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Wohar, Mark E. Neely, Christopher J. Zhou, Guofu Strauss, Jack Borup, Daniel Montes Schütte, Erik Christian Owyang, Michael T. Wall, Howard J. Gascon, Charles S. Goulet Coulombe, Philippe Weber, Christian E. Schwenk-Nebbe, Sander Tu, Jun Arias, Maria A. Ramos, Patrícia Syntetos, Aris A. Spiliotis, Evangelos Shang, Han Lin Sermpinis, Georgios Rubaszek, Michał Rostami-Tabar, Bahman Reade, J. James Nikolopoulos, Konstantinos Pinson, Pierre Pedregal, Diego J. Önkal, Dilek Pedio, Manuela Talagala, Thiyanga S. Pavia, José Manuel Panapakidis, Ioannis Panagiotelis, Anastasios Paccagnini, Alessia Winkler, Robert L. Tashman, Len Weller, Paul A. Rangvid, Jesper Choi, Kwang Beladi, Hamid Kong, Aiguo Miller, Thomas W. Suri, Anil Almadi, Himanshu All co-authors forecasting prognoseverfahren sample real model models schätzung estimation budget structural rate business evidence breaks factor stock international rates konjunktur surpluses national data world industrieländer common fluctuations oecd exchange persistence cycle state time individual zeitreihenanalyse kapitaleinkommen return growth based presence using monetary metrics pbsv
Composed forecasting model business cycle structural breaks industrialized countries budget surpluses time series analysis capital income real rates oecd countries oecd staaten portfolio management portfolio selection us dollar sample forecasting real rate presence structural share price real interest rate structural break money supply forecasting accuracy common fluctuations risk premium return predictability stock return employment growth based shapley individual predictors predictors fitted fitted models world factor financial analysis state of a federation fluctuations oecd oecd budget budget balances business cycles stock returns rate persistence persistence evidence evidence implications states business state level international evidence models sample sample sample long run models including forecasting inflation factor model budget surplus national output output gaps national budget common factors variable importance künstliche intelligenz artificial intelligence regression analysis neuronale netze neural networks Öffentlicher haushalt public budget fiscal policy budget deficit capital market returns stock market neutralität des geldes anatomy sample initial claims daily internet internet search search volume volume data metro business premium prediction data mining real stock
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
David E. Rapach Alternative spellings: David Rapach D. E. Rapach
Affiliations Federal Reserve Bank of Atlanta Washington University in St. Louis Saint Louis University. Department of Economics Seattle University. Albers School of Business and Economics Trinity University (Washington,DC)
Publishing years Series Working paper (7) Frontiers of economics and globalization (2) FRB Atlanta Working Paper (1) Working papers / Federal Reserve Bank of Atlanta (1) CREATES research paper (1) Discussion papers / CEPR (1) Federal Reserve Board of St. Louis Working Paper (1) Working paper / Trinity College (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
