Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. - Department of Economics, Faculty of Economic and … - 2009
We employ a 10-variable dynamic structural general equilibrium model to forecast the US real house price index as well as its turning point in 2006:Q2. We also examine various Bayesian and classical time-series models in our forecasting exercise to compare to the dynamic stochastic general...