摘要 : Abstract This study aims to examine whether US consumer home-buying assessments can potentially help reduce the random walk prediction errors of mortgage rates. Forecast evaluations under flexible loss reveal that the random walk ... 展开
作者 | Hamid Baghestani |
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作者单位 | |
期刊名称 | 《Journal of Economics and Finance》 |
页码/总页数 | 593-603 / 11 |
语种 | 英语 |
关键词 | Mortgage rate Random walk Consumer survey data Asymmetric loss Orthogonality |
DOI | 10.1007/s12197-022-09578-8 |
馆藏号 | F-532 |