DATA-001 A Provincial Housing Panel for Spain

Abstract

The data and code released with Working Paper 001. A balanced panel of Spain’s 50 provinces for 2002–2026 with population by place of birth, house prices, rents, the dwelling stock and households; the settlement shares and national shifts needed to build a leave-one-out shift-share instrument for foreign-born inflows from 1998, 2001 or 2011 settlement patterns; geographic and planning measures of supply constraints; the stock of unsold new housing by province for 2015–2024, assembled from the Ministry of Housing’s annual reports; and persons per household rebuilt from about 36,000 census sections of the population register for 2015–2023. Every series is public and every step is scripted. Data are released under CC BY 4.0 and code under the MIT licence.

Keywords Spain, provinces, housing stock, rents, house prices, immigration, shift-share instrument, unsold housing, household size

01Download

The panel, the shift-share instrument and the code behind Working Paper 001, released for others to use.

PF-DATA-001_Spanish_Provincial_Housing_Panel.zip (about 0.5 MB): data in CSV, codebook, scripts, licence and citation file. Data CC BY 4.0, code MIT. The raw source files (about 1.1 GB) are not redistributed; the scripts document and, where possible, download them.

02Contents

File	Unit	Content
panel.csv	province × year, 2002–2026	Population by place of birth, inflows, instruments, prices, rents, dwelling stock, households
shares_1998/2001/2011.csv	province × origin	Settlement shares by country of birth, 59 origin categories
shifts_national.csv	year × origin	National change in residents born in each origin
geography.csv	province	Unavailable land within 25 km of the capital (EU-DEM)
vacant_land.csv	province × year	Built and vacant urban land (Catastro)
unsold_stock.csv	province × year, 2015–2024	Unsold new dwellings, from the Ministry of Housing’s annual reports
household_size.csv	province × year, 2015–2023	Persons per household rebuilt from about 36,000 census sections of the population register

03The instrument

\[Z_{it}=\frac{\sum_n\lambda_{ni}\,\Delta M_{nt}\,(1-\lambda_{ni})}{N_{it}}\]

\(\lambda_{ni}\) is province \(i\)’s share of Spain’s residents born in origin \(n\) in the base year, \(\Delta M_{nt}\) the national change in residents born in \(n\) during year \(t\), and \((1-\lambda_{ni})\) removes the province’s own expected contribution. Country of birth is used rather than nationality, so naturalisations do not reduce measured inflows. Users can rebuild the instrument with other origins or exact leave-one-out shifts from the shares and shifts files.

04Caveats

Read before useThe dwelling-stock and household series are the Ministry’s estimates, partly model-based; the register-based household size is the direct alternative for recent years. Appraisal values the Ministry suppresses for lack of observations are reported as zeros and treated as missing. Unsold housing is measured as the increase over 2004, so four provinces record zero. With 2001 shares, the instrument predicts price growth before the 2003–2008 wave, so first-wave price responses should not be read causally.

techreport{menendezpidal2026panel, author = {Men{\'e}ndez-Pidal, Jorge}, title = {A Provincial Housing Panel for Spain: and a Shift-Share Instrument for Immigration}, institution = {Project Frontier}, type = {Data Package}, number = {001}, address = {Madrid}, year = {2026}, month = {oct} }