Forecasting Housing Prices: Dynamic Factor Model versus LBVAR Model

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dc.creatorLi, Yarui
dc.creatorLeatham, David J.
dc.date2017-04-01T18:16:36Z
dc.date.accessioned2026-07-09T05:34:18Z
dc.descriptionThe purpose of this paper is to compare the forecasting power of DFM and LBVAR models as they are used to forecast house price growth rates for 42 metropolitan areas in the United States. The forecasting performances of these two large-scale models are compared based on the Theil U-statistic.
dc.identifierdoi:10.22004/ag.econ.103667
dc.identifierhttps://ageconsearch.umn.edu/record/103667/files/AAEA-Forecasting%20Housing%20Prices.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/103667
dc.identifier.urihttp://hdl.handle.net/123456789/565495
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/103667
dc.titleForecasting Housing Prices: Dynamic Factor Model versus LBVAR Model
dc.typeText

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