Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
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Publication:3084623
DOI10.1002/for.1182zbMath1208.91108MaRDI QIDQ3084623
Rangan Gupta, Sonali Das, Alain Kabundi
Publication date: 25 March 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2263/20345
91B82: Statistical methods; economic indices and measures
Cites Work
- Using spatial contiguity as prior information in vector autoregressive models
- Forecasting Using Principal Components From a Large Number of Predictors
- Forecasting and conditional projection using realistic prior distributions
- Efficient Tests for an Autoregressive Unit Root
- Determining the Number of Factors in Approximate Factor Models
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