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Identification and critical time forecasting of real estate bubbles in the USA and Switzerland

Ardila, Diego; Sanadgol, Dorsa; Cauwels, Peter; … - 2014

We present a hybrid model for diagnosis and critical time forecasting of real estate bubbles. The model combines two …, 35, and 90 national-level macroeconomic time series and a dynamic forecasting methodology. Empirical results suggests …

Persistent link: https://www.econbiz.de/10010411858

Anticipating critical transitions of Chinese housing markets

Zhang, Qunzi; Sornette, Didier; Zhang, Hao - 2017

We introduce a novel quantitative methodology to detect real estate bubbles and forecast their critical end time, which we apply to the housing markets of China's major cities. Building on the Log-Periodic Power Law Singular (LPPLS) model of self-reinforcing feedback loops, we use the quantile...

Persistent link: https://www.econbiz.de/10011761282

Realized volatility forecasting in an international context

Taylor, Nicholas - In: Applied economics letters 22 (2015) 4/6, pp. 503-509

Persistent link: https://www.econbiz.de/10010510802

A boosting approach to forecasting gold and silver returns : economic and statistical forecast evaluation

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 23 (2016) 4/6, pp. 347-352

Persistent link: https://www.econbiz.de/10011430599

The life cycle of social media

Franses, Philip Hans - In: Applied economics letters 22 (2015) 10/12, pp. 796-800

Persistent link: https://www.econbiz.de/10011286082

A note on the directional accuracy of interest-rate forecasts

Pierdzioch, Christian - In: Applied economics letters 22 (2015) 13/15, pp. 1073-1077

Persistent link: https://www.econbiz.de/10011312202

Do interest-rate forecasters herd? : international evidence

Pierdzioch, Christian; Ruelke, Jan-Christoph - In: Applied economics letters 21 (2014) 1/3, pp. 93-98

Persistent link: https://www.econbiz.de/10010238225

On the directional accuarcy of survey forecasts : the case of gold and silver

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: Applied economics letters 20 (2013) 10/12, pp. 1127-1129

Persistent link: https://www.econbiz.de/10010197013

The monetary model of exchange rates is better than the random walk in out-of-sample forecasting

Moosa, Imad A.; Burns, Kelly - In: Applied economics letters 20 (2013) 13/15, pp. 1293-1297

Persistent link: https://www.econbiz.de/10010198467

In which exchange rate models do forecasters trust?

Hauner, D.; Yi, Chae-u; Takizawa, H. - In: Applied economics letters 21 (2014) 16/18, pp. 1302-1308

Persistent link: https://www.econbiz.de/10010467445