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Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models

Author: Das, Sonali ; Gupta, R ; Kabundi, A Date: 2010 This 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

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Browsing by Subject "Bayesian models"

Browsing by Subject "Bayesian models"

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