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Predictive Regressions: A Present-Value Approach - Home
  • Predictive Regressions: A Present-Value Approach

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  • Dataframe: PR:replication_data -

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  • Replication

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Chart: Figure 1 (Updated sample through 2024)

  • 16 March 2026
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  • Replication

Replication of Figure 1 with updated data.

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Chart: Figure 1 (Sample ending in 2007)

  • 16 March 2026
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  • Replication

Replication of Figure 1 using the original sample.

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By Moxiao Li & Yilun Cai

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