Showing 1 - 10 of 51
Exxon Mobil and ConocoPhillips stock price has been predicted using the difference between core and headline CPI in the United States. Linear trends in the CPI difference allow accurate prediction of the prices at a five to ten-year horizon.
Persistent link: https://www.econbiz.de/10015216929
The growth rate of real GDP per capita is modelled and predicted at various time horizons for France, Germany, New Zealand, and the United Kingdom. The rate of growth is represented by a sum of two components – a monotonically decreasing trend and fluctuations related to the change in...
Persistent link: https://www.econbiz.de/10015217038
Historical share prices of selected S&P 500 companies have been accurately approximated by linear functions of the difference between core CPI and subsets of the CPI in the United States. The pricing model describes the evolution of share price along a predetermined trajectory. The selected...
Persistent link: https://www.econbiz.de/10015217340
Previously, we have revealed the presence of a reliable linear dependence between share prices of energy-related companies and the difference between CPI and core CPI: any change in share prices is transmitted into a proportional change in this difference two and half months later. The...
Persistent link: https://www.econbiz.de/10015217341
It was demonstrated that gold ores price can be predicted at a several year horizon. The prediction consists of three steps. First, we show that the difference between producer price index and the index for gold ores is characterized by the presence of sustainable mid-term trends. Second, the...
Persistent link: https://www.econbiz.de/10015217348
It was demonstrated that the difference between the PPI of durable and nondurable goods can be predicted at a several year horizon. The prediction consists of three steps. First, we show that the difference between producer price index for durable and nondurable goods is characterized by the...
Persistent link: https://www.econbiz.de/10015217349
It was demonstrated that jewelry and jewelry products price can be predicted at a several year horizon. The prediction consists of three steps. First, we show that the difference between producer price index and the index for jewelry and jewelry products is characterized by the presence of...
Persistent link: https://www.econbiz.de/10015217350
In April 2009, we introduced a model representing the evolution of motor fuel price (a subcategory of the consumer price index of transportation) relative to the overall CPI as a linear function of time. Under our framework, all price deviations from the linear trend are transient and the price...
Persistent link: https://www.econbiz.de/10015221103
A quantitative model is presented linking the rate of inflation and unemployment to the change in the level of labor force. The link between the involved variables is a linear one with all coefficients of individual and generalized models obtained empirically. To achieve the best fit between...
Persistent link: https://www.econbiz.de/10015225586
An empirical model is presented linking inflation and unemployment rate to the change in the level of labour force in Switzerland. The involved variables are found to be cointegrated and we estimate lagged linear deterministic relationships using the method of cumulative curves, a simplified...
Persistent link: https://www.econbiz.de/10015225660