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The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Applied economics 47 (2015) 22/24, pp. 2259-2277

Persistent link: https://www.econbiz.de/10010516653

Was the recent downturn in US real GDP predictable?

Balcilar, Mehmet; Gupta, Rangan; Majumdar, Anandamayee; … - In: Applied economics 47 (2015) 28/30, pp. 2985-3007

Persistent link: https://www.econbiz.de/10011289393

Housing and the Great Depression

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Applied economics 46 (2014) 22/24, pp. 2966-2981

Persistent link: https://www.econbiz.de/10010417127

Housing and the Great Depression

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Applied Economics 46 (2014) 24, pp. 2966-2981

This article considers the structural stability of the relationship between the real housing price and real GDP per capita for an annual sample that includes the Great Depression. We test for structural change in parameter values using a sample of annual US data from 1890 to 1952. The article...

Persistent link: https://www.econbiz.de/10010824156