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Finding and using financial data at Princeton University

Guide to major sources of financial data available to Princeton University researchers for academic research.

Real Estate - International

EIU City Data has office (through 2012) & residential rent prices for major cities around the world.

CEIC has real estate indexes for many countries, sometimes subnationally. It is particularly rich on the USA (see Housing Prices - USA below).

Global Financial Data has real estate indices and prices for many countries. Choose “Real Estate Market Data” under Data Series Type in the Filter Search and then select the desired country or region.

Global Property Guide has international residential property research.

RICS Surveys offers information on the international markets.

Bank for International Settlement's Property Price Statistics is useful for comparisons. Also available in the economics module of Datastream.

For a comprehensive look at sources of housing price data for 14 advanced economies from 1870-2012, see the American Economic Review article and dataset by Katharina Knoll, Moritz Schularick, & Thomas Steger:  "No Price Like Home: Global House Prices, 1870-2012".

For Europe, also see Eurostat's Housing Price Indices.

For China, the China Statistical Yearbook (Contained in China Statistical Yearbooks Database (CNKI)) has regional price indices for housing.  Additional more detailed statistics can be found in the China real estate statistical yearbook.

Bloomberg (available Firestone - A Floor) has monthly housing price indexes by city for China for 2006-2010.  Use the command ALLX CNHP. For post-2010 indexes see ALLX CNHH, ALLX CNHS, ALLX CNHC, ALLX CNHM, ALLX CNHN. Available on the workstations located near Firestone A-13-J, Robertson 046, Andlinger 211A, Master of Finance lounge in JRR, and Sherrerd lower level

LONRES. Data on all property listings in London, England (United Kingdom). Includes detailed and comprehensive property characteristics (e.g. number of bedrooms/bathrooms, floor area, floor level, access to a garden, parking, elevator access, rent payments for communal flat buildings, etc.). Data goes back to the 1970s and was acquired in June 2023.

House Price per Square Metre in England and Wales, 1995-2022

 

Housing Prices - USA

In addition to some of the sources on the international real estate section, see:

Zillow has median home prices, rental prices, % homes sold for loss or gain, foreclosures, and other real estate values at the county and state level for 2000+.

The Case Shiller Index provides monthly pricing/resale values back to 1987 for the United States and 20 metropolitan areas. Data is available directly from Standard & Poor's. Registration is required.   Select data is available in Global Financial Data.

The Census and the American Community Survey both ask for median house value.  Easy to access through Social Explorer. Note the question asked is "About how much do you think this house and lot, apartment, or mobile home (and lot, if owned) would sell for if it were for sale?"

Also see the Corelogic MLS data.

Morris A. Davis, a professor of Real Estate and Urban Land Economics at the University of Wisconsin-Madison School of Business provides a U.S. residential land price index back to 1930 and the U.S. ratio of gross rents to prices as well as other real estate data. Metro and state level data is available at the Lincoln Land Institute.

The Federal Housing Finance Agency (FHFA), the regulator and conservator of Fannie Mae and Freddie Mac and the regulator of the 12 Federal Home Loan Banks, provides housing price indexes.

CEIC has REDFIN data including seasonally and non-seasonally adjusted data covering Census Region, State and Metropolitan Area estimates. Historical information is available from February 2012 and is updated every Thursday following the second Saturday of every month.  Included are median sales price, price per square, pending home sales, home sales, new homes listed for sale, inventories, months of supply, average days on market, average sales to list, homes sold above asking, listings with price drops, off market within 2 weeks, and actual listings.

Global Financial Data has partnered with Winans International to offer historical real estate data. Included are the Winans International U.S. Real Estate Index™, which tracks the price of new homes back to 1830. In addition to the WIREI, Winans International has developed numerous other real estate statistics going back to the 1960s including regional real estate price indices, national and regional average and median home prices, and national and regional new home sales and listings. Further information may be obtained using the Search Engine. Choose “Real Estate Market Data” under Data Series Type in the Filter Search.  Also includes Case-Schiller Index.

Global Insight includes real estate and construction data in several modules including forecast data in the US Regional module. The U.S. Regional module of Global Insight has metro level real estate data.

Data Axle Historical Residential includes detailed modeled data on predicted home values by address for 2006+. Available through WRDS.

