Data

Korevaar (2023), Reaching for yield and the housing market: Evidence from 18th-century Amsterdam, Journal of Financial Economics

Click here for the data and replication package.

Eichholtz, Korevaar, Lindenthal & Tallec (2021), The Total Return and Risk to Residential Real Estate, Review of Financial Studies, hhab042

Click here to download the headline series of house prices, property yields and total returns and the inflation series used to deflate total returns. These cover Paris (1809-1943) and Amsterdam (1900-1979). A full replication package of the paper, inlcuding the construction of the aggregate series from the microdata, is available here.

Korevaar, M., Eichholtz, P., & Francke, M. (2021), Dure Huizen Maar Geen Zeepbel in Amsterdam. Economisch Statistische Berichten 106 (4793), 32-34

Click here to download the long-term Amsterdam house price index, covering the level of house prices in the city center from 1620-2019. The series also contain related information on consumer prices, rent prices and interest rates.