| jubilee-package {jubilee} | R Documentation |
jubilee: A package to forecast long-term growth of the US stock market and business cycles
Description
The jubilee package provides the core class and functions to forecast long-term growth of the U.S. stock market. It also contains a module for business cycles, optimal interest rate, and recession forecasts. A tutorial is provided to demonstrate how to use this package and explain the relation between the mathematical notations and the functions and data columns in this package.
Author(s)
Stephen H-T. Lihn
References
Stephen H.T. Lihn, "Jubilee Tectonic Model: Forecasting Long-Term Growth and Mean Reversion in the U.S. Stock Market." Available at SSRN: https://ssrn.com/abstract=3156574 or via DOI: http://dx.doi.org/10.2139/ssrn.3156574
Stephen H.T. Lihn, "Business Cycles, Optimal Interest Rate, and Recession Forecast From Yield Curve, Unemployment, GDP, and Payrolls." Available at SSRN: https://ssrn.com/abstract=3422278