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Maximizing Equity Market Sector Predictability in a Bayesian Time Varying Parameter Model* - page 44 / 46

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Figure 2 continued

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.

2e

Technology Sector: Time-Varying Intercept

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Intercept

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Telecomms Sector: Time-Varying Intercept

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Intercept

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