ihpd_get {ihpdr}

Download Data from the International House Price Database

Description

Available downloads:

1. raw: Raw Data

2. gsadf: Generalized sup ADF statistics

3. bsadf: Backward sup ADF statistic sequence

Usage

ihpd_get(symbol = c("raw", "gsadf", "bsadf"), version = NULL, verbose = TRUE)

Arguments

symbol

Which dataset to download.

version

Which version to download. Version number should be a character of the following format %Y%q (e.g. '1801' - corresponds to year 2018, Quarter 1). Versions start from '1102'. Defaults at the latest available.

verbose

whether to print the url of the excel file that is accessing.

Details

raw

Includes the following time series for the countries covered:

• hpi: The house price index.

• rhpi: The house price index expressed in real terms.

• pdi: The personal disposable income index.

• rpdi: The personal disposable income expressed in real terms index.

All variables in real terms are deflated with the personal consumption expenditure (PCE) deflator.

The exuberance indicators include

gsadf

• type: real house price index (rhpi) and the ratio of rhpi to real personal disposable income (rpdi)

• lag: lag length of 1 and 4

• sig: significance level for the critical value

• value: test statistics for explosive behavior

• crit: 95 percent critical values.

bsadf

The exuberance indicators include

• type: real house price index (rhpi) and the ratio of rhpi to real personal disposable income (rpdi)

• lag: lag length of 1 and 4,

• value: test statistics for explosive behavior

• crit: 95 percent critical values.

Value

Returns a tibble in long format.

Examples

ihpd_get()