RPubs will retire in June 2027. Your existing documents will stay accessible through December 31, 2031
and Connect Cloud is the recommended home for new publishing. Read the blog post
gravatar

mfandetti

Marc Fandetti

Recently Published

CFA Enterprising Investor Blog: tariffs as supply shocks
CAPE and the GM
Real assets
CFA Enterprising Investor Blog: tariffs and cap markets
CFA Enterprising Investor Blog: stocks and rates
Gold and inflation - Enterprising Investor blog
CAPE is high. Should we care?
Online supplement for Enterprising Investor blog.
Document
Sahm indicator chart
Create Sahm rule chart in 4 steps.
What commodity futures don't hedge: online supplement
Forecasting CAPE using time-series analysis - online supplement
This RPubs flie contains R code for all models, statistical tests, and illustrations. Please contact the author at mfandetti@gmail.com with questions or comments.