Joseph H. Davis

The Vanguard Group

100 Vanguard Blvd

Malvern, PA 19355

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 20,625

SSRN RANKINGS

Top 20,625

in Total Papers Downloads

3,139

SSRN CITATIONS
Rank 25,222

SSRN RANKINGS

Top 25,222

in Total Papers Citations

10

CROSSREF CITATIONS

28

Scholarly Papers (12)

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 1,200 (22,144)

Abstract:

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

2.

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
The Vanguard Group, Inc., The Vanguard Group, Inc., The Vanguard Group, Inc. and The Vanguard Group
Downloads 1,164 (23,143)
Citation 1

Abstract:

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

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 326 (118,780)
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 132 (273,895)
Citation 2

Abstract:

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

5.

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

Number of pages: 28 Posted: 22 Mar 2005 Last Revised: 28 Jun 2010
Joseph H. Davis
The Vanguard Group
Downloads 79 (385,370)
Citation 3

Abstract:

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6.

The Idea Multiplier: An Innovation in Predicting Productivity

Number of pages: 18 Posted: 07 Nov 2020
The Vanguard Group, The Vanguard Group, Inc., affiliation not provided to SSRN, The Vanguard Group and affiliation not provided to SSRN
Downloads 72 (405,975)

Abstract:

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7.

Trade Disruptions and America&Apos;S Early Industrialization

Number of pages: 37 Posted: 02 Sep 2003 Last Revised: 04 Sep 2021
Douglas A. Irwin and Joseph H. Davis
Dartmouth College - Department of Economics and The Vanguard Group
Downloads 45 (506,224)

Abstract:

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8.

Is Sugar Sweeter at the Pump? The Macroeconomic Impact of Brazil&Apos;S Alternative Energy Program

Number of pages: 36 Posted: 02 Oct 2008 Last Revised: 07 Oct 2021
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 44 (510,701)

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9.

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

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 30 (582,380)
Citation 1

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10.

Harvests and Business Cycles in Nineteenth-Century America

Number of pages: 75 Posted: 31 Jan 2009 Last Revised: 19 Aug 2021
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 27 (600,786)
Citation 5

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11.

America&Apos;S First Great Moderation

Number of pages: 52 Posted: 12 Jan 2016 Last Revised: 20 Sep 2021
Joseph H. Davis and Marc Weidenmier
The Vanguard Group and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 20 (648,822)

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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
The Vanguard Group, The Vanguard Group, Inc., The Vanguard Group, Inc. and The Vanguard Group, Inc.

Abstract:

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Stock returns, return predictability, CAPE ratio