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Using leading indicators to forecast US home sales in a Bayesian vector autoregressive framework

Dua, Pami; Miller, Stephen M.; Smyth, David J. - In: The journal of real estate finance and economics 18 (1999) 2, pp. 191-205

Persistent link: https://www.econbiz.de/10001410553

Forecasting US real private residential fixed investment using a large number of predictors

Aye, Goodness C.; Miller, Stephen M.; Gupta, Rangan; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1557-1580

Persistent link: https://www.econbiz.de/10011661835

The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Applied economics 47 (2015) 22/24, pp. 2259-2277

Persistent link: https://www.econbiz.de/10010516653

"Ripple effects" and forecasting home prices in Los Angeles, Las Vegas, and Phoenix

Gupta, Rangan; Miller, Stephen M. - 2009

Persistent link: https://www.econbiz.de/10003867016

Forecasting US real private residential fixed investment using a large number of predictors

Aye, Goodness C.; Gupta, Rangan; Miller, Stephen M.; … - 2014

Persistent link: https://www.econbiz.de/10010415549

Forecasting the US real house price index : structural and non-structural models with and without fundamentals

Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. - 2009

Persistent link: https://www.econbiz.de/10003949772

Was the recent downturn in US GDP predictable?

Balcilar, Mehmet; Gupta, Rangan; Majumdar, Anandamayee; … - 2012

Persistent link: https://www.econbiz.de/10009725427

"Ripple effects" and forecasting home prices in Los Angeles, Las Vegas, and Phoenix

Gupta, Rangan; Miller, Stephen M. - In: The annals of regional science : an international … 48 (2012) 3, pp. 763-782

Persistent link: https://www.econbiz.de/10009569695

Forecasting the US real house price index : structural and non-structural models with and without fundamentals

Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. - In: Economic modelling 28 (2011) 4, pp. 2013-2021

Persistent link: https://www.econbiz.de/10009272290

Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches

Canarella, Giorgio - 2020

This paper estimates the complete historical US price data by employing a relatively new statistical methodology based on long memory. We consider, in addition to the standard case, the possibility of nonlinearities in the form of nonlinear deterministic trends as well as the possibility that...

Persistent link: https://www.econbiz.de/10012854954