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Approximately two years ago we presented results of price modeling and extensive statistical analysis for share prices of five banks: Bank of America (BAC), Franklin Resources (BEN), Goldman Sachs (GS), JPMorgan Chase (JPM), and Morgan Stanley (MS). Using monthly closing prices (adjusted for...
Persistent link: https://www.econbiz.de/10011110482
the accuracy of the COP price prediction a series of advanced models is developed. The original set of two major CPIs is …-linear trend in the CPI difference is also revisited. This trend allows for an accurate prediction of the COP prices at a five to …
Persistent link: https://www.econbiz.de/10011259247
We have studied statistical characteristics of five share price time series. For each stock price, we estimated a best fit quantitative model for the monthly closing price as based on the decomposition into two defining consumer price indices selected from a large set of CPIs. It was found that...
Persistent link: https://www.econbiz.de/10011113939
prediction is accurate in both amplitude and trajectory shape – a good support for the credibility of our empirical mode. We …
Persistent link: https://www.econbiz.de/10011185388
year horizon. The prediction consists of three steps. First, we show that the difference between producer price index for …
Persistent link: https://www.econbiz.de/10005036832
It was demonstrated that gold ores price can be predicted at a several year horizon. The prediction consists of three …. Considering the PPI to be practically constant over the next decade, the above difference provides a direct prediction of the …
Persistent link: https://www.econbiz.de/10005036834
It was demonstrated that jewelry and jewelry products price can be predicted at a several year horizon. The prediction … provides a direct prediction of the price index for jewelry and jewelry products. …
Persistent link: https://www.econbiz.de/10005036843
Labor productivity in Turkey, Spain, Belgium, Austria, Switzerland, and New Zealand has been analyzed and modeled. These counties extend the previously analyzed set of the US, UK, Japan, France, Italy, and Canada. Modelling is based on the link between the rate of labor participation and real...
Persistent link: https://www.econbiz.de/10005014716
In the United States, there exist robust linear trends in the differences between headline (or core) CPI and price indices for individual subcategories of goods and services such as energy, food, housing, etc. Chiefly these differences can be represented by a piece-wise straight line. The...
Persistent link: https://www.econbiz.de/10005105697
presence of sustainable trends in the differences allows prediction of prices for various commodities at time horizons of …
Persistent link: https://www.econbiz.de/10005052188