Tom Engsted : Citation Profile


Are you Tom Engsted?

Aarhus Universitet

17

H index

27

i10 index

882

Citations

RESEARCH PRODUCTION:

43

Articles

38

Papers

RESEARCH ACTIVITY:

   25 years (1993 - 2018). See details.
   Cites by year: 35
   Journals where Tom Engsted has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 36 (3.92 %)

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   Permalink: http://citec.repec.org/pen44
   Updated: 2020-07-04    RAS profile: 2019-11-05    
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Relations with other researchers


Works with:

Pedersen, Thomas (7)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tom Engsted.

Is cited by:

Guillén, Osmani (22)

Cenedese, Gino (15)

Mallucci, Enrico (15)

Hyde, Stuart (12)

Issler, João (12)

Kim, Jae (11)

Nielsen, Bent (9)

Rambaccussing, Dooruj (9)

Kontonikas, Alexandros (9)

Hecq, Alain (9)

McAleer, Michael (8)

Cites to:

Campbell, John (103)

Shiller, Robert (66)

Hansen, Lars (24)

Johansen, Soren (20)

Pedersen, Thomas (17)

Cochrane, John (16)

Taylor, Mark (14)

West, Kenneth (14)

Hodrick, Robert (13)

Haldrup, Niels (13)

Bekaert, Geert (13)

Main data


Where Tom Engsted has published?


Journals with more than one article published# docs
Journal of International Money and Finance4
Journal of Macroeconomics3
Economics Letters3
Journal of Empirical Finance3
Journal of Applied Econometrics2
Journal of International Financial Markets, Institutions and Money2
Journal of Economic Surveys2
International Journal of Finance & Economics2
Journal of Banking & Finance2

Recent works citing Tom Engsted (2018 and 2017)


YearTitle of citing document
2017The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias. In: CREATES Research Papers. RePEc:aah:create:2017-06.

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2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew ; Jorgensen, Kasper ; Andreasen, Martin Moller. In: CREATES Research Papers. RePEc:aah:create:2019-10.

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2019Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16.

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2018Land speculation and conservation policy leakage in Brazil. (2018). Soares-Filho, B ; Kalkuhl, M ; Borner, J ; Miranda, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277285.

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20172016 WAEA Winning Student Submission: The Effect of Saskatchewans Ownership Restrictions on Farmland Values. (2017). Micheels, Eric ; Gabruch, Mandy L. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:252758.

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2019Non-Stationary Dividend-Price Ratios. (2019). Neokosmidis, Ioannis ; Polimenis, Vassilis . In: Papers. RePEc:arx:papers:1902.06053.

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2019Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2017Growing the Growth of the Ghanaian Economy: Is the Function of the Countrys Financial Development of Any Significance?. (2017). RAFINDADI, ABDULKADIR ; Aliyu, Almustapha A. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:206-221.

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2018Structural Breaks and the Expectations Hypothesis of the Term Structure: Some Empirical Evidence for the Philippines (2001-2017). (2018). Tronzano, Marco. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1472-1481.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1887.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1890.

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2018Testing the easterlin paradox: Results and policy implications. (2018). Beja, Edsel L. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:2:y:2018:i:2:p:79-83.

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2019THE DYNAMICS OF HOUSE PRICES AND FISCAL POLICY SHOCKS IN TURKEY. (2019). Yacibai, Ozge Filiz ; Yildirim, Mustafa Ozan. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:220:p:39-59.

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2019Estimating à Cagan-type Demand Function for Gold: 1561–1913. (2019). Deviatov, Alexei. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:3:p:122-136.

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2018Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence. (2018). Kim, Jae H ; Ji, Philip Inyeob ; Ahmed, Kamran. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:524-546.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6482.

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2018Global financial cycles and risk premiums. (2018). Jorda, Oscar ; Ward, Felix ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12969.

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2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1667.

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2017Quantitative easing and exuberance in government bond markets: Evidence from the ECBs expanded asset purchase program. (2017). Dröes, Martijn ; Mattheussens, Simona ; van Lamoen, Ryan ; Droes, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:548.

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2019Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2019). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:660.

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2017The Impact of Macroeconomic, Oil Prices and Socio-economic Factors on Exchange Rate in Pakistan: An Auto Regressive Distributed Lag Approach. (2017). Ramakrishnan, Suresh ; Anuar, Melati Ahmad ; Butt, Shamaila . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-62.

