Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices
Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices
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Publisher
Boston: Springer US
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Language
English
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Publisher
Boston: Springer US
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Contents
This paper examines persistence in price movements and predictability of the US housing market both on a local level across 20 cities in the US and on a nationwide level. We use a time series approach instead of often applied multivariate approaches to exclude potential biases across local markets and provide trading strategies to compare predictab...
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Full title
Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices
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TN_cdi_econis_primary_735808503
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_econis_primary_735808503
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ISSN
0895-5638
E-ISSN
1573-045X
DOI
10.1007/s11146-011-9316-1
