Forecasting US housing starts under asymmetric loss
AbstractSurvey data of forecasts of the housing market may provide a particularly rich data environment for researchers and policymakers to study developments in housing markets. Based on the approach advanced by Elliott et�al . (2005), we studied the properties of a large set of survey data of housing starts in the United States. We document the heterogeneity of forecasts, analyse the shape of forecasters' loss function, study the rationality of forecasts and the temporal variation in forecasts.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Financial Economics.
Volume (Year): 23 (2013)
Issue (Month): 6 (March)
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Web page: http://www.tandfonline.com/RAFE20
Other versions of this item:
- Christian , Pierdzioch & Rülke, Jan-Christoph & Stadtmann, Georg, 2012. "Forecasting U.S. Housing Starts Under Asymmetric Loss," Working Paper 118/2012, Helmut Schmidt University, Hamburg.
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
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