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Maximizing Equity Market Sector Predictability in a Bayesian Time Varying Parameter Model* - page 42 / 46

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Figure 2

Factor Loadings for Selected Economic Sectors The graphs below present the time varying sensitivities for some of the factors in some of the sectors discussed in the paper. The complete set of these graphs, is available upon request from the authors.

2a

Energy Sector: Time-Varying Exposure to the Oil Factor

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Financials Sector: Time-Varying Exposure to the Dividend Yield Factor

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