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Forecasting U.S. Housing Starts Under Asymmetric Loss

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  • Christian , Pierdzioch

    ()
    (Helmut Schmidt University, Hamburg)

  • Rülke, Jan-Christoph

    ()
    (WHU – Otto Beisheim School of Management,)

  • Stadtmann, Georg

    ()
    (Europa-Universität Viadrina)

Abstract

Survey data of forecasts of the housing market may provide a particularly rich data nvironment for researchers and policymakers to study developments in housing markets. Based on the approach advanced by Elliott et al. (Rev. Ec. Studies. 72, 1197-1125, 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, analyze the shape of forecasters’ loss function, study the rationality of forecasts, and the temporal variation in forecasts.

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Bibliographic Info

Paper provided by Helmut Schmidt University, Hamburg in its series Working Paper with number 118/2012.

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Length: 23 pages
Date of creation: 27 Jun 2012
Date of revision:
Handle: RePEc:ris:vhsuwp:2012_118

Note: Housing starts; Loss function; Rationality of forecasts
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Keywords: Housing starts; Loss function; Rationality of forecasts;

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