使用房地產相關股票之價格預測房價

研究成果: Article同行評審

1 引文 斯高帕斯(Scopus)

摘要

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.

貢獻的翻譯標題Predicting House Prices with Real-Estate-Related Stocks
原文???core.languages.zh_TW???
頁(從 - 到)159-182
頁數24
期刊Taiwan Economic Review
47
發行號2
DOIs
出版狀態Published - 2019

All Science Journal Classification (ASJC) codes

  • 經濟學、計量經濟學和金融學 (全部)

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