Data for: Stickiness of Rental Rate and Housing Vacancy Rate

We use three time series variables for illustration. All data resources can be found on FRED data set The housing price index is obtained from the Federal Housing Finance Agency, https://fred.stlouisfed.org/series/USSTHPI Rent index is collected asthe average rent of primary residence in US cities from the Bureau of Labor Statistics. https://fred.stlouisfed.org/series/CUSR0000SEHA The housing vacancy rate is obtained from the US Census Bureau. https://fred.stlouisfed.org/series/RRVRUSQ156N Housing price and rent index are adjusted using the consumer price index obtained from FRED https://fred.stlouisfed.org/series/CPIAUCSL