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Table 2
Fig. 1. Conditional probability density function for quarterly ex post real gross returns at threeconditioning sets: (1) Solid line: the PDF at the conditioning set that all lagged returns are set at theunconditional mean; (2) broken line: the PDF at the c
Fig. 2. Impulse responses of quarterly ex post real gross returns to a 10% return shock
Fig. 3. Top panel: probability density function for the gross returns simulated from the baselinemodel
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