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Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty |
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| Authors: | Gupta Rangan Marfatia Hardik A. Pierdzioch Christian Salisu Afees A. |
| Affiliation: | 1.Department of Economics, University of Pretoria, Pretoria, 0002, South Africa ;2.Department of Economics, Northeastern Illinois University, 5500 N St Louis Ave, BBH 344G, Chicago, IL, 60625, USA ;3.Department of Economics, Helmut Schmidt University, Holstenhofweg 85, P.O.B. 700822, 22008, Hamburg, Germany ;4.Centre for Econometric & Allied Research, University of Ibadan, Ibadan, Nigeria ; |
| Abstract: | The Journal of Real Estate Finance and Economics - We analyze the role of macroeconomic uncertainty in predicting synchronization in housing price movements across all the United States (US) states... |
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