Several principles are useful for econometric forecasters: keep the model simple, use all the
data you can get, and use theory (not the data) as a guide to selecting causal variables …

Vector auto regression modeling and forecasting Page 1 Journal of Forecasting, Vol. Vector
Autoregression Modelling and Forecasting KEN HQLDEN The Business School, Liverpool …

We employ a 10-variable dynamic structural general equilibrium model to forecast the US
real house price index as well as its downturn in 2006: Q2. We also examine various …

We analyze the ability of a newspaper-based economic sentiment index of the United States
to predict housing market movements using daily data from 2nd August, 2007 to 19th June …

This article uses Bayesian vector autoregressive models to examine the usefulness of
leading indicators in predicting US home sales. The benchmark Bayesian model includes …

Sažetak Accurate forecasts of home sales can provide valuable information for not only
policymakers, but also financial institutions and real estate professionals. Against this …

This paper examines the determinants of consumers' buying attitudes for houses from
January 1984 through June 2005. Data on buying attitudes are from responses to the …

Abstract This paper estimates Bayesian Vector Autoregressive (BVAR) models, both spatial
and non-spatial (univariate and multivariate), for the twenty largest states of the US …

Purpose–The purpose of this paper is to describe a real‐world system developed for a large
food distribution company which requires forecasting demand for thousands of products …

Performance forecasting is central to aligning an organization's operations with its strategic
direction. Despite the panoply of approaches to performance predictions, relatively few …