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Supply and Demand in Residential Property Forecasts
Hardman, Matthew B. - 2012
explanatory power of current excess demand in estimating future property returns increases with forecast horizon …
Persistent link: https://www.econbiz.de/10013114615
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Assessing expectations of European house prices
Verma, Akhilesh Kumar; McQuinn, Kieran - 2024
Using a new database of consumers expectations, this paper examines the nature of house price forecasts across a select sample of European Union (EU) member states for the period 2020 to 2024. Across many EU countries, post Covid-19, house price increases have been apparent. Therefore,...
Persistent link: https://www.econbiz.de/10014577677
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Forecasting the oil price using house prices
Schulz, Rainer; Wersing, Martin - 2015
are of a similar magnitude to those attained using macroeconomic indicators. We explain these forecast improvements with …
Persistent link: https://www.econbiz.de/10011309614
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Forecasting house prices in Germany
Meulen, Philipp an de; Micheli, Martin; Schmidt, Torsten - 2011
forecast near-term price developments. Therefore we construct hedonic house price indices based on real estate advertisements … the mean squared forecast error (MSFE). While these models reduce the forecast error only slightly, forecast combination … approaches enhance the predictive power considerably. -- House price forecasts ; forecast combination ; hedonic price index …
Persistent link: https://www.econbiz.de/10009581044
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Using Large Data Sets to Forecast Housing Prices : A Case Study of Twenty US States
Gupta, Rangan - 2012
We implement several Bayesian and classical models to forecast housing prices in 20 US states. In addition to standard …, we compare the forecast performance of the alternative models. Based on the average root mean squared error (RMSE) for …
Persistent link: https://www.econbiz.de/10013117046
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Forecasting House Prices in Germany
an de Meulen, Philipp - 2011
forecast near-term price developments. Therefore we construct hedonic house price indices based on real estate advertisements … the mean squared forecast error (MSFE). While these models reduce the forecast error only slightly, forecast combination …
Persistent link: https://www.econbiz.de/10013117697
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Forecasting Real Estate Prices
Ghysels, Eric - 2013
the ability of local as well as aggregate variables to forecast real estate returns. We illustrate a number of these …
Persistent link: https://www.econbiz.de/10013083614
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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
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The Housing Price Forecasting and the Outbreak of the Financial Crisis : Evidence of the Arima Model
Chen, Yi-Chi - 2010
This paper examines the out-of-sample forecasting performance of the S&P/Case-Shiller Home Price Index by a simple ARIMA model. We find that the model failed to predict the housing bubble burst. However, the model has successfully predicted declining prices since 2006:6; therefore, the magnitude...
Persistent link: https://www.econbiz.de/10013143315
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Forecasting and assessing Euro area house prices through the lens of key fundamentals
Gattini, Luca; Hiebert, Paul - 2010
This paper presents a parsimonious model for forecasting and analysing euro area house prices and their interrelations with the macroeconomy. A quarterly vector error correction model is estimated over 1970-2009 using supply and demand forces central to the determination of euro area house...
Persistent link: https://www.econbiz.de/10008659384