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Journal of Housing Research Volume 20, 2011 - Issue 2
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Research Articles

Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States

Rangan GuptaUniversity of Pretoria, Pretoria, 0002, South Africa
,
Alain KabundiUniversity of Johannesburg, Johannesburg, 2006, South Africa
&
Stephen MillerUniversity of Nevada–Las Vegas, Las Vegas, NV89154-6005
Pages 161-190 | Published online: 17 Jun 2020

Citations (14)

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Read on this site (2)

Beste H. Beyaztas. (2021) Construction of multi-step forecast regions of VAR processes using ordered block bootstrap. Communications in Statistics - Simulation and Computation 50:7, pages 2107-2125.
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Rangan Gupta. (2013) Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment. Applied Economics 45:33, pages 4677-4697.
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Articles from other publishers (12)

Jingxuan Hao. (2023) Housing Price Prediction Model and Impact Factors Analysis. Highlights in Science, Engineering and Technology 39, pages 1017-1023.
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Christos Bouras, Christina Christou, Rangan Gupta & Keagile Lesame. (2023) Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. Research in International Business and Finance 65, pages 101952.
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Rangan Gupta, Hardik A. Marfatia, Christian Pierdzioch & Afees A. Salisu. (2021) Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. The Journal of Real Estate Finance and Economics 64:4, pages 523-545.
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Nuri Hacıevliyagil, Krzysztof Drachal & Ibrahim Halil Eksi. (2022) Predicting House Prices Using DMA Method: Evidence from Turkey. Economies 10:3, pages 64.
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Yeqi Fang, Tianteng Li & Hongyuan Zhao. (2022) Random Forest Model for the House Price Forecasting. Random Forest Model for the House Price Forecasting.
Tim Meyer. (2017) On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data. The Journal of Real Estate Finance and Economics 58:3, pages 457-488.
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Ding Lei. (2018) Black–Litterman asset allocation model based on principal component analysis (PCA) under uncertainty. Cluster Computing 22:S2, pages 4299-4306.
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Christina Christou, Rangan Gupta & Christis Hassapis. (2017) Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach. The Quarterly Review of Economics and Finance 65, pages 50-60.
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Natalia Bailey, Sean Holly & M. Hashem Pesaran. (2016) A Two-Stage Approach to Spatio-Temporal Analysis with Strong and Weak Cross-Sectional Dependence. Journal of Applied Econometrics 31:1, pages 249-280.
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Diego Fresoli, Esther Ruiz & Lorenzo Pascual. (2015) Bootstrap multi-step forecasts of non-Gaussian VAR models. International Journal of Forecasting 31:3, pages 834-848.
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Ling T. He. (2015) Forecasting of housing stock returns and housing prices. Journal of Financial Economic Policy 7:2, pages 90-103.
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Tim Meyer. (2016) On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data. SSRN Electronic Journal.
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