Arbeitspapier
Forecasting US housing starts under asymmetric loss
Survey data of forecasts of the housing market may provide a particularly rich data nvironment for researchers and policymakers to study developments in housing markets. Based on the approach advanced by Elliott et al. (Rev. Ec. Studies. 72, 1197-1125, 2005), we studied the properties of a large set of survey data of housing starts in the United States. We document the heterogeneity of forecasts, analyze the shape of forecasters' loss function, study the rationality of forecasts, and the temporal variation in forecasts.
- Sprache
-
Englisch
- Erschienen in
-
Series: Diskussionspapier ; No. 118
- Klassifikation
-
Wirtschaft
Expectations; Speculations
- Thema
-
Housing starts
Loss function
Rationality of forecasts
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Pierdzioch, Christian
Ruelke, Jan-Christoph
Stadtmann, Georg
- Ereignis
-
Veröffentlichung
- (wer)
-
Helmut-Schmidt-Universität - Universität der Bundeswehr Hamburg, Fächergruppe Volkswirtschaftslehre
- (wo)
-
Hamburg
- (wann)
-
2012
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Pierdzioch, Christian
- Ruelke, Jan-Christoph
- Stadtmann, Georg
- Helmut-Schmidt-Universität - Universität der Bundeswehr Hamburg, Fächergruppe Volkswirtschaftslehre
Entstanden
- 2012
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