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Could we have predicted the recent downturn in the South African housing market?

Author: Das, Sonali ; Gupta, R ; Kabundi, A Date: 2009 This paper develops large-scale Bayesian Vector Autoregressive (BVAR) models, based on 268 quarterly series, for forecasting annualized real house price growth rates for large-, medium- and small-middle-segment housing for the South African ... Read more
Predicting downturns in the US housing market: a Bayesian approach

Author: Gupta, R ; Das, Sonali Date: Mar 2008 This paper estimates Bayesian Vector Autoregressive (BVAR) models, both spatial and non-spatial (univariate and multivariate), for the twenty largest states of the US economy, using quarterly data over the period 1976:Q1 to 1994:Q4; and then ... Read more

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Browsing by Subject "Housing market"

Browsing by Subject "Housing market"

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