Housing Price-Vacancy Dynamics—An Empirical Study of the Hong Kong Housing Market

This study uses time series regression models and dynamic panel models of five-class housing to investigate the dynamics of the housing price-vacancy relationship in Hong Kong, offering insights distinct from previous cross-sectional analyses that take new housing completions as a supply proxy, with...

Full description

Saved in:
Bibliographic Details
Main Authors: Chung Yim Yiu, Thomas Murray
Format: Article
Language:English
Published: MDPI AG 2024-07-01
Series:International Journal of Financial Studies
Subjects:
Online Access:https://www.mdpi.com/2227-7072/12/3/74
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1850260782038646784
author Chung Yim Yiu
Thomas Murray
author_facet Chung Yim Yiu
Thomas Murray
author_sort Chung Yim Yiu
collection DOAJ
description This study uses time series regression models and dynamic panel models of five-class housing to investigate the dynamics of the housing price-vacancy relationship in Hong Kong, offering insights distinct from previous cross-sectional analyses that take new housing completions as a supply proxy, without considering vacant homes as a source of housing supply. Two major contributions emerge: first, the results support the hypothesis that housing vacancies exert a negative impact on housing prices, holding other factors constant. Second, new builds supply is found to have a positive effect on housing prices, which is in line with many previous studies, but it contradicts the prediction. The results challenge the use of land supply or new housing completions as the proxy of housing supply and put forward a novel suggestion of including vacant homes in the housing price analysis. Advanced approaches to collecting housing vacancy data are also discussed. These findings have significant implications for policymakers, urban planners, and real estate investors, providing valuable insights for crafting targeted interventions and informing investment decisions. This is one of the first time series and dynamic panel analyses of housing vacancy’s effect on prices.
format Article
id doaj-art-7d92dbf707bb4a06b0d27fa4d4c5bb39
institution OA Journals
issn 2227-7072
language English
publishDate 2024-07-01
publisher MDPI AG
record_format Article
series International Journal of Financial Studies
spelling doaj-art-7d92dbf707bb4a06b0d27fa4d4c5bb392025-08-20T01:55:33ZengMDPI AGInternational Journal of Financial Studies2227-70722024-07-011237410.3390/ijfs12030074Housing Price-Vacancy Dynamics—An Empirical Study of the Hong Kong Housing MarketChung Yim Yiu0Thomas Murray1Department of Property, The University of Auckland Business School, Auckland 1010, New ZealandDepartment of Property, The University of Auckland Business School, Auckland 1010, New ZealandThis study uses time series regression models and dynamic panel models of five-class housing to investigate the dynamics of the housing price-vacancy relationship in Hong Kong, offering insights distinct from previous cross-sectional analyses that take new housing completions as a supply proxy, without considering vacant homes as a source of housing supply. Two major contributions emerge: first, the results support the hypothesis that housing vacancies exert a negative impact on housing prices, holding other factors constant. Second, new builds supply is found to have a positive effect on housing prices, which is in line with many previous studies, but it contradicts the prediction. The results challenge the use of land supply or new housing completions as the proxy of housing supply and put forward a novel suggestion of including vacant homes in the housing price analysis. Advanced approaches to collecting housing vacancy data are also discussed. These findings have significant implications for policymakers, urban planners, and real estate investors, providing valuable insights for crafting targeted interventions and informing investment decisions. This is one of the first time series and dynamic panel analyses of housing vacancy’s effect on prices.https://www.mdpi.com/2227-7072/12/3/74determinants of housing priceshousing supplynew buildsvacant homesHong Kong
spellingShingle Chung Yim Yiu
Thomas Murray
Housing Price-Vacancy Dynamics—An Empirical Study of the Hong Kong Housing Market
International Journal of Financial Studies
determinants of housing prices
housing supply
new builds
vacant homes
Hong Kong
title Housing Price-Vacancy Dynamics—An Empirical Study of the Hong Kong Housing Market
title_full Housing Price-Vacancy Dynamics—An Empirical Study of the Hong Kong Housing Market
title_fullStr Housing Price-Vacancy Dynamics—An Empirical Study of the Hong Kong Housing Market
title_full_unstemmed Housing Price-Vacancy Dynamics—An Empirical Study of the Hong Kong Housing Market
title_short Housing Price-Vacancy Dynamics—An Empirical Study of the Hong Kong Housing Market
title_sort housing price vacancy dynamics an empirical study of the hong kong housing market
topic determinants of housing prices
housing supply
new builds
vacant homes
Hong Kong
url https://www.mdpi.com/2227-7072/12/3/74
work_keys_str_mv AT chungyimyiu housingpricevacancydynamicsanempiricalstudyofthehongkonghousingmarket
AT thomasmurray housingpricevacancydynamicsanempiricalstudyofthehongkonghousingmarket