Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection
Lasse Bork; Stig V. Møller
| Year of publication: |
2015
|
|---|---|
| Authors: | Bork, Lasse ; Møller, Stig Vinther |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 1, p. 63-78
|
| Subject: | Forecasting housing markets | Kalman filtering methods | Model change | Parameter shifts | Boom-bust cycle | Immobilienpreis | Real estate price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Wohnungsmarkt | Housing market | Immobilienmarkt | Real estate market | Zustandsraummodell | State space model | Dynamische Wirtschaftstheorie | Economic dynamics | Konjunktur | Business cycle | Großbritannien | United Kingdom | Modellierung | Scientific modelling | Prognose | Forecast |
| Extent: | graph. Darst., Kt. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011327116