A random walk approach to predicting US 30-year home mortgage rates
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics
Reference19 articles.
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2. History of the forecasters: naïve forecasts are better than the consensus WSJ forecast;Brooks;The Journal of Portfolio Management,2004
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1. Mortgage rate predictability and consumer home-buying assessments;Journal of Economics and Finance;2022-04-07
2. Gasoline price predictability: insights from consumer vehicle‐buying assessments;OPEC Energy Review;2021-05-11
3. Long-term interest rate predictability: Exploring the usefulness of survey forecasts of growth and inflation;Cogent Economics & Finance;2019-01-01
4. Do US consumer survey data help beat the random walk in forecasting mortgage rates?;Cogent Economics & Finance;2017-01-01
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