Forecasting regional house price inflation: A comparison between dynamic factor models and vector autoregressive models

Journal of Forecasting

Volumn 30, Issue 2, 2011, Pages 288-302

  Das, Sonali ^a   Gupta, Rangan ^b   Kabundi, Alain ^c  

^a DSI CSIR Nanotechnology Innovation Centre   (South Africa)

^b UNIVERSITY OF PRETORIA   (South Africa)

^c UNIVERSITY OF JOHANNESBURG   (South Africa)

Author keywords

Bayesian models; forecast accuracy; spatial and non spatial models

Indexed keywords

BAYESIAN NETWORKS; HOUSES; MEAN SQUARE ERROR; TIME SERIES;

BAYESIAN MODEL; DYNAMIC FACTOR MODELING; FORECAST ACCURACY; MACROECONOMIC FUNDAMENTALS; OUT-OF-SAMPLE FORECAST; ROOT MEAN SQUARE ERRORS; SPATIAL MODELS; VECTOR AUTOREGRESSIVE MODEL;

FORECASTING;

EID: 79951734206     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1182     Document Type: Article

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