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 presented 2015 economic growth forecasts for the US and Missouri at a February 20, 2015 conference sponsored by the Saint Louis University Department of Economics and the National Association for Business Economics

My working paper, Short Interest and Aggregate Stock Returns” (co-authored with Matthew Ringgenberg and Guofu Zhou), is featured in a February 6, 2015 MarketWatch column by Mark Hulbert and a February 23, 2015 Alpha Architect blog posting by Wesley Gray; the paper has been accepted for presentation at the 2015 SFS Finance Cavalcade

Along with Maria Arias and Charles Gascon of the St. Louis Fed, I developed monthly economic-activity indices for the 50 largest US MSAs beginning in 1990; the indices are now available on FRED

I was named the John Simon Endowed Chair in Economics (starting July 2015)

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 2014 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

ECON 420 Money and Banking, Fall 2014 Materials


ECON 652 Forecasting Macroeconomic and Financial Variables, Spring 2015 Materials

Syllabus
Problem Set 1 (due March 12, 2015)

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

Syllabus
Problem Set 1
Problem Set 2
Problem Set 3
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