1. International House Price Database (Federal Reserve Bank of Dallas)
The Globalization Institute of the Federal Reserve Bank of Dallas produces an international house price database, which comprises quarterly house price and personal disposable income (PDI) series for a number of countries. All data series begin in first quarter 1975.
They select a house price index for each country that is most consistent with the quarterly U.S. house price index for existing single-family houses produced by the Federal Housing Finance Agency. Each country’s house price index is seasonally adjusted over the entire sample period with an unobserved components time series model and then rebased to 2005 = 100.
International House Price Database - Data - available at https://www.dallasfed.org/institute/houseprice
We acknowledge use of the dataset described in Mack and Martínez-García (2011).
· Mack, A., and E. Martínez-García. 2011. "A Cross-Country Quarterly Database of Real House Prices: A Methodological Note." Globalization and Monetary Policy Institute Working Paper No. 99, Federal Reserve Bank of Dallas.
They select a house price index for each country that is most consistent with the quarterly U.S. house price index for existing single-family houses produced by the Federal Housing Finance Agency. Each country’s house price index is seasonally adjusted over the entire sample period with an unobserved components time series model and then rebased to 2005 = 100.
International House Price Database - Data - available at https://www.dallasfed.org/institute/houseprice
We acknowledge use of the dataset described in Mack and Martínez-García (2011).
· Mack, A., and E. Martínez-García. 2011. "A Cross-Country Quarterly Database of Real House Prices: A Methodological Note." Globalization and Monetary Policy Institute Working Paper No. 99, Federal Reserve Bank of Dallas.
2. OECD Data - Housing Prices
Housing prices include housing rent prices indices, real and nominal house prices indices, and ratios of price to rent and price to income. https://data.oecd.org/price/housing-prices.htm
OECD (2021), Housing prices (indicator). doi: 10.1787/63008438-en (Accessed on 16 April 2021)
OECD (2021), Housing prices (indicator). doi: 10.1787/63008438-en (Accessed on 16 April 2021)
3. IMF Global Housing Watch
The Global Housing Watch tracks developments in housing markets across the world on a quarterly basis. It provides current data on house prices as well as metrics used to assess valuation in housing markets, such as house price‑to‑rent and house-price‑to‑income ratios.
https://www.imf.org/external/research/housing/
https://www.imf.org/external/research/housing/