interest about forecasting such imminent threats for economic stability. In this paper we propose a novel hybrid forecasting … Vector Regression (SVR) methodology that originates from machine learning. We test the forecasting ability of the proposed …-of-sample forecasting. Finally, we argue that this new methodology can be used as an early warning system for forecasting sudden house …

In this paper, we evaluate the forecasting ability of 115 indicators to predict the housing prices and rents in 71 … improving the forecasts, given the local nature of the real-estate markets. The forecast accuracy of different predictors is … tested in a framework of a quasi out-of-sample forecasting. Its results are quite heterogeneous. No single indicator appears …