| Name : R-jubilee
| |
| Version : 0.3.3
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.17.4
| Date : 2024-06-14 11:59:37
|
| Group : Development/Libraries/Other
| Source RPM : R-jubilee-0.3.3-lp153.17.4.src.rpm
|
| Size : 2.58 MB
| |
| Packager : (none)
| |
| Summary : Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles
|
Description :
A long-term forecast model called \"Jubilee-Tectonic model\" is
implemented to forecast future returns of the U.S. stock market,
Treasury yield, and gold price. The five-factor model forecasts the
10-year and 20-year future equity returns with high R-squared above 80
percent. It is based on linear growth and mean reversion
characteristics in the U.S. stock market. This model also enhances the
CAPE model by introducing the hypothesis that there are fault lines in
the historical CAPE, which can be calibrated and corrected through
statistical learning. In addition, it contains a module for business
cycles, optimal interest rate, and recession forecasts.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
