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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
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
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
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
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
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
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
-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
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
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