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2017Climate Changes in Africa: Does Economic Growth Matter? A Semi-parametric Approach. (2017). Awad, Atif ; Warsame, Mohammed Hersi . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-01.

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2018The Role of Globalization on CO2 Emission in Vietnam Incorporating Industrialization, Urbanization, GDP per Capita and Energy Use. (2018). Phong, Le Hoang ; Gia, Ho Hoang ; Bach, Dang Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-33.

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2017The behavior of money demand in the Chinese hyperinflation. (2017). Zhao, Liuyan. In: China Economic Review. RePEc:eee:chieco:v:42:y:2017:i:c:p:145-154.

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2018Bias-corrected estimation for speculative bubbles in stock prices. (2018). Kruse, Robinson ; Wegener, Christoph ; Kaufmann, Hendrik. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364.

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2019Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2020A multicointegration model of global climate change. (2020). Stern, David ; Csereklyei, Zsuzsanna ; Bruns, Stephan B. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:175-197.

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2017A tale of fat tails. (2017). Dave, Chetan ; Malik, Samreen. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:293-317.

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2017Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184.

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2018Market timing over the business cycle. (2018). Sander, Magnus . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:130-145.

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2017Energy demand, substitution and environmental taxation: An econometric analysis of eight subsectors of the Danish economy. (2017). Møller, Niels ; Moller, Niels Framroze. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:97-109.

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2017Habit formation and exhaustible resource risk-pricing. (2017). Nguimkeu, Pierre ; Kakeu, Johnson. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:1-12.

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2019Human capital and export diversification as new determinants of energy demand in the United States. (2019). Shahbaz, Muhammad ; Gözgör, Giray ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:335-349.

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2018The price and income elasticity of Chinas natural gas demand: A multi-sectoral perspective. (2018). Ji, Qiang ; Fan, Ying ; Zhang, YI. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:332-341.

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2018The welfare effects of energy price changes due to energy market reform in Mexico. (2018). Moshiri, Saeed ; Martinez, Miguel Alfonso. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:663-672.

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2019Household demand for electricity: The role of market distortions and prices in competition policy. (2019). Managi, Shunsuke ; Karunarathna, Muditha ; Wilson, Clevo ; Athukorala, Wasantha. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519305191.

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2020The impact of minimum OTTV legislation on building energy consumption. (2020). Zhang, Lin ; Ridley, Ian ; Sheng, Weili. In: Energy Policy. RePEc:eee:enepol:v:136:y:2020:i:c:s0301421519306627.

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2020Chinese renewable energy industries’ boom and recession: Evidence from bubble detection procedure. (2020). Moldovan, Nicoleta-Claudia ; Lobon, Oana-Ramona ; Su, Chi-Wei ; Wang, Kai-Hua. In: Energy Policy. RePEc:eee:enepol:v:138:y:2020:i:c:s0301421519307852.

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2017Modeling urban building energy use: A review of modeling approaches and procedures. (2017). Li, Wenliang ; Zhang, Xuesong ; Chen, Gang ; Wang, YU ; Eom, Jiyong ; Cetin, Kristen ; Zhou, Yuyu. In: Energy. RePEc:eee:energy:v:141:y:2017:i:c:p:2445-2457.

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2019A time varying approach on the price elasticity of electricity in India during 1975–2013. (2019). Tiwari, Aviral ; Menegaki, Angeliki N. In: Energy. RePEc:eee:energy:v:183:y:2019:i:c:p:385-397.

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2020Quantile partial adjustment model with application to predicting energy demand in China. (2020). Cheng, Fenfen ; Zhou, Kaile ; Yang, Shanlin. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322145.

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2017International stock return predictability: Evidence from new statistical tests. (2017). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:97-113.

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2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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2019Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets. (2019). Ohk, Ki Yool ; Wu, Ming ; Ko, Kwangsoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:58-68.

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2017Do cointegrated commodities bubble together? the case of hog, corn, and soybean. (2017). Bagnarosa, Guillaume ; Dowling, Michael ; Alexakis, Christos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:96-102.

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2018Control-ownership disparity and stock market Predictability: Evidence from Korean chaebols. (2018). Joe, Denis Yongmin ; Park, Cheolbeom ; Oh, Frederick Dongchuhl. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:6-11.

