Risks and interrelationships of subdistrict house prices: the case of Amsterdam

Alfred Larm Teye, Jan de Haan, Marja G. Elsinga

    Research output: Contribution to journalArticleScientificpeer-review

    5 Citations (Scopus)
    16 Downloads (Pure)

    Abstract

    This paper uses individual house transaction data from 1995 to 2014 in Amsterdam to explore the risks and interrelationships of the subdistrict house prices. Simple indicators suggest that house prices grow faster and are more risky in the central business district and its immediate surrounding areas than in the peripherals. Furthermore, we observe an over time decreasing intervariations between the subdistrict house price growth rates, whereas we find a lead–lag and house price causal flow from the more central to the peripheral subdistricts.

    Original languageEnglish
    Pages (from-to)209-226
    JournalJournal of Housing and the Built Environment
    Volume2018 (33)
    Issue number2
    DOIs
    Publication statusE-pub ahead of print - 21 Aug 2017

    Keywords

    • Amsterdam
    • Hedonic index
    • House prices
    • Lead–lag effect
    • Property price risk
    • Subdistricts

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