Boom–Bust Cycles and the Forecasting Performance of Linear and Non-Linear Models of House Prices
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DOI: 10.1007/s11146-007-9067-1
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- Camilo Serrano & Martin Hoesli, 2010.
"Are Securitized Real Estate Returns more Predictable than Stock Returns?,"
The Journal of Real Estate Finance and Economics, Springer, vol. 41(2), pages 170-192, August.
- Camilo Serrano & Martin Hoesli, 2008. "Are Securitized Real Estate Returns more Predictable than Stock Returns?," Swiss Finance Institute Research Paper Series 08-27, Swiss Finance Institute.
- Camilo Serrano & Martin Hoesli, 2008. "Are Securitized Real Estate Returns More Predictable Than Stock Returns?," ERES eres2008_252, European Real Estate Society (ERES).
- Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2021.
"High-Frequency Volatility Forecasting of US Housing Markets,"
The Journal of Real Estate Finance and Economics, Springer, vol. 62(2), pages 283-317, February.
- Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019. "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers 201977, University of Pretoria, Department of Economics.
- Kuang-Liang Chang & Charles Ka Yui Leung, 2022.
"How did the asset markets change after the Global Financial Crisis?,"
Chapters, in: Charles K.Y. Leung (ed.), Handbook of Real Estate and Macroeconomics, chapter 12, pages 312-336,
Edward Elgar Publishing.
- Kuang-Liang Chang & Charles Ka Yui Leung, 2021. "How did the asset markets change after the Global Financial Crisis?," ISER Discussion Paper 1124, Institute of Social and Economic Research, Osaka University.
- Kuang-Liang Chang & Charles Ka Yui Leung, 2021. "How did the asset markets change after the Global Financial Crisis?," GRU Working Paper Series GRU_2021_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022.
"Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty,"
The Journal of Real Estate Finance and Economics, Springer, vol. 64(4), pages 523-545, May.
- Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020. "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers 202077, University of Pretoria, Department of Economics.
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- Chien-Chiang Lee & Chin-Yu Wang & Jhih-Hong Zeng, 2017. "Housing price–volume correlations and boom–bust cycles," Empirical Economics, Springer, vol. 52(4), pages 1423-1450, June.
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"How long do housing cycles last? A duration analysis for 19 OECD countries,"
Journal of Housing Economics, Elsevier, vol. 22(3), pages 213-230.
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- Benjamin Patrick Evans & Kirill Glavatskiy & Michael S. Harré & Mikhail Prokopenko, 2023. "The impact of social influence in Australian real estate: market forecasting with a spatial agent-based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(1), pages 5-57, January.
- Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury, 2014. "Forecasting House Prices in the United States with Multiple Structural Breaks," International Econometric Review (IER), Econometric Research Association, vol. 6(1), pages 1-23, April.
- Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh, 2022.
"Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market,"
The Journal of Real Estate Finance and Economics, Springer, vol. 64(1), pages 1-29, January.
- Canepa, Alessandra & Zanetti Chini, Emilio & Alqaralleh, Huthaifa, 2020. "Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202011, University of Turin.
- Nissan, Edward & Payne, James E., 2013. "A Simple Test of σ-Convergence in U.S. Housing Prices across BEA Regions," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 43(2).
- Chang, Kuang-Liang, 2010. "House price dynamics, conditional higher-order moments, and density forecasts," Economic Modelling, Elsevier, vol. 27(5), pages 1029-1039, September.
- William Miles, 2020. "The Dynamics of House Prices and Income in the UK," International Real Estate Review, Global Social Science Institute, vol. 23(3), pages 1023-1042.
- Zietz, Joachim & Traian, Anca, 2014. "When was the U.S. housing downturn predictable? A comparison of univariate forecasting methods," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 271-281.
- MeiChi Huang & LinYing Yeh, 2015. "Should the Fed take extra action for the recent housing bubble? Evidence from asymmetric transitory shocks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(4), pages 762-781, October.
- Kurmaş Akdoğan, 2019. "Size and sign asymmetries in house price adjustments," Applied Economics, Taylor & Francis Journals, vol. 51(48), pages 5268-5281, October.
- Christophe Andre & Rangan Gupta & John W. Muteba Mwamba, 2016. "Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas," Working Papers 201635, University of Pretoria, Department of Economics.
- Alqaralleh, Huthaifa & Canepa, Alessandra, 2020.
"Housing market cycles in large urban areas,"
Economic Modelling, Elsevier, vol. 92(C), pages 257-267.
- Canepa, Alessandra & Alqaralleh, Huthaifa, 2019. "Housing Market Cycles in Large Urban Areas," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201903, University of Turin.
- Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh, 2020. "Global Cities and Local Housing Market Cycles," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 671-697, November.
- Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2012. "Comovements among U.S. state housing prices: Evidence from fractional cointegration," Economic Modelling, Elsevier, vol. 29(3), pages 936-942.
- Benjamas Jirasakuldech & Riza Emekter & Thuy Bui, 2023. "Non-linear structures, chaos, and bubbles in U.S. regional housing markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(1), pages 63-93, March.
- William Miles, 2020. "The Dynamics of House Prices and Income in the UK," International Real Estate Review, Global Social Science Institute, vol. 23(3), pages 397-416.
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Keywords
Bubbles; Forecasting models; Generalized autoregressive model; Nonlinear techniques;All these keywords.
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