Other packages > Find by keyword >

jubilee  

Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles
View on CRAN: Click here


Download and install jubilee package within the R console
Install from CRAN:
install.packages("jubilee")

Install from Github:
library("remotes")
install_github("cran/jubilee")

Install by package version:
library("remotes")
install_version("jubilee", "0.3.3")



Attach the package and use:
library("jubilee")
Maintained by
Stephen H-T. Lihn
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-09-03
Latest Update: 2020-01-24
Description:
A long-term forecast model called "Jubilee-Tectonic model" is implemented to forecast future returns of the U.S. stock market, Treasury yield, and gold price. The five-factor model forecasts the 10-year and 20-year future equity returns with high R-squared above 80 percent. It is based on linear growth and mean reversion characteristics in the U.S. stock market. This model also enhances the CAPE model by introducing the hypothesis that there are fault lines in the historical CAPE, which can be calibrated and corrected through statistical learning. In addition, it contains a module for business cycles, optimal interest rate, and recession forecasts.
How to cite:
Stephen H-T. Lihn (2018). jubilee: Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles. R package version 0.3.3, https://cran.r-project.org/web/packages/jubilee. Accessed 07 Nov. 2024.
Previous versions and publish date:
0.2.4 (2018-09-03 13:30), 0.2.5 (2018-09-11 21:40), 0.3.1 (2019-07-19 23:30)
Other packages that cited jubilee R package
View jubilee citation profile
Other R packages that jubilee depends, imports, suggests or enhances
Complete documentation for jubilee
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

robregcc  
Robust Regression with Compositional Covariates
We implement the algorithm estimating the parameters of the robust regression model with composition ...
Download / Learn more Package Citations See dependency  
con2aqi  
Calculate the AQI from Pollutant Concentration
To calculate the AQI (Air Quality Index) from pollutant concentration data. O3, PM2.5, PM10, CO, SO ...
Download / Learn more Package Citations See dependency  
bacondecomp  
Goodman-Bacon Decomposition
Decomposition for differences-in-differences with variation in treatment timing from Goodman-Bacon ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

23,092

R Packages

198,677

Dependencies

62,675

Author Associations

23,089

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA