How volatile are house prices? Download house prices for several MSAs. Calculate their growth rate and compute

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How volatile are house prices? Download house prices for several MSAs. Calculate their growth rate and compute their 1-step-ahead volatility forecast by implementing MA and EWMA. Which MSAs are more volatile?

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Forecasting for Economics and Business

ISBN: 978-0131474932

1st edition

Authors: Gloria Gonzalez Rivera

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Question Posted: Feb 25, 2016 06:20 AM

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How volatile are house prices? Download house prices for several MSAs. Calculate their growth rate and compute

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The house price indices range from 1975Q1 to 2012Q4 and are plotted in Figure 17a We take the log di...View the full answer

Forecasting for Economics and Business

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