Joseph H. Davis

The Vanguard Group

100 Vanguard Blvd

Malvern, PA 19355

United States

  • The Vanguard Group

SCHOLARLY PAPERS

10

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Top 25,828

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1,789

CITATIONS
Rank 21,532

SSRN RANKINGS

Top 21,532

in Total Papers Citations

30

Scholarly Papers (10)

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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 1,172 (16,944)

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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 291 (103,601)
Citation 1

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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 114 (240,644)
Citation 2

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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 Last Revised: 28 Jun 2010
Joseph H. Davis
The Vanguard Group
Downloads 64 (343,493)
Citation 2

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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 42 (414,577)

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6.

Trade Disruptions and America's Early Industrialization

NBER Working Paper No. w9944
Number of pages: 37 Posted: 02 Sep 2003 Last Revised: 05 Nov 2010
Douglas A. Irwin and Joseph H. Davis
Dartmouth College - Department of Economics and The Vanguard Group
Downloads 38 (430,302)

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7.

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 28 (474,750)

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8.

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 Michigan at Ann Arbor
Downloads 23 (501,757)

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9.

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 17 (536,693)

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10.

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