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Record W4211038430 · doi:10.1080/13504851.2022.2030458

Forecasts of US housing starts: assessing the usefulness of nowcast data

2022· article· en· W4211038430 on OpenAlexaboutno aff
Hamid Baghestani

Bibliographic record

VenueApplied Economics Letters · 2022
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicHousing Market and Economics
Canadian institutionsnot available
Fundersnot available
KeywordsQuarter (Canadian coin)NowcastingWarning systemEconometricsComputer scienceEconomicsMeteorologyGeography

Abstract

fetched live from OpenAlex

This study focuses on the current-quarter and one – through four-quarter-ahead Federal Reserve forecasts of housing starts. The aim is to assess the usefulness of nowcast data (measured by the current-quarter forecasts) for predicting housing starts one through four quarters ahead. Specifically, we use the nowcast data to generate the one – through four-quarter-ahead nowcast-based forecasts. For 1985–2016, the Federal Reserve and nowcast-based forecasts (while outperforming the naïve forecasts) contain useful and distinct predictive information. Combining these forecasts yields reductions in forecast errors that are larger at longer horizons. In addition, the Federal Reserve (nowcast-based) forecasts imply symmetric (asymmetric) loss. The nowcast-based forecasts, in particular, are of value to a user who assigns high (low) cost to incorrect downward (upward) moves and, thus, offer useful information for policymaking, when downward moves in housing starts are considered as early-warning signs of overall economic downturns.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.509
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.071
GPT teacher head0.223
Teacher spread0.152 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations3
Published2022
Admission routes1
Has abstractyes

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