使用房地產相關股票之價格預測房價

Translated title of the contribution: Predicting House Prices with Real-Estate-Related Stocks

Research output: Contribution to journalArticlepeer-review

Abstract

This paper investigates the forecasting content of real-estate-related stock prices for house prices. Using both in- and out-of-sample tests, this paper shows that real-estate-related stock price indices have extremely robust power in predicting US house prices. The empirical results are highly valuable for investors and policy makers because real-estate-related stock prices are shown to be a reliable predictor reflecting timely market information and are readily available to forecast real estate market movements.

Translated title of the contributionPredicting House Prices with Real-Estate-Related Stocks
Original languageChinese
Pages (from-to)159-182
Number of pages24
JournalTaiwan Economic Review
Volume47
Issue number2
DOIs
Publication statusPublished - 2019

All Science Journal Classification (ASJC) codes

  • Economics, Econometrics and Finance(all)

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