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The spatial diffusion of regional housing prices across U.S. states

Brady, Ryan R. - In: Regional Science and Urban Economics 46 (2014) C, pp. 150-166

In this paper I estimate the spatial diffusion of housing prices across U.S. states over a period from 1975 to 2011, showing how long and to what magnitude state-level housing prices are affected by a price shock emanating from surrounding states. I capture the spatial diffusion of regional...

Persistent link: https://www.econbiz.de/10010785304

Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics

MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007

This chapter presents a unified set of estimation methods for fitting a rich array of models describing dynamic relationships within a longitudinal data setting. The discussion surveys approaches for characterizing the micro dynamics of continuous dependent variables both over time and across...

Persistent link: https://www.econbiz.de/10014024953

Think national, forecast local : a case study of 71 German urban housing markets

Kholodilin, Konstantin; Siliverstovs, Boriss - 2015

In this paper, we evaluate the forecasting ability of 145 indicators and ten types of forecast combination schemes to … different predictors is tested in a framework of a quasi out-of-sample forecasting. Its results are quite heterogeneous. No … surveys. We also find that combinations of individual forecasts are consistently selected among the top forecasting models …

Persistent link: https://www.econbiz.de/10010482020

Commodity prices, commodity currencies, and global economic developments

Groen, Jan J. J.; Pesenti, Paolo - C.E.P.R. Discussion Papers - 2010

statistical benchmarks, and revisit the forecasting performance of changes in commodity currencies as efficient predictors of … least squares (PLS) regression to extract dynamic factors from the data set. Our forecasting analysis considers ten …

Persistent link: https://www.econbiz.de/10008530384

Chapter 18 Forecasting in Marketing

Franses, Philip Hans - 2006

With the advent of advanced data collection techniques, there is an increased interest in using econometric models to support decisions in marketing. Due to the sometimes specific nature of variables in marketing, the discipline uses econometric models that are rarely, if ever, used elsewhere....

Persistent link: https://www.econbiz.de/10014023688

Adaptive trees : a new approach to economic forecasting

Woloszko, Nicolas - 2020

forecasting. Economic forecasting is made difficult by economic complexity, which implies non-linearities (multiple interactions … the algorithm in forecasting GDP growth 3- to 12-months ahead is assessed through simulations in pseudo-real-time for six …

Persistent link: https://www.econbiz.de/10012203223

Speculative price bubbles in urban housing markets

Kholodilin, Konstantin; Michelsen, Claus; Ulbricht, Dirk - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1957-1983

Persistent link: https://www.econbiz.de/10011950348

Chapter 10. Housing Valuations of School Performance

Black, Sandra E.; Machin, Stephen - In: Handbook of the economics of education : volume 3, (pp. 485-519). 2011

In this Chapter, we critically review the sizable literature that values school quality and performance through housing valuations. While highly variable in terms of research quality, the literature consistently finds housing valuations to be significantly higher in places where measured school...

Persistent link: https://www.econbiz.de/10014025652

Urban house prices : a tale of 48 cities

Kholodilin, Konstantin; Ulbricht, Dirk - 2015

In this paper, the authors construct a unique data set of Internet offer prices for flats in 48 large European cities across 24 countries. The data collected between January and May 2012 from 33 websites, are drawn from Internet advertisements of dwellings. Using the resulting sample of more...

Persistent link: https://www.econbiz.de/10011342107

Prediction in the lognormal regression model with spatial error dependence

Kato, Takafumi - In: Journal of Housing Economics 21 (2012) 1, pp. 66-76

In the context of the lognormal regression model with spatial error dependence, the present study examines correction of a bias in prediction. If interest lies in the predicted mean value of the dependent variable, antilogarithmic transformation of the predicted mean value of the regressand...

Persistent link: https://www.econbiz.de/10010875239