Browsing BI Open by Author "Steen, Ole Arne Jakobsen"

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Time-varying stock market return predictability: Do we have what it takes?

Touray, Ousman; Steen, Ole Arne Jakobsen (Master thesis, 2020)

We use a dividend-yield model from Campbell and Shiller (1988) to forecast the future stock market return on the U.S and Norwegian data from 1984-2018. We use the method from Cochrane (2008), by regressing a Vector ...