Saint Louis University, Simon Chair of Economics
Director of the Simon Center for Regional Forecasting
Strausjk@slu.edu (314) 977-3813 DS 302
Saint Louis University, Simon Chair of Economics,
University of Hawaii, Summer 2011, 2012
Monetary Adviser to the National Bank of Azerbaijan
Monetary and Econometric Adviser to the Central Bank of Egypt - Constructed Macroeconomic & Monetary Model for the Central Bank
Macroeconomic and Econometric Adviser to the Government of Ukraine - Designed an integrated macroeconomic and revenue model of the Ukrainian Economy
Economist Intelligence Unit Consultant for 4 years
Kiev Mohyla University Professor
Some Recent Publications:
"Does Housing Drive State-Level Job Growth?: Building Permits and Consumer Expectations Forecast a State's Economic Activity"
Forthcoming Journal of Urban Economics. Online Appendix.
"International Stock Return Predictability: What is the Role of the United States" With David Rapach and Guofu Zhou. Forthcoming Journal of Finance.
“Forecasting U.S. State-Level Employment Growth: An Amalgamation Approach.” With David Rapach. Journal of International Forecasting, June 2012
"How Predictable is the Chinese Stock Market." with Jun Tu and Goufu Zhou. Best Paper Award at The Chinese Finance Association, NYC, 2010. Journal of Financial Research, China, 9, 2011.
“Predicting Market Components Out of Sample: Asset Allocation Implications.” With David Rapach and Guofu Zhou. Journal of Portfolio Management. June 2011
“Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy,” with David Rapach and Guofu Zhou. Review of Financial Studies. Feb. 2010 23(2):821-862
“Bagging or Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth” with David Rapach . Econometric Reviews. Special Issue, 2010
“Differences in Housing Price Forecastability Across U.S. States,” with David Rapach, International Journal of Forecasting. April-June 2009.
“Forecasting U.S. Employment Growth Using Forecast Combining Methods,” with David E. Rapach, Journal of Forecasting, Jan. 2008.
“Structural Breaks and GARCH Models of Exchange Rate Volatility,” with David E. Rapach, Journal of Applied Econometrics, 23,1 65 – 90. 2008. The article was the 3 most downloaded articles for the year.
Does immigration, particularly increase in Latinos, affect African American wages, employment and incarceration rates?
“Industry return Predictability: Does it matter out-of-sample?"With David Rapach, Jun Tu and Guofu Zhou.
Forecasting Inflation in Nepal: Handing Instability with Combination Forecasts” submitted to the Central Bank of Nepal Economic Review.
"Financial Sector Shocks and G7 Business-Cycle Fluctuations." with David Rapach. Presentation of Slides at SNDE, March 2011.