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The Case-Shiller is the reference repeat-sales index for the U.S. residential real estate market, yet it is released with a two-month delay. We find that incorporating recent information from 71 financial and macro predictors improves backcasts, now-casts, and short-term forecasts of the index...
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-sensitive extension outperforms the traditional gradient boosting model in both in-sample and out-of-sample forecasting. Among the large … forecasting U.S. recession periods …
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