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PPI of durable and nondurable goods: 1985-2016

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2009

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

Modelling and predicting labor force productivity

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2009

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

A fair price for motor fuel in the United States

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2009

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

Sustainable trends in producer price indices

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2009

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

Modelling of selected S&P 500 share prices

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2009

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/10005020482

Predicting share price of energy companies: June-September 2009

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2009

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/10005020507

The driving force of labor force participation in developed countries

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2008

The evolution of labor force participation rate is modeled using a lagged linear function of real economic growth, as expressed by GDP per capita. For the U.S., our model predicts at a two-year horizon with RMSFE of 0.28% for the period between 1965 and 2007. Larger part of the deviation between...

Persistent link: https://www.econbiz.de/10005622045

Exact prediction of S&P 500 returns

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2007

the number of 17 year-olds shifted 8 years back. The prediction of S&P 500 returns for the months after 2003, including … estimates of real GDP per capita. A prediction is available for the period beyond 2007. There are two sharp drops in the … indices, including RMS difference, linear regression, and VAR demonstrate good prediction accuracy at two-year horizon, when …

Persistent link: https://www.econbiz.de/10005790450

The driving force of labor productivity

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2008

Labor productivity in developed countries is analyzed and modeled. Modeling is based on our previous finding that the rate of labor force participation is a unique function of GDP per capita. Therefore, labor productivity is fully determined by the rate of economic growth, and thus, is a...

Persistent link: https://www.econbiz.de/10005835840

Unemployment and inflation in Western Europe: solution by the boundary element method

Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2009

Using an analog of the boundary element method in engineering and science, we analyze and model unemployment rate in Austria, Italy, the Netherlands, Sweden, Switzerland, and the United States as a function of inflation and the change in labor force. Originally, the model linking unemployment to...

Persistent link: https://www.econbiz.de/10005837146