This paper provides out-of-sample forecasts of linear and non-linear models of US and Census regions housing prices … density forecasts between the linear and non-linear models. Finally, in a dynamic 25-step ex-ante and interval forecasting … design, we, once again, do not find major differences between the linear and nonlinear models. …

-called “cointegration” found in previous studies is just caused by the shock of the recent financial crisis. Third, using linear and … nonlinear Granger causality tests, we find no causality between stock prices and exchange rates during the period before the …

set of models -- athoeretical and theoretical, linear and nonlinear, as well as classical and Bayesian models -- to …

This paper provides out-of-sample forecasts of linear and non-linear models of US and Census regions housing prices … density forecasts between the linear and non-linear models. Finally, in a dynamic 25-step ex-ante and interval forecasting … design, we, once again, do not find major differences between the linear and nonlinear models. …

cap-floor volatilities. We use linear and non-linear factor models and VAR¡¦s. The results show that the first principal … components, both linear and non-linear, do a very good job in explaining the dynamics of the volatility curve and but there is …

and non-linear forecasting models and univariate and multivariate techniques. The linear models include vector …This paper provides out-of-sample forecasts of Nevada gross gaming revenue and taxable sales using a battery of linear …