Joseph H. Davis

The Vanguard Group

100 Vanguard Blvd

Malvern, PA 19355

United States

  • The Vanguard Group

SCHOLARLY PAPERS

12

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Top 21,835

in Total Papers Downloads

3,322

SSRN CITATIONS
Rank 24,754

SSRN RANKINGS

Top 24,754

in Total Papers Citations

11

CROSSREF CITATIONS

27

Scholarly Papers (12)

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1.

The Best of Both Worlds: Forecasting US Equity Market Returns using a Hybrid Machine Learning – Time Series Approach

Number of pages: 28 Posted: 11 Dec 2019 Last Revised: 28 Sep 2021
Haifeng Wang, Harshdeep Ahluwalia, Roger A Aliaga-Diaz and Joseph H. Davis
The Vanguard Group, Inc., The Vanguard Group, Inc., The Vanguard Group, Inc. and The Vanguard Group
Downloads 1,293 (22,182)
Citation 1

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machine learning, stock return forecasting, return predictability, CAPE ratio

2.

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 1,217 (24,304)

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

3.

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 330 (129,222)
Citation 1

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

4.

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 138 (288,754)
Citation 2

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

5.

The Idea Multiplier: An Innovation in Predicting Productivity

Number of pages: 18 Posted: 07 Nov 2020
Joseph H. Davis, Andrew Patterson, Asawari Sathe, Adam Schickling and Qian Wang
The Vanguard Group, The Vanguard Group, Inc., affiliation not provided to SSRN, The Vanguard Group and affiliation not provided to SSRN
Downloads 87 (395,806)

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6.

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 Last Revised: 27 Jun 2022
Joseph H. Davis
The Vanguard Group
Downloads 81 (412,852)
Citation 3

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7.

Trade Disruptions and America's Early Industrialization

NBER Working Paper No. w9944
Number of pages: 37 Posted: 02 Sep 2003 Last Revised: 05 Mar 2022
Douglas A. Irwin and Joseph H. Davis
Dartmouth College - Department of Economics and The Vanguard Group
Downloads 47 (538,679)

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8.

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: 09 Apr 2022
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 46 (543,409)

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9.

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: 04 Apr 2021
Joseph H. Davis and Douglas A. Irwin
The Vanguard Group and Dartmouth College - Department of Economics
Downloads 33 (612,192)
Citation 1

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10.

Harvests and Business Cycles in Nineteenth-Century America

NBER Working Paper No. w14686
Number of pages: 75 Posted: 31 Jan 2009 Last Revised: 09 Apr 2022
Joseph H. Davis, Christopher Hanes, Paul W. Rhode and Paul W. Rhode
The Vanguard Group, State University of New York (SUNY) - Binghamton University - Department of Economics and University of Michigan at Ann ArborUniversity of Michigan at Ann Arbor
Downloads 29 (636,993)
Citation 5

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11.

America's First Great Moderation

NBER Working Paper No. w21856
Number of pages: 52 Posted: 12 Jan 2016 Last Revised: 21 Mar 2022
Joseph H. Davis and Marc Weidenmier
The Vanguard Group and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 21 (695,143)

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12.

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

Posted: 10 Jun 2017 Last Revised: 13 Sep 2017
Joseph H. Davis, Roger A Aliaga-Diaz, Harshdeep Ahluwalia and Ravi Tolani
The Vanguard Group, The Vanguard Group, Inc., The Vanguard Group, Inc. and The Vanguard Group, Inc.

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Stock returns, return predictability, CAPE ratio