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Forecasting the U.S. Real House Price Index

Plakandaras, Vasilios - 2014

The 2006 sudden and immense downturn in U.S. House Prices sparked the 2007 global financial crisis and revived the interest about forecasting such imminent threats for economic stability. In this paper we propose a novel hybrid forecasting methodology that combines the Ensemble Empirical Mode...

Persistent link: https://www.econbiz.de/10013054649

Institutional investors and the U.S. housing recovery

Lambie-Hanson, Lauren; Li, Wenli; Slonkosky, Michael - 2019

We study the house price recovery in the U.S. single-family residential housing market since the outbreak of the mortgage crisis, which, in contrast to the preceding housing boom, was not accompanied by a rise in homeownership rates. Using comprehensive property-level transaction data, we show...

Persistent link: https://www.econbiz.de/10012197788

The ARCH-in-Mean Dose Work : Out-of-Sample Predictability of US Stock Market

Xie, Haibin - 2015

The predictability of stock market is of great interest to both reseachers and investors. Despite voluminous evidence of in-sample predictability, the out-of-sample predictability of stock returns remains an ongoing debate. In this paper, motivated by both the financial theories and the well...

Persistent link: https://www.econbiz.de/10013029611

House Price Prediction in US Metropolitan Areas

Dehghani, Farbod; Karbasian, Hessam - 2023

For several decades, theorists and researchers have emphasized investigating and analyzing the likelihood of contagion of turbulence among markets. The behavior of the housing market is also essential because of the impact of housing prices on the loan portfolios of banks and other financial...

Persistent link: https://www.econbiz.de/10014353494

Forecasting the US Real House Price Index : Structural and Non-Structural Models with and without Fundamentals

Gupta, Rangan - 2012

We employ a 10-variable dynamic structural general equilibrium model to forecast the US real house price index as well … models. We compare the out-of-sample forecast performance of the alternative models, using the average root mean squared …, including the large-scale Bayesian-shrinkage model (120 variables). Finally, we use each model to forecast the turning point in …

Persistent link: https://www.econbiz.de/10013116513