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Risks and interrelationships of subdistrict house prices

the case of Amsterdam

Journal Article (2017)
Author(s)

A.L. Teye (TU Delft - OLD Housing Systems)

Jan de Haan (Statistics Netherlands (CBS))

M. G. Elsinga (TU Delft - OLD Housing Systems)

Research Group
OLD Housing Systems
Copyright
© 2017 A.L. Teye, J.G. de Haan, M.G. Elsinga
DOI related publication
https://doi.org/10.1007/s10901-017-9568-z
More Info
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Publication Year
2017
Language
English
Copyright
© 2017 A.L. Teye, J.G. de Haan, M.G. Elsinga
Research Group
OLD Housing Systems
Issue number
2
Volume number
33 (2018)
Pages (from-to)
209-226
Reuse Rights

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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.