Forecasting US housing starts under asymmetric loss

Christian Pierdzioch, Jan-Christoph Rülke and Georg Stadtmann

Applied Financial Economics, 2013, vol. 23, issue 6, 505-513

Abstract: Survey data of forecasts of the housing market may provide a particularly rich data environment for researchers and policymakers to study developments in housing markets. Based on the approach advanced by Elliott et al . (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, analyse the shape of forecasters' loss function, study the rationality of forecasts and the temporal variation in forecasts.

Date: 2013
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Working Paper: Forecasting U.S. Housing Starts Under Asymmetric Loss (2012)
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DOI: 10.1080/09603107.2012.730130

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