Finance and Economics Discussion Series: Data for paper 201360
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Endogenous Sources of Volatility in Housing Markets: The Joint Buyer-Seller Problem
Figure 1 Data
| Year | Real House Price Index | Time on Market | Volume |
|---|---|---|---|
| 1988 | 0.00 | 0 | 0 |
| 1989 | 0.15 | 0.226622507968896 | -0.144297589786165 |
| 1990 | 0.15 | 0.470158019843796 | -0.332736843498026 |
| 1991 | 0.08 | 0.548348855540222 | -0.376772586999202 |
| 1992 | -0.00 | 0.569753365529694 | -0.463867456479775 |
| 1993 | -0.13 | 0.627380445673623 | -0.447018764989252 |
| 1994 | -0.22 | 0.472120773175833 | -0.273840111354113 |
| 1995 | -0.27 | 0.410556335800493 | -0.422336415071999 |
| 1996 | -0.31 | 0.174820705784009 | -0.280872939863249 |
| 1997 | -0.29 | -0.028504120046164 | -0.177530051060025 |
| 1998 | -0.20 | -0.263503260803465 | -0.0378420638929224 |
| 1999 | -0.13 | -0.319032766957847 | 0.0211320286512109 |
| 2000 | -0.06 | -0.531161411392783 | -0.0294184893040867 |
| 2001 | 0.02 | -0.614745457268447 | -0.0691368050508423 |
| 2002 | 0.14 | -0.710774421323887 | 0.0195757182069176 |
| 2003 | 0.30 | -0.739338962265891 | 0.0351893114689315 |
| 2004 | 0.53 | -0.750763715560651 | -0.0289724800656543 |
| 2005 | 0.68 | -0.688075261367782 | -0.0561192542578368 |
| 2006 | 0.73 | -0.122717817402997 | -0.331126979074092 |
| 2007 | 0.63 | 0.059319783276261 | -0.708991074179773 |
| 2008 | 0.31 | -0.009116677204188 | -0.628181317576439 |
| 2009 | 0.11 | -0.302142708214988 | -1.13369071641863 |
Figure 2 Data
| External Transactions | Internal Transactions |
|---|---|
| 0 | 0 |
| 0.114887420900597 | -0.271634708918969 |
| 0.292406137513661 | -0.114153515191262 |
| 0.146708105781988 | -0.272939900351423 |
| 0.268546760825091 | -0.0620135183944228 |
| 0.342844963910885 | 0.133844579337936 |
| 0.416526490796453 | 0.448765215126869 |
| 0.446156857683516 | 0.573640155453644 |
| 0.353818155649588 | 0.607111945952408 |
| 0.2728826413693 | 0.64088244563103 |
| 0.349084977413197 | 0.750312841392539 |
| 0.307578131278465 | 0.852499580338689 |
| 0.237245596817219 | 0.796979225199445 |
| 0.212331541457232 | 0.766720539459449 |
| 0.0143928686926671 | 0.372970316212319 |
| -0.229443610040951 | -0.284330599399324 |
| -0.0130903178965696 | -0.670458843861036 |
Figure 3 Data
| Sales Between 2001-2005 | All Years | Sales Between 1992-1997 | Date | All years -- 4/19/12 (badsalel==0 & badsalef==0) |
|---|---|---|---|---|
| 0.115 | 0.1205 | 0.1389 | [-365-180) | 0.127 |
| 0.1521 | 0.1526 | 0.1617 | [-180-60) | 0.159 |
| 0.0749 | 0.0728 | 0.0731 | [-60-30) | 0.0753 |
| 0.039 | 0.0376 | 0.0366 | [-30-20) | 0.0382 |
| 0.0507 | 0.0475 | 0.0432 | [-20-10) | 0.048 |
| 0.2321 | 0.2106 | 0.1821 | [-100) | 0.1976 |
| 0.0794 | 0.0817 | 0.0889 | 0 | 0.0744 |
| 0.0195 | 0.0208 | 0.0205 | [110) | 0.0199 |
| 0.0196 | 0.0197 | 0.0169 | [1020) | 0.019 |
| 0.0201 | 0.0201 | 0.0168 | [2030) | 0.0192 |
| 0.0408 | 0.0413 | 0.0373 | [3060) | 0.0405 |
| 0.0827 | 0.0918 | 0.0961 | [60180) | 0.0937 |
| 0.074 | 0.0829 | 0.0879 | [180365) | 0.0883 |
Figure 4
| Year | Price | ltv < .6 | Full Sample | ltv < .8 |
|---|---|---|---|---|
| 1992 | -0.0023452473404636 | 0.2704122 | 0.2913 | 0.3056448 |
| 1993 | -0.13025421564227 | 0.1845682 | 0.2183 | 0.219568 |
| 1994 | -0.215474378784457 | 0.1518245 | 0.2149 | 0.17475 |
| 1995 | -0.268907455036663 | 0.136477 | 0.2127 | 0.1608905 |
| 1996 | -0.306730277149029 | 0.1227071 | 0.228 | 0.1572959 |
| 1997 | -0.292142134117168 | 0.1439971 | 0.2501 | 0.1883438 |
| 1998 | -0.202558393403887 | 0.1846356 | 0.298 | 0.277381 |
| 1999 | -0.13089123550259 | 0.2434062 | 0.3183 | 0.3377001 |
| 2000 | -0.0617078059372032 | 0.2950513 | 0.3462 | 0.3701519 |
| 2001 | 0.0212503680364961 | 0.3675132 | 0.3726 | 0.3947213 |
| 2002 | 0.136752796290801 | 0.38553 | 0.3804 | 0.3998557 |
| 2003 | 0.301491864262072 | 0.4175224 | 0.4148 | 0.4309561 |
| 2004 | 0.529816759338242 | 0.4226951 | 0.4184 | 0.4308851 |
| 2005 | 0.67673327319715 | 0.4182235 | 0.4171 | 0.4257091 |
| 2006 | 0.734841900253104 | 0.369603 | 0.3704 | 0.378793 |
| 2007 | 0.632458635696006 | 0.2747709 | 0.2801 | 0.2838272 |
| 2008 | 0.313589123988766 | 0.1249059 | 0.1756 | 0.1386035 |
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