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Finding and using financial data at Princeton University

Real Estate - International

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

CEIC has real estate indexes for many countries, sometimes subnationally.

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 Datastream.

fdi Benchmark - Global Investment Database  Benchmarks the competitiveness of countries & cities in over 65 sectors. Covers the main quality & cost competitiveness indicators across more than 600 locations globally.  Includes costs for labor (Towers Watson) & commercial real estate (Cushman & Wakefield) as well as a foreign direct investment attractiveness index.

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.

 

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.

Foreclosures

The foreclosure data from the National Delinquency Survey, produced by the Mortgage Bankers Association, is contained in the MARKET database of Global Insight.  (State level data) (1973+)

In addition, Princeton has select activity data from 2005-2009 from RealtyTrac down to the MSA and county level as well as select data at the zip code level for the activity files for 2007-2018 Q2.  Princeton holds select inventory files at the MSA level  from December 2007 through June 2018.

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.

Additional Sources

Building Permits ASCII Files. Place Level Annual 1980-2010 and County Annual: 1990-2011.
Building permit statistics on new privately-owned residential construction.  For summary statistics, see the Census Bureau construction page.

Americans and their homes : demographics of homeownership.  Ithaca, N.Y. : New Strategist Publications, c2011. Trustee Reading Room Reference (DR): Firestone. HD7287.82.U6 R87 2011

For microdata on housing, see the DSS pages.

Housing Prices

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

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. Click on additional information.   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.

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.

Data-Planet Statistical Data Sets has median home prices, rental prices, % homes sold for loss or gain, foreclosures, and other real estate values at the county and state level. Browse by source and choose Zillow Real Estate Metrics.

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.

InfoGroup Historical Residential.  Includes detailed modeled data on predicted home values by address for 2006-2016. Also available through WRDS.

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.

 

Mortgage Data

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

The Mortgage Bankers Association provides data on applications, originations, and delinquencies.

Corelogic.  Princeton has nationwide tax, deed, and mortgage 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.  Contact Bobray Bordelon for information.

Also see the HMDA and HUD data (left side of page).

 

 

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 (undergraduates should request a research assistant account and list your adviser as your faculty member).

Datastream International has index level data on real estate investment trusts. Type "Help SI?" on the command line and choose option 9. Available in RIS Suite (Firestone - A Floor) and Stokes Library.

Also see the FAQ on REITS.

 

Notes

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

The Data and Statistical Services homepage may also offer additional sources.


Bobbi Coffey and Bobray Bordelon