@data{jae.2022327.0715863367, author = {Harvey, David I. and Leybourne, Stephen J. and Sollis, Robert and Taylor, A. M. Robert}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {realtime-detection-of-regimes-of-predictability-in-the-us-equity-premium}, year = {2021}, version = {1}, url = {https://journaldata.zbw.eu/dataset/realtime-detection-of-regimes-of-predictability-in-the-us-equity-premium}, doi = "10.15456/jae.2022327.0715863367" }