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When was the U.S. housing downturn predictable? A comparison of univariate forecasting methods

  • Middle Tennessee State University
  • EBS Universität für Wirtschaft und Recht
  • Department of Business
  • Tennessee Wesleyan College

Research output: Contribution to journal › Article › peer-review

Original languageEnglish
Pages (from-to)271-281
Number of pages11
JournalQuarterly Review of Economics and Finance
Volume54
Issue number2
DOIs
StatePublished - May 2014

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • ARIMA
  • Case-Shiller housing price index
  • Forecasting
  • State space/structural time series models
  • Switching models

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