Author:Das, Sonali; Gupta, R; Kabundi, ADate:2009Is the wealth of information contained in 126 monthly series more useful in forecasting regional real house price growth rate for the 9 census divisions of the US?.Read more
Author:Das, Sonali; Gupta, R; Kaya, PADate:2010This paper analyzes whether the Law of One Price (LOOP) holds in the housing market of five metropolitan areas of South Africa, namely Cape Town, Durban, Greater Johannesburg, Port Elizabeth/Uitenhage and Pretoria. The authors test the existence ...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