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Applied Economics Volume 47, 2015 - Issue 48
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Original Articles

Forecasting US real house price returns over 1831–2013: evidence from copula models

Rangan GuptaDepartment of Economics, University of Pretoria, Pretoria0002, South AfricaCorrespondence[email protected]
&
Anandamayee MajumdarCenter of Advanced Statistics and Econometrics, Soochow University, Suzhou, China
Pages 5204-5213 | Published online: 12 May 2015

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Luis A. Gil-Alana, Rangan Gupta & Fernando Perez de Gracia. (2016) Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013. Applied Economics 48:34, pages 3244-3252.
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Articles from other publishers (5)

Xin Janet Ge, Vince Mangioni, Song Shi & Shanaka Herath. (2022) House price forecasting using the multi-level modelling method in Sydney. International Journal of Housing Markets and Analysis.
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Mawuli Segnon, Rangan Gupta, Keagile Lesame & Mark E. Wohar. (2020) High-Frequency Volatility Forecasting of US Housing Markets. The Journal of Real Estate Finance and Economics 62:2, pages 283-317.
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Roman Matkovskyy. (2018) Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries. Journal of Quantitative Economics 17:3, pages 667-698.
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Sang Hoon Kang, Gazi Salah Uddin, Ali Ahmed & Seong-Min Yoon. (2018) Multi-scale causality and extreme tail inter-dependence among housing prices. Economic Modelling 70, pages 301-309.
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Sebastian Opitz. (2017) Default Risk of Mortgage Credits for Lenders. SSRN Electronic Journal.
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