We forecast US state-level employment growth using several distinct econometric approaches: combinations of individual autoregressive distributed lag models, general-to-specific modeling with bootstrap aggregation (GETS-bagging), and approximate factor (or “beta”) models. Our results show...

Given the marked differences in housing price growth across USregions since the mid-1990s, we investigate forecasts of state-level real housing price growth for 1995-2006. We evaluate forecasts from an autoregressive benchmark model as well as models based on a host of state, regional, and...