Author:Das, Sonali; Gupta, R; Kabundi, ADate:2009This 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
Author:Das, Sonali; Gupta, R; Kabundi, ADate:2010This paper uses the dynamic factor model framework, which accommodates a large cross-section of macroeconomic time series, for forecasting regional house price inflation. In this study, the authors forecast house price inflation for five ...Read more