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Browsing by Subject "Forecast accuracy"

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Bayesian structural equations model for multilevel data with missing responses and missing covariates

Author: Kim, S ; Das, Sonali ; Chen, M-H ; Warren, N Date: Mar 2008 Motivated by a large multilevel survey conducted by the US Veterans Health Administration (VHA), we propose a structural equations model which involves a set of latent variables to capture dependence between different responses, a set of ... Read more
Could we have predicted the recent downturn in home sales of the four US census regions?

Author: Gupta, R ; Tipoy, CK ; Das, Sonali Date: 2010 This paper analyzes the ability of a random walk and, classical and Bayesian versions of autoregressive, vector autoregressive and vector error correction models in forecasting home sales for the four US census regions (Northeast, Midwest, ... Read more
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
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
Predicting downturns in the US housing market: a Bayesian approach

Author: Gupta, R ; Das, Sonali Date: Oct 2010 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:Q1–1994:Q4; and then ... Read more
Spatial Bayesian methods of forecasting house prices in six metropolitan areas of South Africa

Author: Gupta, R ; Das, Sonali Date: Jun 2008 This paper estimates Spatial Bayesian Vector Autoregressive models (SBVAR), based on the First-Order Spatial Contiguity and the Random Walk Averaging priors, for six metropolitan areas of South Africa, using monthly data over the period of ... Read more

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Browsing by Subject "Forecast accuracy"

Browsing by Subject "Forecast accuracy"

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