is related to dividend growth. A single dominant realised returns factor is also noted. A forecasting exercise comparing …

predict the dynamics of home rents and prices in the nearest future. In this paper, we evaluate the forecasting ability of 115 … the forecasts, given the local nature of 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 to dominate all …

provide a theoretical justification of the use of random subspace methods and show their usefulness when forecasting monthly … used to construct a forecast. Second, we discuss random projection regression, where artificial predictors are formed by … squared forecast error for both randomized methods. We identify settings in which one randomized method results in more …