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LONG-TERM LINEAR TRENDS IN CONSUMER PRICE INDICES
Kitov, Ivan O.; Kitov, Oleg I. - In: Journal of Applied Economic Sciences 3 (2008) 2(4)_Summer2008
Headline CPI, core CPI and indices for various expenditure categories were analyzed. Long-term linear trends have been … found in the difference between the core CPI and the headline CPI in the USA. Duration of these periods is different for … 4 years. The difference between the core CPI and the index for energy is similar to that between the core CPI and …
Persistent link: https://www.econbiz.de/10005731632
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Apples and oranges: relative growth rate of consumer price indices
Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2009
Headline CPI, core CPI, and indices for various small expenditure categories were analyzed. Sustainable long …-term linear trends have been found in the difference between the headline CPI and these indices. Overall, the results completely …
Persistent link: https://www.econbiz.de/10005836772
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A two-year revision: cross comparison and modeling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources
Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2014
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
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ConocoPhillips’ share price model revisited
Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2012
difference between the core and headline CPI in the United States. In this article, the original relationship is revisited with …) and that predicted from the CPI difference is confirmed. The original quantitative link is validated. In order to improve …-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
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Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources
Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2012
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
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PREDICTING CONOCOPHILLIPS AND EXXON MOBIL STOCK PRICE
KITOV, Ivan - In: Journal of Applied Research in Finance Bi-Annually I (2009) 2, pp. 129-134
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/10010742157
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Modelling of selected S&P 500 share prices
Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2009
difference between core CPI and subsets of the CPI in the United States. The pricing model describes the evolution of share price …
Persistent link: https://www.econbiz.de/10005020482
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Predicting share price of energy companies: June-September 2009
Kitov, Ivan; Kitov, Oleg - Volkswirtschaftliche Fakultät, … - 2009
-related companies and the difference between CPI and core CPI: any change in share prices is transmitted into a proportional change in …. Accordingly, one may formulate two principal problems: “What is the dependence between share price and CPI during the transition …?” and “When and how can one determine the properties of the new trend?” Currently available information on the CPI allows …
Persistent link: https://www.econbiz.de/10005020507
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ConocoPhillips and Exxon Mobil stock price
Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2009
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/10005025712
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Modeling share prices of banks and bankrupts
Kitov, Ivan - Volkswirtschaftliche Fakultät, … - 2010
companies, share prices are defined only by CPI readings in the past. Therefore, our empirical pricing model is a deterministic …
Persistent link: https://www.econbiz.de/10008562631