A dynamic factor model for forecasting house prices in Belgium
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Keywordsdynamic factor model; conditional forecast; house prices;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FOR-2016-11-13 (Forecasting)
- NEP-MAC-2016-11-13 (Macroeconomics)
- NEP-URE-2016-11-13 (Urban & Real Estate Economics)
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