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Using Large Data Sets to Forecast Sectoral Employment
Gupta, Rangan; Kabundi, Alain; Miller, Stephen M.; … - Department of Economics, University of Nevada-Las Vegas - 2011
the alternative models. Finally, we forecast out-of sample from April 2009 through March 2010, using the best forecasting … long-run relationships along with short-run dynamics play an important role in forecasting employment. …
Persistent link: https://www.econbiz.de/10010606855
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Using Large Data Sets to Forecast Sectoral Employment
GUPTA, RANGAN; Kabundi, Alain; Miller, Stephen M.; … - Department of Economics, University of Connecticut - 2011
the best forecasting model for each employment series as well as combined forecasts. We find that factor augmented models … forecasting employment. Forecast combination models, however, based on the simple average forecasts of the various models used …
Persistent link: https://www.econbiz.de/10008796107
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Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
GUPTA, RANGAN; Kabundi, Alain; Miller, Stephen M. - Department of Economics, University of Connecticut - 2009
as its turning point in 2006:Q2. We also examine various Bayesian and classical time-series models in our forecasting … forecasting turning points. …
Persistent link: https://www.econbiz.de/10008497713
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Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. - Department of Economics, Faculty of Economic and … - 2009
as its turning point in 2006:Q2. We also examine various Bayesian and classical time-series models in our forecasting … stochastic general equilibrium models of the housing market, over and above fundamentals, proves crucial in forecasting turning …
Persistent link: https://www.econbiz.de/10008533685
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Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. - Department of Economics, University of Nevada-Las Vegas - 2009
Vector Autoregressive (LBVAR) models. In addition, we also introduce spatial or causality priors to augment the forecasting …
Persistent link: https://www.econbiz.de/10004972713
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Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. - Department of Economics, Faculty of Economic and … - 2009
Vector Autoregressive (LBVAR) models. In addition, we also introduce spatial or causality priors to augment the forecasting …
Persistent link: https://www.econbiz.de/10005052149
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Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
GUPTA, RANGAN; Kabundi, Alain; Miller, Stephen M. - Department of Economics, University of Connecticut - 2009
forecasting models. Using the period of 1976:Q1 to 1994:Q4 as the in-sample period and 1995:Q1 to 2003:Q4 as the out …
Persistent link: https://www.econbiz.de/10005034622
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Using large data sets to forecast sectoral employment
Gupta, Rangan; Kabundi, Alain; Miller, Stephen; … - In: Statistical Methods and Applications 23 (2014) 2, pp. 229-264
important role in forecasting employment. Forecast combination models, however, based on the simple average forecasts of the …
Persistent link: https://www.econbiz.de/10010998669
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Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment
Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2012
an ex ante forecasting exercise. Our results highlight the importance of information content in large number of …
Persistent link: https://www.econbiz.de/10010603880
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Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics
Gupta, Rangan; Jurgilas, Marius; Miller, Stephen M.; … - Department of Economics, Faculty of Economic and … - 2010
This paper considers how monetary policy, a Federal funds rate shock, affects the dynamics of the US housing sector and whether the financial market liberalization of the early 1980’s influenced those dynamics. The analysis uses impulse response functions obtained from a large-scale Bayesian...
Persistent link: https://www.econbiz.de/10008518273