Abstract: This brief paper analyses expectations for house-price growth in Ireland from 2012 to 2024, using novel microdata from the CBI/SCSI Residential Property Price Survey of real estate professionals. I compute statistical moments and relative entropy for each survey wave, focusing on nationwide and county-level expectations for the following 12 months, and show their evolution over time. Structural breaks analysis suggests a link between the timing of the Irish Mortgage Measures Framework (MMF) anouncements and shifts in housing inflation expectations, in particular with regard to median and tail expectations. In addition, a Bayesian VAR analysis shows that survey moments significantly improve the forecasting ability of real house price growth, in line with the recent literature on headline inflation expectations.