Browsing Journal Articles by Subject "Bayesian vector autoregressive"

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Could we have predicted the recent downturn in the South African housing market?

Author: Das, Sonali ; Gupta, R ; Kabundi, A Date: 2009 This paper develops large-scale Bayesian Vector Autoregressive (BVAR) models, based on 268 quarterly series, for forecasting annualized real house price growth rates for large-, medium- and small-middle-segment housing for the South African ... Read more
Predicting downturns in the US housing market: a Bayesian approach

Author: Gupta, R ; Das, Sonali Date: Oct 2010 This paper estimates Bayesian Vector Autoregressive (BVAR) models, both spatial and non-spatial (univariate and multivariate), for the twenty largest states of the US economy, using quarterly data over the period 1976:Q1–1994:Q4; and then ... Read more

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Browsing Journal Articles by Subject "Bayesian vector autoregressive"

Browsing Journal Articles by Subject "Bayesian vector autoregressive"

Browse

All of ResearchSpace

This Collection

Quick Links

Legislation and compliance

General Enquiries

Social Connect