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David E. Rapach, Associate Professor of Economics Mailing Address: Department of Economics Telephone: 314-977-3601; Fax: 314-977-1478; E-mail: rapachde@slu.edu Links: · Curriculum Vitae (.html) (.pdf) · Research Papers (including publications, working papers, GAUSS and MATLAB files, appendices) · Class Materials: ECON 312 Intermediate Macroeconomics; ECON 420 Money and Banking; ECON 652 Advanced Macro Theory I ·
I’m a Research Economist at the Some Recent and Forthcoming Publications: · “Differences in Housing Price Forecastability Across U.S. States,” with Jack K. Strauss, International Journal of Forecasting, forthcoming · “Multi-Period Portfolio Choice and the Intertemporal Hedging Demands for Stocks and Bonds: International Evidence,” with Mark E. Wohar, Journal of International Money and Finance, forthcoming · “Bagging or Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth,” with Jack K. Strauss, Econometric Reviews, forthcoming · “Structural Breaks and GARCH Models of Exchange Rate Volatility,” with Jack K. Strauss, Journal of Applied Econometrics, Vol. 23, No. 1 (January-February 2008), pp. 65-90 ·
“Forecasting ·
“Forecasting the Recent Behavior of ·
“Structural Breaks and Predictive Regression
Models of Aggregate · “The Out-of-Sample Forecasting Performance of Nonlinear Models of Real Exchange Rate Behavior” with Mark E. Wohar, International Journal of Forecasting, Vol. 22, No. 2 (April-June 2006), pp. 341-361 · “In-Sample vs. Out-of-Sample Tests of Stock Return Predictability in the Context of Data Mining,” with Mark E. Wohar, Journal of Empirical Finance, Vol. 13, No. 2 (March 2006), pp. 231-247 |
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