← Search

Time-Varying Risk Premiums and the Output Gap

Ilan Cooper; Richard Priestley

Review of Financial Studies 2009

The output gap, a production-based macroeconomic variable, is a strong predictor of U.S. stock returns. It is a prime business cycle indicator that does not include the level of market prices, thus removing any suspicion that returns are forecastable due to a “fad” in prices being washed away. The output gap forecasts returns both in-sample and out-of-sample, and it is robust to a host of checks. We show that the output gap also has predictive power for excess stock returns in other G7 countries and U.S. excess bond returns.

DOI
10.1093/rfs/hhn087
Volume
22 (7)
Pages
2801-2833
Language
en
Export
BibTeX
Sources
openalex crossref