Browsing Research Publications/Outputs by Author "Kabundi, A"

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Blessing of dimensionality if forecasting house price growth rate in the 9 census divisions of the US: 7th Triennial Conference 2009

Author: Das, Sonali ; Gupta, R ; Kabundi, A Date: 2009 Is 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
Blessing of dimensionality in forecasting real house price growth in the nine census divisions of the US: 57th International Statistical Institute Conference 2009

Author: Das, Sonali ; Gupta, R ; Kabundi, A Date: Aug 2009 This presentation deals with forecasting real house price growth in the nine census divisions of the US. Data rich environment of the FAVAR models that include a wide range of macroeconomic series of the US economy, besides the house price ... 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

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Browsing Research Publications/Outputs by Author "Kabundi, A"

Browsing Research Publications/Outputs by Author "Kabundi, A"

Browse

All of ResearchSpace

This Community

Quick Links

Legislation and compliance

General Enquiries

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