Think national, forecast local: a case study of 71 German urban housing markets

C-Tier
Journal: Applied Economics
Year: 2017
Volume: 49
Issue: 42
Pages: 4271-4297

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this article, we examine whether the local indicators are able to predict the city-level housing prices and rents better than national indicators. For this purpose, we assess the forecasting ability of 126 indicators and 21 types of forecast combinations using a sample of 71 large German cities. There are several predictors that are especially useful, namely price-to-rent ratios, national-level business confidence, and consumer surveys. We also find that combinations of individual forecasts are among the top forecasting models. On average, the forecast improvements attain about 20%, measured by a reduction in root mean square error, compared to the naive models.

Technical Details

RePEc Handle
repec:taf:applec:v:49:y:2017:i:42:p:4271-4297
Journal Field
General
Author Count
2
Added to Database
2026-01-25