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 Activities/Highlights

I made a presentation on the economic outlook to the AAIM Employers' Association Purchasing Executive Roundtable on December 11, 2014

A previous version of my recent working paper, Short Interest and Aggregate Market Returns” (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 Summer issue of the Journal of Portfolio Management; I did an interview with the JPM for a Practical Applications Report accompanying the 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, 2014) 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]
Quiz 2 Practice Problems [Quiz 2 date: Friday, September 26]
Quiz 3 Practice Problems [Quiz 3 date: Monday, November 10]
Quiz 4 Practice Problems [Quiz 4 date: Friday, November 21]
Quiz 5 Practice Problems [Quiz 5 date: Monday, December 8]
Exam 1 Practice Problems [Exam 1 date: Friday, October 17]
Exam 2 Practice Problems [Exam 2 date: Friday, December 12]

ECON 420 Money and Banking, Fall 2014 Materials

Homework Assignments
Quiz 1 Practice Problems [Quiz 1 date: Friday, September 12]
Quiz 2 Practice Problems [Quiz 2 date: Friday, September 26]
Quiz 3 Practice Problems [Quiz 3 date: Wednesday, October 29]
Quiz 4 Practice Problems [Quiz 4 date: Wednesday, November 19]
Quiz 5 Practice Problems [Quiz 5 date: Monday, December 8]
Exam 1 Practice Problems [Exam 1 date: Friday, October 17]
Exam 2 Practice Problems [Exam 2 date: Friday, December 12]

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]