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Forecasting the U.S. Real House Price Index

Plakandaras, Vasilios; Gupta, Rangan; Papadimitriou, … - Department of Economics, Democritus University of Thrace - 2014

Vector Regression (SVR) methodology that originates from machine learning. We test the forecasting ability of the proposed …

Persistent link: https://www.econbiz.de/10010840485

Forecasting the U.S. real house price index

Plakandaras, Vasilios; Gupta, Rangan; Gogas, Periklis; … - In: Economic Modelling 45 (2015) C, pp. 259-267

Vector Regression (SVR) methodology that originates from machine learning. We test the forecasting ability of the proposed …

Persistent link: https://www.econbiz.de/10011190220

Forecasting the U.S. Real House Price Index

Plakandaras, Vasilios; Gupta, Rangan; Gogas, Periklis; … - Institut de Préparation à l'Administration et à la … - 2014

Vector Regression (SVR) methodology that originates from machine learning. We test the forecasting ability of the proposed …

Persistent link: https://www.econbiz.de/10010891125

Forecasting the U.S. Real House Price Index

Plakandaras, Vasilios; Gupta, Rangan; Gogas, Periklis; … - Department of Economics, Faculty of Economic and … - 2014

Vector Regression (SVR) methodology that originates from machine learning. We test the forecasting ability of the proposed …

Persistent link: https://www.econbiz.de/10010942822

Forecasting the US real house price index

Plakandaras, Vasilios; Gupta, Rangan; Gkonkas, Periklēs; … - In: Economic modelling 45 (2015), pp. 259-267

Persistent link: https://www.econbiz.de/10011334082

The informational content of the term spread in forecasting the US inflation rate : a nonlinear approach

Plakandaras, Vasilios; Gkonkas, Periklēs; … - In: Journal of forecasting 36 (2017) 2, pp. 109-121

Persistent link: https://www.econbiz.de/10011729092

Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment

Gupta, Rangan; Pierdzioch, Christian - In: Behavioral Finance and Asset Prices : The Influence of …, (pp. 23-44). 2023

Persistent link: https://www.econbiz.de/10014282545

Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries

Andre, Christophe; Gil-Alana, Luis A.; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2013

Housing price-to-income and price-to-rent ratios are among the most widely monitored indicators of housing market …

Persistent link: https://www.econbiz.de/10010737581

MACRO SHOCKS AND HOUSE PRICES IN SOUTH AFRICA

Simo-Kengne, Beatrice D.; Gupta, Rangan; Aye, Goodness C. - Department of Economics, Faculty of Economic and … - 2013

This paper analyses the economic sources underlying the comovement of real house prices in South Africa. We use quarterly provincial-level data from 1974:Q1 to 2011:Q4. First, we disentangle the national component of real house price movements from the local (provincial or region-specific)...

Persistent link: https://www.econbiz.de/10010667462

Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries

André, Christophe; Gil-Alaña, Luis A.; Gupta, Rangan - In: Applied economics 46 (2014) 16/18, pp. 2127-2138

Persistent link: https://www.econbiz.de/10010413319