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2018Technical analysis and stock return predictability: An aligned approach. (2018). Lin, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:103-123.

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2019Conditional tail risk measures for the skewed generalised hyperbolic family. (2019). Landsman, Zinoviy ; Ignatieva, Katja. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:98-114.

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2017Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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2017Dividends, earnings, and predictability. (2017). Moller, Stig V ; Sander, Magnus . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:153-163.

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2019The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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2019Short waves in Hungary, 1923 and 1946: Persistence, chaos, and (lack of) control. (2019). Hartwell, Christopher. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:163:y:2019:i:c:p:532-550.

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2018An intertemporal CAPM with stochastic volatility. (2018). Campbell, John ; Turley, Robert ; Polk, Christopher ; Giglio, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:207-233.

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2018When do CDS spreads lead? Rating events, private entities, and firm-specific information flows. (2018). Lee, Jongsub ; Velioglu, Guner ; Naranjo, Andy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:556-578.

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2020Time-varying inflation risk and stock returns. (2020). Duarte, Fernando ; Szymanowska, Marta ; De Roon, Frans ; Boons, Martijn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470.

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2020Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world. (2020). Martínez García, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560618305813.

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2017International house price cycles, monetary policy and credit. (2017). Bauer, Gregory. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114.

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2018The impact of ECB monetary policy surprises on the German stock market. (2018). Fausch, Jurg ; Sigonius, Markus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:46-63.

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2020Money demand and seignorage maximization before the end of the Zimbabwean dollar. (2020). NDHLELA, THANDINKOSI ; Miller, Stephen Matteo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419300539.

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2018Oil consumption, economic growth, and oil futures: The impact of long-run oil supply uncertainty on asset prices. (2018). Ready, Robert C. In: Journal of Monetary Economics. RePEc:eee:moneco:v:94:y:2018:i:c:p:1-26.

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2018A new government bond volatility index predictor for the U.S. equity premium. (2018). Pan, Zheyao ; Chan, Kam Fong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:200-215.

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2020Correlation analysis and systemic risk measurement of regional, financial and global stock indices. (2020). Stanley, Eugene H ; Qiao, Zhilin ; Han, Qian ; Chen, Lin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119315158.

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2018Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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2020European equity markets: Who is the truly representative investor?. (2020). Pozo, Ricardo Ferrero ; Alonso, Ana Belen ; Suarez, Javier Rojo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:325-346.

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2019Exuberance and spillovers in housing markets: Evidence from first- and second-tier cities in China. (2019). Chiang, Shu-Hen ; Tsai, I-Chun ; I-Chun Tsai, . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:77:y:2019:i:c:p:75-86.

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2018Estimation of Environmental Kuznets Curve for CO2 emission: Role of renewable energy generation in India. (2018). Sinha, Avik ; Shahbaz, Muhammad. In: Renewable Energy. RePEc:eee:renene:v:119:y:2018:i:c:p:703-711.

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2017A note on the electricity-growth nexus in Lao PDR. (2017). Shahbaz, Muhammad ; Kyophilavong, Phouphet ; Oh, Jeong-Soo ; Kim, Byoungki. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:77:y:2017:i:c:p:1251-1260.

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2018The validation of Granger causality through formulation and use of finance-growth-energy indexes. (2018). Khan, Abid ; Saeed, Muhammad Daniel ; Hayat, Farah. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p2:p:1859-1867.

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2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

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2018Dividend growth and equity premium predictability. (2018). Zhu, Min ; Wang, You-Gan ; Du, KE ; Chen, Rui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:125-137.

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2018Is there a bubble component in government debt? New international evidence. (2018). Chen, Shyh-Wei ; Wu, An-Chi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:467-486.

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2017Discount rate or cash flow contagion? Evidence from the recent financial crises. (2017). Jiang, Junhua . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:315-326.

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2019Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile. (2019). Gil-Alana, Luis ; Valenzuela, Mario ; Costamagna, Rodrigo ; Dettoni, Robinson. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:269-281.

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2019Regional and global integration of Asian stock markets. (2019). Ferreira, Paulo ; Vieira, Isabel ; Dionisio, Andreia ; Mohti, Wahbeeah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:357-368.

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2018An Intertemporal CAPM with stochastic volatility. (2018). Campbell, John ; Turley, Robert ; Polk, Christopher ; Giglio, Stefano. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:69634.