National Association of Realtors provides data on sales, pricing, and affordability.

Rentonomics.  Provides rent estimates by starting with fully representative median rent statistics for recent movers taken from the Census Bureau American Community Survey. Data is then extrapolated forward to the current month using a growth rate calculated from their listing data. Growth rates are calculated using a same-unit analysis similar to Case-Shiller’s approach, comparing only units that are available across both time periods in order to provide an accurate picture of rent growth in cities across the country.

The Lincoln Institute of Land Policy has property tax rates by states and municipality.  Coverage varies with the oldest back to 1980.

Building Permits

Deeds, Mortgages, Taxes, and Multiple Listing Services Data

Mortgage Market Statistical Annual
(DR) HG4655.M64 (2007-2011, 2016-2021; 2023+) Also see
Mortgage & Asset Securities Issuance (1990-March 2011)

 Corelogic.  Princeton has nationwide tax, deed, mortgage, and multiple listing service data for the United States.  Data is restricted.  Tax data is typically available back to 2005. Loan Level Market Analytics (LLMA) dataset includes origination and performance data on roughly 65% of active residential mortgages.  This data is provided through a consortium of mortgage servicers that CoreLogic has built through the years and the data goes back to the 1990’s. Dates of deeds vary greatly by county but becomes robust in the mid 2000s.  Latest tax and deeds data is from October 2023. LLMA data is through March 2023. CoreLogic MLS (Multiple Listing Service) Data contains listings from 148 real estate boards utilizing CoreLogic’s multiple listing service software. Dates of coverage vary greatly but in general earliest data is 2007. This dataset was acquired in August 2023.  Contact Bobray Bordelon for information.

Also see the HMDA and HUD data.

For parcel boundaries, see GIS.

 

Evictions

The Eviction Lab at Princeton University draws on tens of millions of records. It has published the first ever dataset of evictions in America, going back to 2000.

Foreclosures

The foreclosure data from the National Delinquency Survey, produced by the Mortgage Bankers Association, is contained in the @MARKETS database under bank name US Regional - Historical of Global Insight.  (State level data) (1973+)

In addition, Princeton has select activity data from 2005-2009 from RealtyTrac / Attomdata down to the MSA and county level as well as select data at the zip code level for the activity files for 2007-2023.  Princeton holds select inventory files at the MSA level from December 2007 through December 2023.

Also see Foreclosure Resource Center from the Federal Reserve Bank of Atlanta and The Center for Microeconomic Data from the Federal Reserve Bank of New York.

Housing and Urban Development (HUD) Data

HUD provides many data sets on a variety of topics, most notably affordable housing.  Start with the Data Set Reference Guide. Some of the more heavily used ones are:

Out of Reach provides wage required to afford modest housing in communities throughout the USA along with rental values.

AirBNB Data

  • Start with Inside airbnb.  Covers many large cities.  Most data is not permanently archived.
  • In addition, Princeton purchased detailed data for New York City-Newark-Jersey City metro; San Francisco-Oakland-Hayward; Austin, Texas; and San Juan, Puerto Rico for October 2014+.
  • Princeton also purchased a report on Cuba for 2015.

Real Estate Investment Trusts (REITS) and Commercial Real Estate

See the commercial real estate data sources FAQ.

CRSP/Ziman real estate data series* includes all real estate investment trusts (REITs) that have traded on the NYSE, AMEX and NASDAQ exchanges since 1980; contains series of indices based on all REITs and subsets of REITs based on REIT type and property type; contains underlying individual security information for the indices; includes qualitative measures important for evaluating information in thinly populated index series; and identifies changes in REIT status for the universe of publicly-traded REITs. Note: -66, -77, -88, and -99 represent missing values. Available through WRDS.  Requires user to validate through password.  For the most recent data, use the Monthly Update data that appears after the Annual and Quarterly Updates.

Datastream International has index level data on real estate investment trusts. Data is included in the stock indices section. Available on the workstations located near Firestone A-13-J and Stokes Library as part of Refinitiv Workspace. 

Notes

*Must be used for academic purposes only, that is, to support the teaching and research of Princeton University.

For microdata on housing,  Data and Statistical Services may also offer additional sources.


 Bobray Bordelon