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Research Papers
US Business Cycle Predictability and Investment Strategy
Part NPRI Date 2016/08/02 Hits 422

US Business Cycle Predictability and Investment Strategy

- Focusing on Stock and Bond Market

 

Sohn Kyoung Woo, Deputy Research Fellow, NPRI

Choi Young Min, Deputy Research Fellow, NPRI

 

¥°. Introduction

II. Business Cycle and Stock Market Cycle

1. Business Cycle

2. Business Cycle and Stock Market

¥². Forecast of Stock Market and Investment Strategies

1. Forecast of Business Cycle

2. Forecast of Stock Market

3. Investment Strategies: Out of Sample Test

¥³. Conclusion

V. References

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