Welcome to Dave Rapach's Homepage


David E. Rapach (rapachde@slu.edu)
Professor of Economics, John Cook School of Business


Fields of Specialization: Financial Economics, Asset Pricing, Dynamic Asset Allocation, Applied Time Series Econometrics, Forecasting, International Finance, Macroeconomics, Monetary Economics

Mailing Address: Department of Economics, Saint Louis University, 3674 Lindell Boulevard, St. Louis, MO 63108-3397; Telephone: 314-977-3601; Fax: 314-977-1478


Research (papers, data/program files)

Recent Highlights

My new working paper, Aggregate Short Interest and Return Predictability” (co-authored with Matthew Ringgenberg and Guofu Zhou), appeared in the SSRN's Top Ten download lists for ERN: Asset Pricing Models and Econometric Modeling: Capital Markets--Asset Pricing

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 July 2014 issue of Management Science

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

ECON 312 Intermediate Macroeconomics, Fall 2014 Materials

Syllabus
Homework Assignments
Quiz 1 Practice Problems [Quiz 1 date: Friday, September 12]
Chapter 1 Outline
Chapter 2 Outline
Chapter 3 Outline

ECON 420 Money and Banking, Fall 2014 Materials

Homework Assignments
Quiz 1 Practice Problems [Quiz 1 date: Friday, September 12]
Chapter 1 Outline
Chapter 2 Outline
Chapter 3 Outline
Chapter 4 Outline
Chapter 5 Outline

ECON 652 Forecasting Macroeconomic and Financial Variables, Spring 2014 Materials

Syllabus
Problem Set 1
Problem Set 2
Problem Set 3
Research Project
Class 1 [slidesdata/program files]
Classes 2/3 [slidesdata/program files]
Classes 4/5 [slidesdata/program files]
Class 7 [slidesdata/program files]
Class 8 [slidesdata/program files]
Class 10 [slidesdata/program files]

ECON 655 Applied Optimization Methods for Financial Economics, Summer 2014 Materials

Syllabus
Problem Set 1
Problem Set 2
Problem Set 3
Class 1 [slidesdata/program files]
Class 2 [slidesdata/program files]
Class 4 [slidesdata/program files]
Class 5 [slidesdata/program files]
Class 6 [slidesdata/program files]
Class 7 [slidesdata/program files]
Class 8 [slidesdata/program files]
Class 9 [slidesdata/program files]
Class 10 [slidesdata/program files]