The role of housing sentiment in forecasting U.S. home sales growth : evidence from a Bayesian compressed vector autoregressive model
Year of publication: |
2019
|
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Authors: | Gupta, Rangan ; Lau, Chi Keung ; Plakandaras, Vasilios ; Wong, Wing Keung |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,3, p. 2554-2567
|
Subject: | home sales | housing sentiment | classical and Bayesian vector autoregressive models | USA | United States | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Autokorrelation | Autocorrelation | Baumwollmarkt | Cotton market | Immobilienpreis | Real estate price |
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