Zietz, Joachim; Traian, Anca - In: The Quarterly Review of Economics and Finance 54 (2014) 2, pp. 271-281
This paper uses three classes of univariate time series techniques (ARIMA type models, switching regression models, and state-space/structural time series models) to forecast, on an ex post basis, the downturn in U.S. housing prices starting around 2006. The performance of the techniques is...