model to house prices in the 375 MSAs of the US. We show that our approach is useful for capturing both weak and strong …

-documented macroeconomic relationships. To capture these tail events, we propose a mixed-frequency Bayesian vector autoregressive (BVAR) model …-frequency BVAR model, we compare these inflation forecasts with those generated by a battery of competing inflation forecasting …

-augmented vector error correction model which allows for a partition among short-run and long-run is estimated. Again a robust evidence …

over the period 1988-2018 using the semi-parametric panel data model with fixed effects as proposed by Baltagi and Li (2002 …