In this study we use property-level transaction data to construct several different out-of-sample forecasts for the sales of individual homes in 10 counties in Florida. We utilize a number of common forecast combination methods and analyze the properties of their forecast errors. The results...

In the first portion of this paper, we utilize millions of loan-level servicing records for mortgages originated between 2004 and 2016 to study the performance of predictive models of mortgage default. We find that the logistic regression model -- the traditional workhorse for consumer credit...