{"title":"Forecasting Interconnections in International Housing Markets: Evidence from the Dynamic Model Averaging Approach","authors":"H. Marfatia","doi":"10.22300/0896-5803.42.1.37","DOIUrl":null,"url":null,"abstract":"In this paper, I undertake a novel approach to uncover the forecasting interconnections in the international housing markets. Using a dynamic model averaging framework that allows both the coeffici...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":"42 1","pages":"37-103"},"PeriodicalIF":1.2000,"publicationDate":"2020-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Real Estate Research","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.22300/0896-5803.42.1.37","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
引用次数: 6
Abstract
In this paper, I undertake a novel approach to uncover the forecasting interconnections in the international housing markets. Using a dynamic model averaging framework that allows both the coeffici...
期刊介绍：
The American Real Estate Society (ARES), founded in 1985, is an association of real estate thought leaders. Members are drawn from academia and the profession at large, both in the United States and internationally. The Society is dedicated to producing and disseminating knowledge related to real estate decision making and the functioning of real estate markets. The objectives of the American Real Estate Society are to encourage research and promote education in real estate, improve communication and exchange of information in real estate and allied matters among college/university faculty and practicing professionals, and facilitate the association of academic, practicing professional, and research persons in the area of real estate.
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