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Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis

Hassani, Hossein; Ghodsi, Zara; Gupta, Rangan; Segnon, … - Department of Economics, Faculty of Economic and … - 2014

Accurate forecasts of home sales can provide valuable information for not only, policy makers, but also financial institutions and real estate professionals. Given this, our analysis compares the ability of two different versions of Singular Spectrum Analysis (SSA) methods, namely Recurrent SSA...

Persistent link: https://www.econbiz.de/10011106695

Forecasting home sales in the four census regions and the aggregate US economy using singular spectrum analysis

Hassani, Hossein; Ghodsi, Zara; Gupta, Rangan; Segnon, … - In: Computational economics 49 (2017) 1, pp. 83-97

Persistent link: https://www.econbiz.de/10011751817

Does inequality really matter in forecasting real housing returns of the United Kingdom?

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - In: International economics : a journal published by CEPII … 159 (2019), pp. 18-25

Persistent link: https://www.econbiz.de/10012318765

Technological shocks and stock market volatility over a century

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - In: Journal of empirical finance 79 (2024), pp. 1-31

Persistent link: https://www.econbiz.de/10015179715

Time-varying risk aversion and realized gold volatility

Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: The North American journal of economics and finance : a … 50 (2019) 101048, pp. 1-16

Persistent link: https://www.econbiz.de/10012204443

Policy uncertainty and stock market volatility revisited : the predictive role of signal quality

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013270178

Technological shocks and stock market volatility over a century : a GARCHMIDAS approach

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014253794

Forecasting US tourist arrivals using optimal singular spectrum analysis

Hassani, Hossein; Webster, Allan D.; Silva, Emmanuel Sirimal - In: Tourism management : research, policies, practice 46 (2015), pp. 322-335

Persistent link: https://www.econbiz.de/10010486219

On the use of singular spectrum analysis for forecasting U.S. trade before, during and after the 2008 recession

Silva, Emmanuel Sirimal; Hassani, Hossein - In: International economics : a journal published by CEPII … 141 (2015), pp. 34-49

Persistent link: https://www.econbiz.de/10011539483

Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis

Hassani, Hossein; Rua, António; Silva, Emmanuel Sirimal; … - In: International journal of forecasting 35 (2019) 4, pp. 1263-1272

Persistent link: https://www.econbiz.de/10012305274