Below are papers, reports, etc. relating to some of my
research activities at the Simon
Center for Regional
Forecasting. Feel free to contact me if you have questions, comments, etc.
about this research.
The Simon
Center’s forecasts are
presented at an annual conference:
- Report with 2009 Forecasts PDF
- Report with 2008 Forecasts PDF
- Report with 2007 Forecasts PDF
- Report with 2006 Forecasts PDF
Simon Center Quarterly Bulletins provide
perspective on economic trends affecting the Missouri/St. Louis regions:
- Quarterly Bulletin 2007(1) PDF
The following papers describe and analyze some
of the combining methods used to generate the Simon Center
forecasts:
- Bagging or
Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth, with Jack K. Strauss, forthcoming in Econometrics
Reviews PDF
- Forecasting
U.S. Employment Growth Using Forecast Combining Methods, with Jack K. Strauss,
Journal of Forecasting, Vol. 27, No.
1, January 2008, pp. 75-93
Appendix of Additional Results PDF- Forecasting
Employment Growth in Missouri with Many Potentially Relevant Predictors: An
Analysis of Forecast Combining Methods, with Jack K. Strauss, Federal
Reserve Bank of Saint Louis Regional
Economic Development, Vol. 1, No. 1 (2005), pp. 97-112 PDF
Jack Strauss (Director of the Simon Center) and I are investigating combination forecasts of stock returns:
- How Predictable are Components of the Aggregate
Market Portfolio? with Aiguo Kong, Jack K. Strauss, Jun Tu, and Guofu Zhou, August 2009 PDF
- Out-of-Sample
Equity Premium Prediction: Combination Forecasts and Links to the Real Economy, with Jack
K. Strauss and Guofu Zhou, April 2009, forthcoming in the Review of Financial Studies PDF
- Diversification Also Works for Forecasting Aggregate Stock Returns, slides for a presentation at the February 2009 Simon Center conference based on the above paper PDF
Jack Strauss and I are investigating the role of
fundamentals in forecasting U.S. dollar exchange rates:
- Dollar
Prospects: Do Fundamentals Really Matter? Slides for a presentation at an
October 2008 Simon
Center conference PDF
Jack Strauss and I are pursing a research project examining the determinants of housing
price fluctuations in individual U.S.
states, including Missouri:
- Differences
in Housing Price Forecastability Across U.S. States, with Jack K.
Strauss, International Journal of Forecasting, Vol. 25, No. 2, April-June
2009, pp. 351-372
- A
Tale of Two States: Forecasting Housing Price Growth in Florida and Missouri, slides for a presentation at the Simon
Center conference in
February 2008 PDF
- Forecasting
Real Housing Price Growth in the Eighth District States, with Jack K.
Strauss, Federal Reserve Bank of St. Louis Regional
Economic Development, Vol. 3, No. 2 (November 2007), pp. 33-42 PDF
Jack Strauss and I are estimating the effects of changes
in housing wealth on consumption in individual U.S. states:
- Habit Formation, Heterogeneity, and Housing Wealth Affects Across U.S. States, slides for a presentation at the Missouri Economics Conference in March 2007 PDF
- The
Long-Run Relationship Between Consumption and Housing Wealth in the Eighth
District States, with Jack K. Strauss, Regional
Economic Development, Vol. 2, No. 2, October 2006, pp. 140-147 PDF
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