Joseph H. Davis

The Vanguard Group

100 Vanguard Blvd

Malvern, PA 19355

United States

SCHOLARLY PAPERS

10

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CITATIONS
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Top 18,717

in Total Papers Citations

17

Scholarly Papers (10)

1.

Oil, the Economy, and the Stock Market

Number of pages: 20 Posted: 25 May 2008
Joseph H. Davis and Roger A Aliaga-Diaz
The Vanguard Group and The Vanguard Group, Inc.
Downloads 1,035 (14,448)

Abstract:

Oil, macroeconomy, stock market, inflation expectations, Federal Reserve

2.

Real-Time Forecasting of U.S. Bond Yields and Their Excess Returns

Number of pages: 24 Posted: 28 May 2008
Joseph H. Davis and Roger A Aliaga-Diaz
The Vanguard Group and The Vanguard Group, Inc.
Downloads 252 (94,408)
Citation 1

Abstract:

bond risk premia, real-time predictability, term structure, forward rates

3.

Evolving U.S. Inflation Dynamics: Explanations and Investment Implications

Number of pages: 19 Posted: 11 Oct 2007 Last Revised: 05 Nov 2007
Joseph H. Davis
The Vanguard Group
Downloads 104 (212,632)
Citation 2

Abstract:

Inflation dynamics, inflation persistence, monetary policy, globalization, interest rates

4.

An Improved Annual Chronology of U.S. Business Cycles Since the 1790's

NBER Working Paper No. w11157
Number of pages: 28 Posted: 22 Mar 2005
Joseph H. Davis
The Vanguard Group
Downloads 58 (300,266)
Citation 6

Abstract:

5.

Is Sugar Sweeter at the Pump? The Macroeconomic Impact of Brazil's Alternative Energy Program

NBER Working Paper No. w14362
Number of pages: 36 Posted: 02 Oct 2008 Last Revised: 22 Mar 2015
Marc Weidenmier, Joseph H. Davis and Roger A Aliaga-Diaz
Claremont McKenna College - Robert Day School of Economics and Finance, The Vanguard Group and The Vanguard Group, Inc.
Downloads 36 (368,230)

Abstract:

6.

Trade Disruptions and America's Early Industrialization

NBER Working Paper No. w9944
Number of pages: 37 Posted: 02 Sep 2003
Douglas A. Irwin and Joseph H. Davis
Dartmouth College - Department of Economics and The Vanguard Group
Downloads 30 (382,739)
Citation 2

Abstract:

7.

Harvests and Business Cycles in Nineteenth-Century America

NBER Working Paper No. w14686
Number of pages: 75 Posted: 31 Jan 2009 Last Revised: 19 Aug 2010
Joseph H. Davis, Christopher Hanes and Paul W. Rhode
The Vanguard Group, State University of New York (SUNY) - Binghamton University - Department of Economics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 22 (441,222)
Citation 6

Abstract:

8.

The Antebellum U.S. Iron Industry: Domestic Production and Foreign Competition

NBER Working Paper No. w13451
Number of pages: 44 Posted: 28 Sep 2007 Last Revised: 26 Nov 2007
Joseph H. Davis and Douglas A. Irwin
The Vanguard Group and Dartmouth College - Department of Economics
Downloads 20 (430,912)

Abstract:

9.

Improving U.S. Stock Return Forecasts: A 'Fair-Value' Cape Approach

Posted: 10 Jun 2017 Last Revised: 13 Sep 2017
The Vanguard Group, The Vanguard Group, Inc., The Vanguard Group, Inc. and The Vanguard Group, Inc.

Abstract:

Stock returns, return predictability, CAPE ratio

10.

America's First Great Moderation

NBER Working Paper No. w21856
Number of pages: 52 Posted: 12 Jan 2016
Joseph H. Davis and Marc Weidenmier
The Vanguard Group and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 0 (503,454)
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Abstract: