Welcome to Dave Rapach's Homepage


David E. Rapach (rapachde@slu.edu)
John Simon Endowed Chair in Economics
Professor of Economics, John Cook School of Business
Consultant to Merrill Lynch Wealth Management, Focus Automated Equities



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


Together 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 regularly updated and available on FRED; the indices are described in detail in our paper, Metro Business Cycles,” which appears in the July 2016 issue of the Journal of Urban Economicsthe St. Louis index is featured in a November 19, 2015 St. Louis Post Dispatch story by Jim Gallagher (with a “boring” quote from yours truly)

My paper, Industry Interdependencies and Cross-Industry Return Predictability” (co-authored with Jack K. StraussJun Tu, and Guofu Zhou), received the ASX prize for the best paper in quantitative finance at the 28th Australasian Finance and Banking Conference in Sydney

I was invited to write a post on asset return forecasting for the Superforecasting in Action blog; the blog corresponds to Superforecasting: The Art and Science of Prediction, the New York Times bestselling book by Philip Tetlock and Dan Gardner

I gave an invited presentation at the  CFA Montreal Asset Management Forum on October 8, 2015, and the slides are available here; the other presenters were Andrew Ang, Mark CarhartCraig Bodenstab, and Philip Tetlock

My investiture ceremony as the Simon Endowed Chair in Economics was on September 23, 2015, and my remarks (“Many Thanks to Many People, Keeping a Promise to Myself, and a Dedication”) are available here

ECON 312o Intermediate Macroeconomics, Spring 2016 Materials

Syllabus

ECON 6550 Applied Optimization Methods for Financial Economics, Summer 2016 Materials