Browsing Working Papers (Economics) by Subject "Factor-augmented VAR (FAVAR) model"

Browsing Working Papers (Economics) by Subject "Factor-augmented VAR (FAVAR) model"

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  • Using large data sets to forecast housing prices : a case study of 20 US States 
    Gupta, Rangan; Kabundi, Alain; Miller, Stephen M. (University of Pretoria, Department of Economics, 2009-05)
    We implement several Bayesian and classical models to forecast housing prices in 20 US states. In addition to standard vector-autoregressive (VAR) and Bayesian vector autoregressive (BVAR) models, we also include the ...