Purpose – The purpose of this paper is to forecast variability in mortgage rates by using interval measured data and interval computing method. Design/methodology/approach – Variability (interval) forecasts generated by the interval computing are compared with lower- and upper-bound...

Purpose – The purpose of this paper is to create an endurance index of housing investor sentiment and use it to forecast housing stock returns. This study performs not only in-sample and out-of-sample forecasting, like many previous studies did, but also a true forecasting by using all lag...

Purpose – The purpose of this paper is to forecast variability in mortgage rates by using interval measured data and interval computing method. Design/methodology/approach – Variability (interval) forecasts generated by the interval computing are compared with lower‐ and upper‐bound...