Long range dependency and forecasting of housing price index and mortgage market rate: evidence of subprime crisis
In this paper, we examine and forecast the House Price Index (HPI) and mortgage market rate in terms of the description of the subprime crisis. We use a semi-parametric local polynomial Whittle estimator proposed by Shimotsu et al. (2005) [Shimotsu, K., & Phillips, P.C.B. (2005), Exact local Whi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2015-05-01
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| Series: | Management Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/msl/Vol5/msl_2015_42.pdf |