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Testing for rational bubbles in the US housing market

Kivedal, Bjørnar Karlsen - In: Journal of macroeconomics 38 (2013) 2, pp. 369-381

Persistent link: https://www.econbiz.de/10010372006

High-frequency volatility forecasting of US housing markets

Segnon, Mawuli; Gupta, Rangan; Lesame, Keagile; Wohar, … - In: The journal of real estate finance and economics 62 (2021) 2, pp. 283-317

Persistent link: https://www.econbiz.de/10012428404

Foresight methodologies : application to the housing market

Castro, Eduardo Anselmo de; Marques, Joao Lourenço; … - 2012

The housing market is complex, multidimensional and depends on the variability of external factors and the amount of information available to the agents involved in the process. Despite the challenges associated to this theme, its relevance in the socioeconomic and territorial context, sustains...

Persistent link: https://www.econbiz.de/10011506409

A study on the volatility forecast of the US housing market in the 2008 crisis

Li, Kui-wai - In: Applied financial economics 22 (2012) 22/24, pp. 1869-1880

Persistent link: https://www.econbiz.de/10009719324

Predicting returns and rent growth in the housing market using the rent-price ratio : evidence from the OECD countries

Engsted, Tom; Pedersen, Thomas Q. - In: Journal of international money and finance 53 (2015), pp. 257-275

Persistent link: https://www.econbiz.de/10011475981

Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection

Bork, Lasse; Møller, Stig Vinther - In: International journal of forecasting 31 (2015) 1, pp. 63-78

Persistent link: https://www.econbiz.de/10011327116

Forecasting spatial dynamics of the housing market using support vector machine

Chen, Jieh-Haur; Ong, Chuan Fan; Zheng, Linzi; Hsu, … - In: International journal of strategic property management 21 (2017) 3, pp. 273-283

Persistent link: https://www.econbiz.de/10011893486

A Study on the Volatility Forecast of the US Housing Market in the 2008 Crisis

Li, Kui-wai - 2015

This article provides the in-sample estimation and evaluates the out-of-sample conditional mean and volatility forecast …-sample estimation but poorly in the out-of-sample forecast. For the post-crisis out-of-sample forecasts, all models naturally performed … poorly in conditional mean and volatility forecast …

Persistent link: https://www.econbiz.de/10013012057

Interactions between housing market and stock market in the United States : a Markov switching approach

Chiang, Ming-Chu; Sing, Tien Foo; Wang, Long - In: Journal of real estate research : JRER ; a publication … 42 (2020) 4, pp. 552-571

Persistent link: https://www.econbiz.de/10012414465

Co-movement among oil, stock, bond, and housing markets : an analysis of U.S., Asian, and European economies

Yunus, Nafeesa - In: International review of finance : the official journal … 23 (2023) 2, pp. 393-436

Persistent link: https://www.econbiz.de/10014326307