Article ID Journal Published Year Pages File Type
5055480 Economic Modelling 2013 9 Pages PDF
Abstract
► Forecast US real house price index. ► Use time-series and dynamic stochastic general equilibrium models. ► Consider large data set of macroeconomic fundamentals. ► Predict turning point. ► Fundamentals and forward-looking models matter.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Forecasting the US real house price index: Structural and non-structural models with and without fundamentals
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