benchmarks (naive and autoregressive models) in forecasting real US house price over the annual out-of-sample period of 1859 …

increasingly featured, along with linear counterparts, in the forecasting literature. In this study, we focus on forecasting South … consistently and signicantly beats the LoLiMoT's performance in forecasting South African in ation. …

’s financial stress index appear to be strong at almost all horizons and sub-periods. However, the forecasting prowess of the …

, 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. …

interest about forecasting such imminent threats for economic stability. In this paper we propose a novel hybrid forecasting … Vector Regression (SVR) methodology that originates from machine learning. We test the forecasting ability of the proposed …-of-sample forecasting. Finally, we argue that this new methodology can be used as an early warning system for forecasting sudden house …