alternative forecast procedures based on lower frequency data, underscoring the informational advantages of our new more finely …

Trend index in forecasting the Taipei House Price Index. In particular, We consider different settings of constructing the … account of the model uncertainty, We also consider the model average approach, S-AIC (smoothed AIC). The forecast performance … Trend information, the improvements of the short run forecast are apparent, which suggests that the search activities can …