The Globalization Institute of the Federal Reserve Bank of Dallas produces an international house price database, which comprises quarterly house price and personal disposable income (PDI) series for a number of countries. All data series begin in first quarter 1975.
They select a house price index for each country that is most consistent with the quarterly U.S. house price index for existing single-family houses produced by the Federal Housing Finance Agency. Each country’s house price index is seasonally adjusted over the entire sample period with an unobserved components time series model and then rebased to 2005 = 100.
PDI series are quoted in per capita terms using working-age population. Both the house price and PDI series are quoted in nominal and real terms. Real values are computed using the personal consumption expenditure deflator.
For each series, a weighted average of all countries in the database is produced, using purchasing power parity-adjusted gross domestic product shares in 2005.
The data is downloadable in the .xlxs format.