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Housing price forecastability: A factor analysis
Bork, Lasse; Møller, Stig V. - School of Economics and Management, University of Aarhus - 2012
-sample forecasting regressions. The predictive power of the model stays high at longer horizons. The estimated factors are strongly …
Persistent link: https://www.econbiz.de/10010851257
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The cyclical component factor model
Dahl, Christian M.; Hansen, Henrik; Smidt, John - School of Economics and Management, University of Aarhus - 2008
Forecasting using factor models based on large data sets have received ample attention due to the models’ ability to …
Persistent link: https://www.econbiz.de/10005440058