Forecasting Housing Prices with Google Econometrics

In this research note we report on our current efforts on developing a leading indicator of housing prices that could be used to forecast housing prices. Specifically we use Google search index at city level to predict Case-Shiller index. The methodology is based on Granger causality where we carry out two way regressions with lagged variables and joint F-tests to determine the direction of causality

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Year of publication:	2015
Authors:	Kulkarni, Rajendra
Other Persons:	Haynes, Kingsley E. (contributor) ; Stough, Roger R. (contributor) ; Paelinck, Jean H. P. (contributor)
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Prognoseverfahren \| Forecasting model \| Immobilienpreis \| Real estate price \| Suchmaschine \| Search engine \| Ökonometrie \| Econometrics \| Prognose \| Forecast \| Hedonischer Preisindex \| Hedonic price index \| Schätzung \| Estimation

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