A New Index of Housing Sentiment
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- Lasse Bork & Stig V. Møller & Thomas Q. Pedersen, 2020. "A New Index of Housing Sentiment," Management Science, INFORMS, vol. 66(4), pages 1563-1583, April.
References listed on IDEAS
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Citations
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Cited by:
- Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018. "Can Monetary Policy Lean against Housing Bubbles?," Working Papers 201877, University of Pretoria, Department of Economics.
- Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2020. "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Working Papers 202061, University of Pretoria, Department of Economics.
- Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020.
"Is there a National Housing Market Bubble Brewing in the United States?,"
Cardiff Economics Working Papers
E2020/3, Cardiff University, Cardiff Business School, Economics Section.
- Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020. "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers 202023, University of Pretoria, Department of Economics.
- Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy, 2019.
"Time-varying impact of uncertainty shocks on the US housing market,"
Economics Letters, Elsevier, vol. 180(C), pages 15-20.
- Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018. "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers 201870, University of Pretoria, Department of Economics.
- Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020. "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers 202077, University of Pretoria, Department of Economics.
- Christophe Andre & David Gabauer & Rangan Gupta, 2020. "Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States," Working Papers 202091, University of Pretoria, Department of Economics.
- Daniel Borup & Bent Jesper Christensen & Nicolaj N. Mühlbach & Mikkel S. Nielsen, 2020.
"Targeting predictors in random forest regression,"
CREATES Research Papers
2020-03, Department of Economics and Business Economics, Aarhus University.
- Daniel Borup & Bent Jesper Christensen & Nicolaj N{o}rgaard Muhlbach & Mikkel Slot Nielsen, 2020. "Targeting predictors in random forest regression," Papers 2004.01411, arXiv.org, revised Nov 2020.
- Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020. "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers 202055, University of Pretoria, Department of Economics.
- Bauer, Gregory H., 2017. "International house price cycles, monetary policy and credit," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 88-114.
- Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo, 2018. "Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment," Working Papers 201866, University of Pretoria, Department of Economics.
- Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2018. "The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model," Working Papers 201842, University of Pretoria, Department of Economics.
- Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019. "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers 201953, University of Pretoria, Department of Economics.
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More about this item
Keywords
Housing sentiment; house price forecastability; partial least squares; dynamic model averaging;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2016-11-20 (Macroeconomics)
- NEP-URE-2016-11-20 (Urban & Real Estate Economics)
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