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cleared with the author or authors. Testing the Economic Value of Asset Return Predictability y

By Michael W. Mccracken, Giorgio Valente, Michael W. Mccrackena and Giorgio Valente B

Abstract

The views expressed are those of the individual authors and do not necessarily reflect official positions of the Federal Reserve Bank of St. Louis, the Federal Reserve System, or the Board of Governors. Federal Reserve Bank of St. Louis Working Papers are preliminary materials circulated to stimulate discussion and critical comment. References in publications to Federal Reserve Bank of St. Louis Working Papers (other than an acknowledgment that the writer has had access to unpublished material) should b

Topics: JEL classi…cation, C53, C12, C52 Keywords, Utility-based comparisons, economic value, out-of-sample forecasting, predictability
Year: 2012
OAI identifier: oai:CiteSeerX.psu:10.1.1.309.9021
Provided by: CiteSeerX
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