JR James Rich, CFA (not verified) 9th June 2024 | 10:34pm I come up with somewhat different results when I use annual (not rolling) data from 1972 (1971, Nixon suspends dollar convertibility) to 2023 and using annual CPI numbers. Full period: r2: 27% When I take the eleven years with CPI greater than 5%: r2: 42% Reply
I come up with somewhat different results when I use annual (not rolling) data from 1972 (1971, Nixon suspends dollar convertibility) to 2023 and using annual CPI numbers.
Full period: r2: 27%
When I take the eleven years with CPI greater than 5%:
r2: 42%