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Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2021) Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium. Journal of Applied Econometrics, 36 (1). pp. 45-70. DOI https://doi.org/10.1002/jae.2794



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