When was the U.S. housing downturn predictable? A comparison of univariate forecasting methods
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DOI: 10.1016/j.qref.2013.12.004
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Cited by:
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- Zhang, Pinyi & Ci, Bicong, 2020. "Deep belief network for gold price forecasting," Resources Policy, Elsevier, vol. 69(C).
- Hassani, Hossein & Silva, Emmanuel Sirimal & Antonakakis, Nikolaos & Filis, George & Gupta, Rangan, 2017. "Forecasting accuracy evaluation of tourist arrivals," Annals of Tourism Research, Elsevier, vol. 63(C), pages 112-127.
- Alexander N. Bogin & Stephen D. Bruestle & William M. Doerner, 2017.
"How Low Can House Prices Go? Estimating a Conservative Lower Bound,"
The Journal of Real Estate Finance and Economics, Springer, vol. 54(1), pages 97-116, January.
- Alexander N. Bogin & Stephen D. Bruestle & William M. Doerner, 2015. "How Low Can House Prices Go? Estimating a Conservative Lower Bound," FHFA Staff Working Papers 15-01, Federal Housing Finance Agency.
- Mohammad Mirbagherijam, 2021. "Housing Price Prediction Model Selection Based on Lorenz and Concentration Curves: Empirical Evidence from Tehran Housing Market," Papers 2112.06192, arXiv.org.
- Markmann, Holger & Zietz, Joachim, 2017. "Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 314-327.
- Trond Husby & Hans Visser, 2021. "Short- to medium-run forecasting of mobility with dynamic linear models," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 45(28), pages 871-902.
- Hu, Genhua & Fan, Gang-Zhi, 2022. "Empirical evidence of risk contagion across regional housing markets in China," Economic Modelling, Elsevier, vol. 115(C).
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More about this item
Keywords
Case-Shiller housing price index; Forecasting; ARIMA; Switching models; State space/structural time series models;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
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