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Прогнозирование Индекса Цен На Недвижимость В России

Author

Listed:
  • Natalia S. Nikitina

    (Russian Presidential Academy of National Economy and Public Administration)

Abstract

Статья посвящена выбору наилучшей модели для краткосрочного прогнозирования индекса цен на недвижимость в России. Были рассмотрены популярные методы машинного обучения: Ridge и Lasso regressions, Elastic Net regression и методы работы с временными рядами: Naive, Exponential smoothing, ARIMA, OLS. Набор переменных включает в себя значения ВВП, инфляции, эффективного обменного курса, ставки межбанковского кредитования и цен на нефть. Методы машинного обучения – Ridge regression и Elastic Net regression – показывают высокое качество прогнозирования индекса цен на недвижимость по сравнению со стандартными методами работы с временными рядами – Naive, Exponential smoothing, ARIMA. Статья подготовлена в рамках выполнения научно-исследовательской работы государственного задания РАНХиГС при Президенте Российской Федерации.

Suggested Citation

  • Natalia S. Nikitina, 2022. "Прогнозирование Индекса Цен На Недвижимость В России," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 23-28, June.
    • Handle: RePEc:gai:ruserr:r2250
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    References listed on IDEAS

    as
    1. Gerhard Rünstler & Marente Vlekke, 2018. "Business, housing, and credit cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 212-226, March.
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    More about this item

    Keywords

    прогнозирование; индекс цен на недвижимость; машинное обучение;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • R30 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - General

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