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2017Back to the Land: The Impact of Financial Inclusion on Agriculture in Nigeria. (2017). Olaniyi, Evans. In: Iranian Economic Review (IER). RePEc:eut:journl:v:21:y:2017:i:4:p:885.

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2019Sustainability of the Brazilian public pebt an analysis using multicointegration. (2019). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:805.

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2019Sustainability of Brazilian public debt: analysis of a possible structural break in the recent period. (2019). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:806.

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2017Multicointegração e sustentabilidade da política fiscal no Brasil com regime de quebras estruturais (1997-2015). (2017). Triches, Divanildo ; Sleimann, Luis Antonio. In: Revista Brasileira de Economia - RBE. RePEc:fgv:epgrbe:v:71:y:2017:i:3:a:66468.

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2017Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices. (2018). Pavlidis, Efthymios ; Martínez García, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:325.

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2018Global Financial Cycles and Risk Premiums. (2018). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar ; Ward, Felix. In: Working Paper Series. RePEc:fip:fedfwp:2018-05.

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2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew C ; Joergensen, Kasper ; Andreasen, Martin M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-40.

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2018Regressive Welfare Effects of Housing Bubbles. (2018). Phan, Toan ; Graczyk, Andrew. In: Working Paper. RePEc:fip:fedrwp:18-10.

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2017Comparison of the Predictive Ability of Single and Multi-Regime Models of Stock Market Dynamics. (2017). Zyamalov, Vadim ; Ye, Vadim. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:170206:p:64-75.

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2020Agricultural Land Price Convergence: Evidence from Polish Provinces. (2020). Gumieniak, Agata ; Tomal, Mateusz. In: Agriculture. RePEc:gam:jagris:v:10:y:2020:i:5:p:183-:d:361302.

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2017Modeling of Electricity Demand for Azerbaijan: Time-Varying Coefficient Cointegration Approach. (2017). Hasanov, Fakhri ; Bollino, Carlo Andrea ; Mahmudlu, Ceyhun ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:11:p:1918-:d:119727.

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2018Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households. (2018). Poitras, Geoffrey ; Zanotti, Giovanna. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:42-:d:158481.

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2020Energy Efficiency and GHG Emissions Mapping of Buildings for Decision-Making Processes against Climate Change at the Local Level. (2020). Reig-Fabado, Antonio ; Lerma-Arce, Victoria ; Lemus-Zuiga, Lenin-Guillermo ; Coll-Aliaga, Eloina ; Oliver-Villanueva, Jose-Vicente ; Lorenzo-Saez, Edgar. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2982-:d:342995.

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2019Intellectual Capital and Financial Performance: A Meta-Analysis and Research Agenda. (2019). Berger-Remy, Fabienne ; Albertini, Elisabeth. In: Post-Print. RePEc:hal:journl:hal-02139763.

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2019Interest rates, inflation, and exchange rates in fragile EMEs: A fresh look at the long-run interrelationships. (2019). Comert, Metehan ; Kaptan, Sava ; Kaya, Aye ; En, Huseyin. In: Working Papers. RePEc:hal:wpaper:halshs-02095652.

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2017Determinants of Housing Prices and Bubble Detection: Evidence from Seven Advanced Economies. (2017). Vogiazas, Sofoklis ; Alexiou, Constantinos. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:45:y:2017:i:1:d:10.1007_s11293-017-9531-0.

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2019Stock market behavior of pharmaceutical industry in Iran and macroeconomic factors. (2019). Mohammadzadeh, Yousef ; Kahriz, Arash Refah ; Heidari, Hassan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9228-7.

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2019Stock returns and inflation: a tale of two periods in India. (2019). Dar, Arif ; Bhanja, Niyati. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:4:d:10.1007_s10644-018-9231-z.

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2017What Drives Housing Markets: Fundamentals or Bubbles?. (2017). Liu, Renhe ; Chen, YI ; Lv, Jiaqi ; Hui, Eddie Chi-Man. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-016-9565-0.

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2018When Bubble Meets Bubble: Contagion in OECD Countries. (2018). Pinchao-Rosero, Andres ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:4:d:10.1007_s11146-017-9605-4.

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2017Exuberance in the U.K. Regional Housing Markets. (2017). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan ; Yusupova, Alisa Yevgenyevna . In: Working Papers. RePEc:lan:wpaper:168117137.

