-of-sample forecasting exercise, we find that both pooling and accounting for spatial effects helps to substantially improve the forecast …

improving the forecasts, given the local nature of the real-estate markets. The forecast accuracy of different predictors is … sample size, the combinations of individual forecast do not improve the forecast accuracy. On average, the forecast …

the forecasts, given the local nature of real-estate markets. The forecast accuracy of different predictors is tested in a … confidence at the national level, consumer confidence, and price-to-rent ratios. Even better forecast precision can be achieved … by combining individual forecasts. On average, the forecast improvements attain about 20%, measured by reduction in RMSFE …

possible to detect when using full-sample estimation information. On average, the forecast improvements attain about 20 …In this paper, we evaluate the forecasting ability of 145 indicators and ten types of forecast combination schemes to … facilitate substantial improvements of the forecasts, given the local nature of the real-estate markets. The forecast accuracy of …

forecast near-term price developments. Therefore we construct hedonic house price indices based on real estate advertisements … the mean squared forecast error (MSFE). While these models reduce the forecast error only slightly, forecast combination … approaches enhance the predictive power considerably. -- House price forecasts ; forecast combination ; hedonic price index …

In this paper, we estimate, model and forecast Realized Range Volatility, a new realized measure and estimator of the … distribution for the innovations. The analysis of the forecast performance during the different periods suggests that including the …

forecast near-term price developments. Therefore we construct hedonic house price indices based on real estate advertisements … the mean squared forecast error (MSFE). While these models reduce the forecast error only slightly, forecast combination …

2004 to 2012, we find strong evidence that the forecasts for developing countries are biased at all forecast horizons. For … increases again at the 24-month horizon. Based on the magnitude of the forecast errors and the direction of change, long … forecast horizon …

order to model links between forecast errors and a forecaster's information set, consisting of several trade and other … to check whether the Mahalanobis distance between the predicted forecast errors for the trade forecasts and actual … forecast errors is significantly smaller than under the null hypothesis of forecast efficiency. I find evidence for joint …

improving the forecasts, given the local nature of the real-estate markets. The forecast accuracy of different predictors is … sample size, the combinations of individual forecast do not improve the forecast accuracy. On average, the forecast …