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Using Large Data Sets to Forecast Sectoral Employment

GUPTA, RANGAN; Kabundi, Alain; Miller, Stephen M.; … - Department of Economics, University of Connecticut - 2011

the best forecasting model for each employment series as well as combined forecasts. We find that factor augmented models … forecasting employment. Forecast combination models, however, based on the simple average forecasts of the various models used …

Persistent link: https://www.econbiz.de/10008796107

The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US

Balcilar, Mehmet; GUPTA, RANGAN; Miller, Stephen M. - Department of Economics, University of Connecticut - 2012

density forecasts between the linear and non-linear models. Finally, in a dynamic 25-step ex-ante and interval forecasting …

Persistent link: https://www.econbiz.de/10010888354

Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors

GUPTA, RANGAN; Miller, Stephen M.; Balcilar, Mehmet; … - Department of Economics, University of Connecticut - 2014

, as well as 20 bivariate regression models, capture the influence of fundamentals in forecasting residential investment …-wide factors, in addition to specific housing market variables, prove important when forecasting in the real estate market. …

Persistent link: https://www.econbiz.de/10010888383

The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market

GUPTA, RANGAN; Miller, Stephen M. - Department of Economics, University of Connecticut - 2009

We examine the time-series relationship between housing prices in eight Southern California metropolitan statistical areas (MSAs). First, we perform cointegration tests of the housing price indexes for the MSAs, finding seven cointegrating vectors. Thus, the evidence suggests that one common...

Persistent link: https://www.econbiz.de/10005800292

Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes

Balcilar, Mehmet; GUPTA, RANGAN; Miller, Stephen M.; … - Department of Economics, University of Connecticut - 2010

and non-linear forecasting models and univariate and multivariate techniques. The linear models include vector … for Nevada's economy. We conclude that non-linear models generally outperform linear models in forecasting future …

Persistent link: https://www.econbiz.de/10008493042

Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals

GUPTA, RANGAN; Kabundi, Alain; Miller, Stephen M. - Department of Economics, University of Connecticut - 2009

as its turning point in 2006:Q2. We also examine various Bayesian and classical time-series models in our forecasting … forecasting turning points. …

Persistent link: https://www.econbiz.de/10008497713

Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States

GUPTA, RANGAN; Kabundi, Alain; Miller, Stephen M. - Department of Economics, University of Connecticut - 2009

forecasting models. Using the period of 1976:Q1 to 1994:Q4 as the in-sample period and 1995:Q1 to 2003:Q4 as the out …

Persistent link: https://www.econbiz.de/10005034622

"Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix

GUPTA, RANGAN; Miller, Stephen M. - Department of Economics, University of Connecticut - 2009

We examine the time-series relationship between housing prices in Los Angeles, Las Vegas, and Phoenix. First, temporal Granger causality tests reveal that Los Angeles housing prices cause housing prices in Las Vegas (directly) and Phoenix (indirectly). In addition, Las Vegas housing prices cause...

Persistent link: https://www.econbiz.de/10005049463

Consumption Asymmetry and the Stock Market: Empirical Evidence

Apergis, Nicholas; Miller, Stephen M. - Department of Economics, University of Connecticut - 2004

This paper examines whether U.S. stock-market wealth asymmetrically affects consumption. After identifying asymmetric behavior for consumption and stock market wealth, the results confirm that stock-market wealth asymmetrically affects real per capita consumption. Negative 'news' affects...

Persistent link: https://www.econbiz.de/10005838947

Resurrecting the Wealth Effect on Consumption: Further Analysis and Extension

Apergis, Nicholas; Miller, Stephen M. - Department of Economics, University of Connecticut - 2005

This paper investigates whether various components of wealth affect real consumption asymmetrically through a threshold adjustment model. The empirical findings for the U.S. show that only stock market assets, financial assets including stock market assets, and household net assets exert a...

Persistent link: https://www.econbiz.de/10005838987