JACK K.  STRAUSS

Simon Chair of Economics

E-mail: Strausjk@slu.edu

Phone: 314-977-3813

Office: DS 301

Director of the Simon Center for Regional Forecasting

Class Materials: ECNB-312,

ECNB-431 , International Trade

Curriculum Vitae

Research and Teaching Interests:

 
International Macroeconomics, Forecasting

Work Experience

Saint Louis University - Simon Chair of Economics, Director of the Simon Center for Regional Forecasting

Macroeconomic and Econometric Advisor – National Bank of Azerbaijan

Fulbright Scholar in Kiev Ukraine - Taught International Economics

Economic Advisor to the Central Bank of Egypt –Designed a Macroeconomic & Monetary Model for the Central Bank

Macroeconomic and Econometric Advisor to the Government of Ukraine -  Designed an integrated macroeconomic and revenue model of the Ukrainian Economy  

Economist Intelligence Unit Consultant – Responsible for evaluating and forecasting Ukraine’s performance for Country Reports.

Kiev Mohyla University Professor – Macroeconomics and Statistics Professor in Ukraine’s most prestigious Masters program

Some Recent and Forthcoming Publications:

“Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy,” with David Rapach and Guofu Zhou. Forthcoming Review of Financial Studies.

“Differences in Housing Price Forecastability Across U.S. States,” with David Rapach, International Journal of Forecasting. forthcoming.

“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 U.S. Employment Growth Using Forecast Combining Methods,” with David E. Rapach, Journal of Forecasting, Volume 27 Issue 1, January 2008. Pages 75 – 93.

“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 Saint Louis Regional Economic Development, Oct. 2006.

 “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.

 “Forecasting Employment Growth in Missouri with Many Potentially Relevant Predictors: An Analysis of Forecast Combining Methods,” With David Rapach. Federal Reserve Bank of Saint Louis Regional Economic Development, Vol. 1, No. 1, pp. 97-112.  Oct. 2005.

 Are Stocks Overvalued?: A Panel Cointegration Approach to the Dividend Discount Model” with Ali Nasseh.   Quarterly Review of Economics and Finance. 2004 191-207.

 “The Linkage Between Prices, Wages and Labor Productivity: A Panel Study of Manufacturing Industries.”  Southern Economic Journal with Mark Wohar.  2004 70(4) 920-941.

 “Contagion in Financial Markets after September 11^th – Myth or Reality”  Journal of Financial Research   Spring 2004. 95-114.

 “Shortfalls of Panel Unit Root Testing” with Taner Yigit. Economic Letters. 2003. 309-313.

 “Panel tests of stochastic convergence: TFP transmission within manufacturing industries” with Mark Funk. Economic Letters. March 2003. 78/3 365 – 371

“Cointegration and Heteroskedasticity” with Taner Yigit. Economics Letters.  December  2001. Volume 73, Issue 3, Pages 263-40

 “Panel Unit Root Tests of OECD Stochastic Convergence.” Review of International Economics. 153-162. Spring 2001.

 “The Long-run Relationship Between Productivity and Capital” with Mark Funk. Economic Letters.  November 2000.

  “Stock Prices and Domestic and International Macroeconomic Activity:  A Cointegration Approach” with Ali Nasseh. Quarterly Review of Economics and Finance,  Fall 2000.

 “Panel Unit Root Tests of Purchasing Power Parity for Price Indices” with Adrian Fleissig.  Journal of International Money and Finance. August 2000.489-506.

 “Is There a Permanent Component to U.S. Real GDP?”  Economic Letters, February 2000, 137-142

 “Productivity and Relative Price Differentials and Real Exchange Rates.”  Journal of International Money and Finance,  June, 1999.  383-410