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Using leading indicators to forecast US home sales in a Bayesian vector autoregressive framework

Dua, Pami; Miller, Stephen M.; Smyth, David J. - In: The journal of real estate finance and economics 18 (1999) 2, pp. 191-205

Persistent link: https://www.econbiz.de/10001410553

Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model

Gupta, Rangan; Pierdzioch, Christian; Selmi, Refk; … - In: The North American journal of economics and finance : a … 43 (2018), pp. 87-96

Persistent link: https://www.econbiz.de/10012036263

Forecasting US real private residential fixed investment using a large number of predictors

Aye, Goodness C.; Miller, Stephen M.; Gupta, Rangan; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1557-1580

Persistent link: https://www.econbiz.de/10011661835

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

"Ripple effects" and forecasting home prices in Los Angeles, Las Vegas, and Phoenix

Gupta, Rangan; Miller, Stephen M. - 2009

Persistent link: https://www.econbiz.de/10003867016

Heterogeneous forecasters and nonlinear expectation formation in the US stock market

Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2014

We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...

Persistent link: https://www.econbiz.de/10010407532