may be useful for forecasting demand and supply activities. Analyzing the dynamic relationships within a Vector Auto …

to rents, we find strong evidence that price-rent ratios and lagged changes in house prices forecast changes in rents … in house prices are used to forecast house prices …

In this paper, we evaluate the forecasting ability of 115 indicators to predict the housing prices and rents in 71 … improving the forecasts, given the local nature of the real-estate markets. The forecast accuracy of different predictors is … tested in a framework of a quasi out-of-sample forecasting. Its results are quite heterogeneous. No single indicator appears …

predict the dynamics of home rents and prices in the nearest future. In this paper, we evaluate the forecasting ability of 115 … the forecasts, given the local nature of real-estate markets. The forecast accuracy of different predictors is tested in a … framework of a quasi out-of-sample forecasting. Its results are quite heterogeneous. No single indicator appears to dominate all …

This article provides the in-sample estimation and evaluates the out-of-sample conditional mean and volatility forecast …-sample estimation but poorly in the out-of-sample forecast. For the post-crisis out-of-sample forecasts, all models naturally performed … poorly in conditional mean and volatility forecast …