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Seasonality has traditionally shaped the U.S. housing market, with activity peaking in spring-summer and declining in autumn-winter. However, recent disruptions, particularly post-COVID-19, raise questions about shift in these patterns.…

General Economics · Economics 2025-11-25 Yihan Hu , Yifei Huang , Weizhao Wang

Urban housing markets, along with markets of other assets, universally exhibit periods of strong price increases followed by sharp corrections. The mechanisms generating such non-linearities are not yet well understood. We develop an…

Computational Finance · Quantitative Finance 2020-04-17 Kirill S. Glavatskiy , Mikhail Prokopenko , Adrian Carro , Paul Ormerod , Michael Harre

As baby boomers have begun to downsize and retire, their preferences now overlap with millennials' predilection for urban amenities and smaller living spaces. This confluence in tastes between the two largest age segments of the U.S.…

General Economics · Economics 2021-08-31 Marijn A. Bolhuis , Judd N. L. Cramer

House price increases have been steady over much of the last 40 years, but there have been occasional declines, most notably in the recent housing bust that started around 2007, on the heels of the preceding housing bubble. We introduce a…

Applications · Statistics 2014-11-21 Jie Peng , Debashis Paul , Hans-Georg Müller

We study the effect of localized housing price hikes on renters' mobility, consumption, and credit outcomes. Consistent with a spatial equilibrium model, we find that the consumption responses vary greatly for movers and stayers. While…

General Economics · Economics 2024-07-10 Giacomo De Giorgi , Enrico Moretti , Harrison Wheeler

Both buyers and sellers face uncertainty in real estate transactions in about when to time a transaction and at what cost. Both buyers and sellers make decisions without knowing the present and future state of the large and dynamic real…

Applications · Statistics 2022-01-12 Yuanyuan Zha , Susan T. Parker , James J. Foster , Vadim Sokolov

First, we emphasize that the real estate price peaks which are currently under way in many industrialized countries (one important exception is Japan) share many of the characteristics of previous historical price peaks. In particular, we…

Physics and Society · Physics 2007-05-23 Bertrand M. Roehner

In this article, we develop a model for the evolution of real estate prices. A wide range of inputs, including stochastic interest rates and changing demands for the asset, are considered. Maximizing their expected utility, home owners make…

Trading and Market Microstructure · Quantitative Finance 2009-07-13 Hazer Inaltekin , Robert Jarrow , Mehmet Saglam , Yildiray Yildirim

We exploit a city-level panel comprised of individual house price estimates to estimate the impact of COVID-19 on both small and big real-estate markets in California USA. Descriptive analysis of spot house price estimates, including…

General Finance · Quantitative Finance 2024-07-29 Alexander M. Petersen

We analyze how equilibrium housing prices are determined in the process of economic development within an overlapping generations model with perfect housing and rental markets. We characterize the rent growth rate in all equilibria. The…

Theoretical Economics · Economics 2025-05-09 Tomohiro Hirano , Alexis Akira Toda

We develop a stochastic free-boundary model of housing tenure decisions in markets with high mobility risk, such as areas near military installations. Housing prices and rents follow correlated diffusion processes, and households face an…

Optimization and Control · Mathematics 2026-04-20 Hui Wu

The pricing of housing properties is determined by a variety of factors. However, post-pandemic markets have experienced volatility in the Chicago suburb area, which have affected house prices greatly. In this study, analysis was done on…

Machine Learning · Computer Science 2022-10-13 Kevin Xu , Hieu Nguyen

The relationship between housing costs and homelessness has important implications for the way that city and county governments respond to increasing homeless populations. Though many analyses in the public policy literature have examined…

Applications · Statistics 2017-08-01 Chris Glynn , Emily B. Fox

Housing markets play a crucial role in economies and the collapse of a real-estate bubble usually destabilizes the financial system and causes economic recessions. We investigate the systemic risk and spatiotemporal dynamics of the US…

Statistical Finance · Quantitative Finance 2013-12-31 Hao Meng , Wen-Jie Xie , Zhi-Qiang Jiang , Boris Podobnik , Wei-Xing Zhou , H. Eugene Stanley

Studies of micro-level price datasets find more frequent small price increases than decreases, which can be explained by consumer inattention because time-constrained shoppers might ignore small price changes. Recent empirical studies of…

General Economics · Economics 2025-06-27 Daniel Levy , Haipeng , Chen , Sourav Ray , Elliot Charette , Xiao Ling , Weihong Zhao , Mark Bergen , Avichai Snir

Human mobility research concerns spatiotemporal individual and population movement. Accurate modeling and prediction of human mobility can provide opportunities to monitor, manage and optimize human movement for improved social-economic…

Social and Information Networks · Computer Science 2022-02-15 Liantao Li , Yang Yang

In the face of a pandemic, urban protests, and an affordability crisis, is the desirability of dense urban settings at a turning point? Assessing cities' long term trends remains challenging. The first part of this chapter describes the…

General Economics · Economics 2020-10-12 Amine Ouazad

COVID-19 has disrupted society and changed how people learn, work and live. The availability of vaccines in the spring of 2021, however, led to a gradual return of many pre-pandemic activities in Massachusetts in the fall of 2021.…

Applications · Statistics 2023-03-13 Yunhan Zheng , Nicholas Caros , Jim Aloisi , Jinhua Zhao

This article proposes a spatial dynamic structural equation model for the analysis of housing prices at the State level in the USA. The study contributes to the existing literature by extending the use of dynamic factor models to the…

Applications · Statistics 2013-12-23 Pasquale Valentini , Luigi Ippoliti , Lara Fontanella

Traditional US rental housing data sources such as the American Community Survey and the American Housing Survey report on the transacted market - what existing renters pay each month. They do not explicitly tell us about the spot market -…

General Economics · Economics 2020-02-06 Geoff Boeing , Jake Wegmann , Junfeng Jiao
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