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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
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
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
Vector Autoregressive (LBVAR) models. In addition, we also introduce spatial or causality priors to augment the forecasting …
Persistent link: https://www.econbiz.de/10004972713
Vector Autoregressive (LBVAR) models. In addition, we also introduce spatial or causality priors to augment the forecasting …
Persistent link: https://www.econbiz.de/10005052149
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
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/10008784600
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
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 …
Persistent link: https://www.econbiz.de/10010942822
We examine the time-series relationship between house prices in eight Southern California metropolitan statistical areas (MSAs). First, we perform cointegration tests of the house price indexes for the MSAs, finding seven cointegrating vectors. Thus, the evidence suggests that one common trend...
Persistent link: https://www.econbiz.de/10005187655