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

Along with Maria Arias and Charles Gascon of the St. Louis Fed, Im developing monthly economic-activity indices for the 50 largest US MSAs beginning in 1990; the indices will soon be available on FRED

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

A previous version of my recent working paper, Short Interest and Aggregate Stock 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

ECON 420 Money and Banking, Fall 2014 Materials


ECON 652 Forecasting Macroeconomic and Financial Variables, Spring 2015 Materials

Syllabus

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

Syllabus
Problem Set 1
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Problem Set 3
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