).
- Jean-Charles Bricongne & Baptiste Meunier & Sylvain Pouget, 2021. "Web Scraping Housing Prices in Real-time: the Covid-19 Crisis in the UK," Working papers 827, Banque de France.
- Jean-Charles Bricongne & Baptiste Meunier & Sylvain Pouget, 2023. "Web-scraping housing prices in real-time: The Covid-19 crisis in the UK," SciencePo Working papers Main hal-04064185, HAL.
- Jean-Charles Bricongne & Baptiste Meunier & Sylvain Pouget, 2023. "Web-scraping housing prices in real-time: The Covid-19 crisis in the UK," Post-Print hal-04064185, HAL.
- Fabo, B., 2017. "Towards an understanding of job matching using web data," Other publications TiSEM b8b877f2-ae6a-495f-b6cc-9, Tilburg University, School of Economics and Management.
- Coble, David & Pincheira, Pablo, 2017. "Nowcasting Building Permits with Google Trends," MPRA Paper 76514, University Library of Munich, Germany.
- David Coble & Pablo Pincheira, 2021. "Forecasting building permits with Google Trends," Empirical Economics, Springer, vol. 61(6), pages 3315-3345, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Cortés, Kristle & Duchin, Ran & Sosyura, Denis, 2016.
"Clouded judgment: The role of sentiment in credit origination,"
Journal of Financial Economics, Elsevier, vol. 121(2), pages 392-413.
- Kristle Romero Cortes & Ran Duchin & Denis Sosyura, 2016. "Clouded Judgment: The Role of Sentiment in Credit Origination," Working Papers (Old Series) 1601, Federal Reserve Bank of Cleveland.
- Bradley Jones, 2015. "Asset Bubbles: Re-thinking Policy for the Age of Asset Management," IMF Working Papers 2015/027, International Monetary Fund.
- Richard H. Thaler, 2016. "Behavioral Economics: Past, Present, and Future," American Economic Review, American Economic Association, vol. 106(7), pages 1577-1600, July.
- Sergiy Saydometov & Sanjiv Sabherwal & Ramya Rajajagadeesan Aroul, 2020. "Sentiment and its asymmetric effect on housing returns," Review of Financial Economics, John Wiley & Sons, vol. 38(4), pages 580-600, October.
- Chiara L. Comolli & Daniele Vignoli, 2019. "Spread-ing uncertainty, shrinking birth rates," Econometrics Working Papers Archive 2019_08, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Fotini Economou & Konstantinos Gavriilidis & Bartosz Gebka & Vasileios Kallinterakis, 2022. "Feedback trading: a review of theory and empirical evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(4), pages 429-476, February.
- Citera, Emanuele & Sau, Lino, 2019. "Complexity, Conventions and Instability: the role of monetary policy," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201924, University of Turin.
- Theresa Kuchler & Monika Piazzesi & Johannes Stroebel, 2022.
"Housing Market Expectations,"
CESifo Working Paper Series
9665, CESifo.
- Theresa Kuchler & Monika Piazzesi & Johannes Stroebel, 2022. "Housing Market Expectations," NBER Working Papers 29909, National Bureau of Economic Research, Inc.
- Kuchler, Theresa & Piazzesi, Monika & Ströbel, Johannes, 2022. "Housing Market Expectations," CEPR Discussion Papers 17158, C.E.P.R. Discussion Papers.
- John V. Duca, 2013. "Regionally, Housing Rebound Depends on Jobs, Local Supply Tightness," Annual Report, Federal Reserve Bank of Dallas.
- Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, 2021.
"Bubbles, crashes and information contagion in large-group asset market experiments,"
Experimental Economics, Springer;Economic Science Association, vol. 24(2), pages 414-433, June.
- Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, "undated". "Bubbles, crashes and information contagion in large-group asset market experiments," Tinbergen Institute Discussion Papers 19-016/II, Tinbergen Institute.
- Tiziana Assenza & Te Bao & Cars Hommes & Domenico Massaro, 2014.
"Experiments on Expectations in Macroeconomics and Finance,"
Research in Experimental Economics, in: Experiments in Macroeconomics, volume 17, pages 11-70,
Emerald Group Publishing Limited.
- Assenza, T. & Bao, T. & Massaro, D. & Hommes, C.H., 2014. "Experiments on Expectations in Macroeconomics and Finance," CeNDEF Working Papers 14-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Robert J. Shiller, 2013.
"Reflections on Finance and the Good Society,"
American Economic Review, American Economic Association, vol. 103(3), pages 402-405, May.
- Robert J. Shiller, 2013. "Reflections on Finance and the Good Society," Cowles Foundation Discussion Papers 1894, Cowles Foundation for Research in Economics, Yale University.
- Guzi, Martin & de Pedraza, Pablo, 2013. "A Web Survey Analysis of the Subjective Well-being of Spanish Workers," IZA Discussion Papers 7618, Institute of Labor Economics (IZA).
- Zhenyu Gao & Michael Sockin & Wei Xiong, 2020. "Learning about the Neighborhood," NBER Working Papers 26907, National Bureau of Economic Research, Inc.
- Laurent Ferrara & Anna Simoni, 2023.
"When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
- Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
- Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
- Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
- Nikolaos Askitas & Klaus F. Zimmermann, 2015.
"The internet as a data source for advancement in social sciences,"
International Journal of Manpower, Emerald Group Publishing Limited, vol. 36(1), pages 2-12, April.
- Nikolaos Askitas & Klaus F. Zimmermann, 2015. "The Internet as a Data Source for Advancement in Social Sciences," RatSWD Working Papers 248, German Data Forum (RatSWD).
- Askitas, Nikos & Zimmermann, Klaus F., 2015. "The Internet as a Data Source for Advancement in Social Sciences," IZA Discussion Papers 8899, Institute of Labor Economics (IZA).
- Malmendier, Ulrike M. & Botsch, Matthew J., 2020. "The Long Shadows of the Great Inflation: Evidence from Residential Mortgages," CEPR Discussion Papers 14934, C.E.P.R. Discussion Papers.
- Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E., 2018.
"Do house prices hedge inflation in the US? A quantile cointegration approach,"
International Review of Economics & Finance, Elsevier, vol. 54(C), pages 15-26.
- Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017. "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers 201707, University of Pretoria, Department of Economics.
- Pedro Gete, 2015. "Housing demands, savings gluts and current account dynamics," Globalization Institute Working Papers 221, Federal Reserve Bank of Dallas.
- Götz, Thomas B. & Knetsch, Thomas A., 2019.
"Google data in bridge equation models for German GDP,"
International Journal of Forecasting, Elsevier, vol. 35(1), pages 45-66.
- Götz, Thomas B. & Knetsch, Thomas A., 2017. "Google data in bridge equation models for German GDP," Discussion Papers 18/2017, Deutsche Bundesbank.
More about this item
Keywords
complex systems; Google Search; Google Trends; housing market; data science; nowcasting; computational social science; S&P/Case-Shiller Home Price; complexity; behaviour;All these keywords.
JEL classification:
- C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
- E65 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Studies of Particular Policy Episodes
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2015-10-25 (Macroeconomics)
- NEP-URE-2015-10-25 (Urban and Real Estate Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:iza:izadps:dp9427. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Holger Hinte (email available below). General contact details of provider: https://edirc.repec.org/data/izaaade.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.