the random walk model, suggests that the forecasting performance of the monetary model is superior. …

(Gaussian, Lasso-LARS, Lasso-Landweber) in forecasting the U.S. real house price growth. We also compare results with forecasts …-suited model for forecasting the U.S. real house price. Among the least square models, the individual regression with house price …

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 …

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 …

walk model suggests that the forecasting performance of the monetary model is superior. …

walk model suggests that the forecasting performance of the monetary model is superior. …

generate recursive forecasts over 2000Q1-2011Q4. The hybrid DSGE performs extremely well in forecasting inflation variables …Inflation forecasts are a key ingredient for monetary policymaking - especially in an inflation targeting country such …. As such, other variables,e.g. such as alternative measures of inflation that might be of interest to policymakers, do not …

Inflation forecasts are a key ingredient for monetary policy-making -- especially in an inflation targeting country … variables. As such, other variables, e.g. such as alternative measures of inflation that might be of interest to policymakers … 1999Q4, and generate recursive forecasts over 2000Q1-2011Q4. The hybrid DSGE performs extremely well in forecasting …