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dc.contributor.authorKajuth, Florianen
dc.contributor.authorSchmidt, Tobiasen
dc.date.accessioned2011-05-06-
dc.date.accessioned2011-05-12T09:33:11Z-
dc.date.available2011-05-12T09:33:11Z-
dc.date.issued2011-
dc.identifier.isbn978-3-86558-705-3en
dc.identifier.urihttp://hdl.handle.net/10419/45488-
dc.description.abstractThe contribution of this paper is to offer a rationale for the observed seasonal pattern in house prices. We first document seasonality in house prices for the US and the UK using formal statistical tests and illustrate its quantitative importance. In the second part of the paper we employ a standard model of dynamic optimisation with housing demand and seasonal shocks in non-durables in order to characterise seasonality in house prices as an equilibrium outcome. We provide empirical evidence for seasonality in house prices with our small model using US and UK data.en
dc.language.isoengen
dc.publisher|aDeutsche Bundesbank |cFrankfurt a. M.en
dc.relation.ispartofseries|aDiscussion Paper Series 1 |x2011,08en
dc.subject.jelD91en
dc.subject.jelR21en
dc.subject.jelR31en
dc.subject.ddc330en
dc.subject.keywordhouse pricesen
dc.subject.keywordseasonalityen
dc.subject.keywordoptimal housing consumptionen
dc.titleSeasonality in house prices-
dc.typeWorking Paperen
dc.identifier.ppn657435813en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:bubdp1:201108en

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