David E. Rapach, Professor of Economics

Recent Highlights

My paper, “Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance?” (co-authored with Himanshu Almadi and Anil Suri), appears as the lead article in the current issue of the Journal of Portfolio Management and was mentioned in a recent Reuters article

My paper, “Forecasting the Equity Risk Premium: The Role of Technical Indicators” (co-authored with Christopher Neely, Jun Tu, and Guofu Zhou), appears in the current issue of Management Science

I did an  interview (posted on February 9) with Michael Covel on his popular Trend Following podcast  

Guofu Zhou and I have a chapter on forecasting stock returns in the recently published Handbook of Economic Forecasting, Volume 2A (edited by Graham Elliott and Allan Timmermann)

Research (papers, data/program files)

ECON 312 Intermediate Macroeconomics
Fall 2013 Materials

ECON 420 Money and Banking
Fall 2013 Materials

ECON 652 Forecasting Macroeconomic and Financial Variables
Spring 2014 Materials

Problem Set 1
Problem Set 2
Problem Set 3
Research Project
Classes 2/3 [slidesdata/program files]
Classes 4/5 [slidesdata/program files]

ECON 655 Applied Optimization Methods for Financial Economics
Summer 2014 Materials

Problem Set 1
Problem Set 2
Problem Set 3
Fields of Specialization

Financial Economics
Asset Pricing
Dynamic Asset Allocation
Applied Time Series Econometrics
International Finance
Monetary Economics

Telephone: 314-977-3601
Fax: 314-977-1478
E-mail: rapachde@slu.edu

Mailing Address
Department of Economics
Saint Louis University
3674 Lindell Boulevard
St. Louis, MO 63108-3397