Cañizares Martínez, Carlos; Bondt, Gabe J. de; … - 2023
This study applies a model averaging approach to conditionally forecast housing investment in the largest euro area … model averaging approach beats a battery of ambitious benchmark models, including BVARs, FAVARs, LASSO and Ridge regressions …. This suggests that there is ample scope for model averaging tools in forecast exercises, notably as they also help to …