Adventures in Financial Time Series

32 Pages Posted: 8 Mar 2019

See all articles by Igor Rivin

Igor Rivin

Temple University - Mathematics Department

Date Written: March 1, 2019

Abstract

In this article we examine some macroeconomic data over the last several decades, and see if we can we can find anything interesting. In particular, we investigate how macroeconomic data affect equity prices.

Keywords: time series, macroeconomics, CAPE

JEL Classification: C01, E37, N12

Suggested Citation

Rivin, Igor, Adventures in Financial Time Series (March 1, 2019). Available at SSRN: https://ssrn.com/abstract=3344910 or http://dx.doi.org/10.2139/ssrn.3344910

Igor Rivin (Contact Author)

Temple University - Mathematics Department ( email )

Wachman Hall
1805 North Broad Street
Philadelphia, PA 19122
United States

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