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David Rapach
David Rapach
Financial Economist and Policy Adviser, Federal Reserve Bank of Atlanta
Verified email at atl.frb.org - Homepage
Title
Cited by
Cited by
Year
Out-of-sample equity premium prediction: Combination forecasts and links to the real economy
DE Rapach, JK Strauss, G Zhou
The Review of Financial Studies 23 (2), 821-862, 2010
16022010
Forecasting the equity risk premium: the role of technical indicators
CJ Neely, DE Rapach, J Tu, G Zhou
Management science 60 (7), 1772-1791, 2014
10022014
International stock return predictability: What is the role of the United States?
DE Rapach, JK Strauss, G Zhou
The Journal of Finance 68 (4), 1633-1662, 2013
7732013
Forecasting stock returns
D Rapach, G Zhou
Handbook of economic forecasting 2, 328-383, 2013
7542013
Short interest and aggregate stock returns
DE Rapach, MC Ringgenberg, G Zhou
Journal of Financial Economics 121 (1), 46-65, 2016
5202016
Forecasting: theory and practice
F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ...
International Journal of Forecasting 38 (3), 705-871, 2022
5122022
Macro variables and international stock return predictability
DE Rapach, ME Wohar, J Rangvid
International journal of forecasting 21 (1), 137-166, 2005
4412005
Testing the monetary model of exchange rate determination: new evidence from a century of data
DE Rapach, ME Wohar
Journal of International Economics 58 (2), 359-385, 2002
3532002
Structural breaks and GARCH models of exchange rate volatility
DE Rapach, JK Strauss
Journal of Applied Econometrics 23 (1), 65-90, 2008
2902008
In-sample vs. out-of-sample tests of stock return predictability in the context of data mining
DE Rapach, ME Wohar
Journal of Empirical Finance 13 (2), 231-247, 2006
2862006
International comovements in inflation rates and country characteristics
CJ Neely, DE Rapach
Journal of International Money and Finance 30 (7), 1471-1490, 2011
2252011
Macro shocks and real stock prices
DE Rapach
Journal of Economics and Business 53 (1), 5-26, 2001
2002001
Testing the monetary model of exchange rate determination: a closer look at panels
DE Rapach, ME Wohar
Journal of international Money and Finance 23 (6), 867-895, 2004
1972004
Structural breaks and predictive regression models of aggregate US stock returns
DE Rapach, ME Wohar
Journal of Financial Econometrics 4 (2), 238-274, 2006
1952006
Differences in housing price forecastability across US states
DE Rapach, JK Strauss
International Journal of Forecasting 25 (2), 351-372, 2009
1902009
Are real interest rates really nonstationary? New evidence from tests with good size and power
DE Rapach, CE Weber
Journal of Macroeconomics 26 (3), 409-430, 2004
1732004
Regime changes in international real interest rates: Are they a monetary phenomenon?
DE Rapach, ME Wohar
Journal of Money, Credit and Banking, 887-906, 2005
1702005
International evidence on the long-run impact of inflation
DE Rapach
Journal of Money, Credit and Banking, 23-48, 2003
1672003
The long-run relationship between inflation and real stock prices
DE Rapach
Journal of Macroeconomics 24 (3), 331-351, 2002
1642002
Anomalies and the expected market return
X Dong, Y Li, DE Rapach, G Zhou
The Journal of Finance 77 (1), 639-681, 2022
1232022
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