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Tactical asset allocation with the relative total return cape

Peláez, Rolando F. - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 180-191

Persistent link: https://www.econbiz.de/10012486059

Improving the usefulness of the Purchasing Managers' Index

Peláez, Rolando F. - In: Business economics : the journal of the National … 53 (2018) 4, pp. 195-201

Persistent link: https://www.econbiz.de/10012253253

A recession-and-state forecasting model

Peláez, Rolando F. - In: Southern economic journal 81 (2015) 4, pp. 1025-1039

Persistent link: https://www.econbiz.de/10011623380

Market-timing the business cycle

Peláez, Rolando F. - In: Review of financial economics : RFE 26 (2015), pp. 55-64

Persistent link: https://www.econbiz.de/10011411968

A biannual recession-forecasting model

Peláez, Rolando F. - In: Journal of macroeconomics 45 (2015), pp. 384-393

Persistent link: https://www.econbiz.de/10011578025

Ten-year forecasts of real stock price changes

Peláez, Rolando F. - In: Empirical Economics 28 (2003) 2, pp. 417-429

This paper provides the strongest evidence to-date on the predictability of real stock prices over long horizons. Ex ante forecasts account for over two-thirds of the variation of the growth rate of real stock prices over ten year spans from 1940 through 2001. The paper forecasts negative growth...

Persistent link: https://www.econbiz.de/10005166744