Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks-Reference-Cited by-同舟云学术

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Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks

Published:2023-04 Issue: Volume:65 Page:101952
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Bouras Christos,Christou Christina,Gupta Rangan,Lesame Keagile

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference55 articles.

1. Estimates of the size and source of price declines due to nearby foreclosures;Anenberg;Am. Econ. Rev.,2014

2. Metro business cycles;Arias;J. Urban Econ.,2016

3. Bajari, P., Chu, C.S., and Park, M. (2008). An empirical model of subprime mortgage default from 2000 to 2007. NBER working paper No. w14625.

4. Housing and the great depression;Balcilar;Appl. Econ.,2014

5. The out-of-sample forecasting performance of non-linear models of regional housing prices in the US;Balcilar;Appl. Econ.,2015

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