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House-price-at-risk model forecasting downside risk for the Swedish housing market
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This work project investigates the predictability of downside risks in the Swedish housing
market using the House-Price-at-Risk (HaR) approach. Amidst the uncertainty posed by recent
global crises and the critical need for robust economic forecasts, the study examines the
efficacy of the HaR model, partly inspired by the Growth-at-Risk (GaR) framework.
Representing a substantial part of the national wealth, the Swedish housing market's stability
is imperative for economic stability. By analyzing and assessing relevant variables’ influence
on the potential downside risk of housing prices, this research provides insights important for
developing effective strategies to mitigate financial risks in adverse market scenarios.
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Palavras-chave
Growth-at-risk House-price-at-risk Macroeconomics Downside risk Quantile regressions