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Sunspots, GDP, and the Stock Market

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  • MODIS, THEODORE

Abstract

A correlation has been observed between the US GDP and the number of sunspots as well as between the Dow Jones Industrial Average and the number of sunspots. The data cover 80 years of history. The observed correlations permit forecasts for the GDP and for the stock market in America with a future horizon of 10 years. Both being above their long-term trend they are forecasted to go over a peak around Jun-2008.

Suggested Citation

  • Modis, Theodore, 2007. "Sunspots, GDP, and the Stock Market," OSF Preprints zse25, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:zse25
    DOI: 10.31219/osf.io/zse25
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    Cited by:

    1. Wang, Hanjie & Feil, Jan-Henning & Yu, Xiaohua, 2021. "Disagreement on sunspots and soybeans futures price," Economic Modelling, Elsevier, vol. 95(C), pages 385-393.
    2. Shu-Yi Liao & Sheng-Tung Chen & Mao-Lung Huang, 2016. "Will the oil price change damage the stock market in a bull market? A re-examination of their conditional relationships," Empirical Economics, Springer, vol. 50(3), pages 1135-1169, May.
    3. Samuel K.M. Ho, 2015. "Uni-economics: impact of sunspot on human behaviour and strategic business alliances," International Journal of Human Rights and Constitutional Studies, Inderscience Enterprises Ltd, vol. 4(1), pages 24-38.
    4. Novy-Marx, Robert, 2014. "Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars," Journal of Financial Economics, Elsevier, vol. 112(2), pages 137-146.
    5. Modis, Theodore, 2017. "A hard-science approach to Kondratieff's economic cycle," Technological Forecasting and Social Change, Elsevier, vol. 122(C), pages 63-70.

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