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 04 Jun. 2026.
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

Today's Hot Picks in Authors and Packages

AMPLE  
Shiny Apps to Support Capacity Building on Harvest Control Rules
Three Shiny apps are provided that introduce Harvest Control Rules (HCR) for fisheries management. ...
Download / Learn more Package Citations See dependency  
phers  
Calculate Phenotype Risk Scores
Use phenotype risk scores based on linked clinical and genetic data to study Mendelian disease and ...
Download / Learn more Package Citations See dependency  
shinybusy  
Busy Indicators and Notifications for 'Shiny' Applications
Add indicators (spinner, progress bar, gif) in your 'shiny' applications to show the user that the ...
Download / Learn more Package Citations See dependency  
golem  
A Framework for Robust Shiny Applications
An opinionated framework for building a production-ready 'Shiny' application. This package contains ...
Download / Learn more Package Citations See dependency  
murphydiagram  
Murphy Diagrams for Forecast Comparisons
Data and code for the paper by Ehm, Gneiting, Jordan and Krueger ('Of Quantiles and Expectiles: Con ...
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  

27,268

R Packages

233,548

Dependencies

72,590

Author Associations

27,205

Publication Badges

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