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JACK K. Simon Chair of Economics E-mail: Strausjk@slu.edu Phone: 314-977-3813 Office: DS 301 |
Director of the Class Materials: ECNB-312, |
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Research and Teaching Interests: |
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Macroeconomic and
Econometric Advisor – National Bank of Fulbright Scholar in Economic
Advisor to the Central Bank of Macroeconomic
and Econometric Advisor to the Government of Economist
Intelligence Unit Consultant – Some Recent and Forthcoming
Publications: “Differences in Housing Price Forecastability Across “Bagging or Combining (or Both)? An Analysis Based on
Forecasting U.S. Employment Growth” with David Rapach , Econometric Reviews, forthcoming. “Corporate Derivative Use and the
Composition of CEO Compensation,” with Janikan Supanvanij. Global Finance Journal. Forthcoming. “Forecasting “Structural Breaks and GARCH Models of Exchange
Rate Volatility,” with David E. Rapach, Journal of
Applied Econometrics, Volume 23 Issue 1, Pages 65 – 90. Jan-Feb 2008. “Forecasting Real Housing Price Growth in the
Eighth District States,” with David E. Rapach,
Federal Reserve Bank of St. Louis Regional Economic
Development, Oct. 2007. “Deconstructing the Nasdaq
bubble: A look at contagion across International stock markets.” With Mark Hon
and Soo-Keong Yong.
International Financial Markets, Institutions and Money 17 2007 213-230. “Threshold
Autoregression and
Partial Unit Roots” Southern
Economic Journal with Mark Wohar.
Volume 73, Issue 3 (January 2007) pp. 814–829. “The
Long-Run Relationship Between Consumption and Housing Wealth in the Eighth
District States,” with David E. Rapach, Federal
Reserve Bank of “The Effects of
Management Compensation on Firm Hedging: Does SFAS133 Matter?” Journal
of Multinational Financial Management. With Janikan Supanvanij.
Volume 16, Issue 5, December
2006, Pages 475-493 “Cointegration and Heteroskedasticity” with Taner Yigit. Economics
Letters. December
2001. Volume 73, Issue 3, Pages 263-40 “The
Long-run Relationship Between Productivity and Capital” with Mark Funk. Economic
Letters. November 2000. “Is There a Permanent Component to |
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