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Showing 10 out of a total of 10 results for community: Economic and Management Sciences.
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Forecasting macroeconomic variables using large datasets : dynamic factor model versus large-scale BVARs
Kabundi, Alain
(
University of Pretoria, Department of Economics
,
2008-06
)
The blessing of dimensionality in forecasting real house price growth in the nine census divisions of the US
Das, Sonali
;
Kabundi, Alain
(
University of Pretoria, Department of Economics
,
2009-01
)
Is a DFM well-suited for forecasting regional house price inflation?
Das, Sonali
;
Kabundi, Alain
(
University of Pretoria, Department of Economics
,
2008-06
)
Forecasting macroeconomic variables in a small open economy : a comparison between small- and large-scale models
Gupta, Rangan
;
Kabundi, Alain
(
2010-01
)
A large factor model for forecasting macroeconomic variables in South Africa
Gupta, Rangan
;
Kabundi, Alain
(
Elsevier
,
2011-10
)
Forecasting macroeconomic variables in a small open economy : a comparison between small- and large-scale models
Kabundi, Alain
(
University of Pretoria, Department of Economics
,
2008-09
)
Could we have predicted the recent downturn in the South African housing market?
Das, Sonali
;
Kabundi, Alain
(
University of Pretoria, Department of Economics
,
2008-10
)
A dynamic factor model for forecasting macroeconomic variables in South Africa
Kabundi, Alain
(
University of Pretoria, Department of Economics
,
2008-06
)
Forecasting regional house price inflation : a comparison between dynamic factor models and vector autoregressive models
Das, Sonali
;
Gupta, Rangan
;
Kabundi, Alain
(
Wiley-Blackwell
,
2011
)
Could we have predicted the recent downturn in the South African housing market?
Das, Sonali
;
Gupta, Rangan
;
Kabundi, Alain
(
Elsevier
,
2009
)
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Author
Kabundi, Alain (10)
Das, Sonali (5)
Gupta, Rangan (4)
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Forecast accuracy (10)
Bayesian vector autoregressive (BVAR) model (7)
Dynamic factor model (DFM) (7)
Housing -- Prices -- Forecasting (3)
Vector autoregressive (VAR) model (3)
Economic forecasting -- Econometric models (2)
Economic forecasting -- Mathematical models (2)
Housing -- Prices -- South Africa (2)
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Bayesian VARs (BVARs) (1)
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