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2018How do Housing Prices and Business Cycles Interact in Spain? An Empirical Analysis/¿Cómo interactúan los precios de la vivienda y el ciclo económico en España? Un análisis empírico. (2018). Sala-Rios, Merce ; Torres-Sole, Teresa ; Farre-Perdiguer, Mariona. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_3_12.

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2018The Fisher Equation: A Nonlinear Panel Data Approach. (2018). Lin, Shu-Chin ; Suen, Yu-Bo ; Hsieh, Joyce ; Kim, Dong-Hyeon. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:1:p:162-180.

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2018The Relative Importance of Cash Flow News and Discount Rate News at Driving Stock Price Change. (2018). Nor, Fauzias Mat ; Jafarian, Mohsen ; Ibrahim, Izani. In: Capital Markets Review. RePEc:mfa:journl:v:26:y:2018:i:1:p:56-72.

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More than 100 citations found, this list is not complete...

Works by Tom Engsted:


YearTitleTypeCited
2002Long-run forecasting in multicointegrated systems In: Economics Working Papers.
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2003Long-Run Forecasting in Multicointegrated Systems.(2003) In: Discussion Papers of DIW Berlin.
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2002Long-Run Forecasting in Multicointegrated Systems.(2002) In: Finance Working Papers.
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2004Long-run forecasting in multicointegrated systems.(2004) In: Journal of Forecasting.
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2018Frekvensbaserede versus bayesianske metoder i empirisk økonomi In: Economics Working Papers.
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2007Habit Formation, Surplus Consumption and Return Predictability: International Evidence In: CREATES Research Papers.
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2010Habit formation, surplus consumption and return predictability: International evidence.(2010) In: Journal of International Money and Finance.
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2008An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns In: CREATES Research Papers.
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paper3
2010An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish Stock and bond returns.(2010) In: International Journal of Finance & Economics.
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2008Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model In: CREATES Research Papers.
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2012Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model.(2012) In: Journal of Empirical Finance.
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2009Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak In: CREATES Research Papers.
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2009The dividend-price ratio does predict dividend growth: International evidence In: CREATES Research Papers.
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2010The dividend-price ratio does predict dividend growth: International evidence.(2010) In: Journal of Empirical Finance.
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2010Pitfalls in VAR based return decompositions: A clarification In: CREATES Research Papers.
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2012Pitfalls in VAR based return decompositions: A clarification.(2012) In: Journal of Banking & Finance.
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2010Testing for rational bubbles in a co-explosive vector autoregression In: CREATES Research Papers.
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2010Testing for rational bubbles in a co-explosive vector autoregression.(2010) In: Economics Papers.
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2012Testing for rational bubbles in a coexplosive vector autoregression.(2012) In: Econometrics Journal.
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2010The log-linear return approximation, bubbles, and predictability In: CREATES Research Papers.
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2012The Log-Linear Return Approximation, Bubbles, and Predictability.(2012) In: Journal of Financial and Quantitative Analysis.
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2011Cross-sectional consumption-based asset pricing: The importance of consumption timing and the inclusion of severe crises In: CREATES Research Papers.
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2011Bias-correction in vector autoregressive models: A simulation study In: CREATES Research Papers.
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2014Bias-Correction in Vector Autoregressive Models: A Simulation Study.(2014) In: Econometrics.
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2012Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries In: CREATES Research Papers.
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2015Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries.(2015) In: Journal of International Money and Finance.
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2013Housing market volatility in the OECD area: Evidence from VAR based return decompositions In: CREATES Research Papers.
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2014Housing market volatility in the OECD area: Evidence from VAR based return decompositions.(2014) In: Journal of Macroeconomics.
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2013Bond return predictability in expansions and recessions In: CREATES Research Papers.
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2014Fama on bubbles In: CREATES Research Papers.
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2016FAMA ON BUBBLES.(2016) In: Journal of Economic Surveys.
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2015Explosive bubbles in house prices? Evidence from the OECD countries In: CREATES Research Papers.
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2016Explosive bubbles in house prices? Evidence from the OECD countries.(2016) In: Journal of International Financial Markets, Institutions and Money.
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2016The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? In: CREATES Research Papers.
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2016Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia In: CREATES Research Papers.
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2018Disappearing money illusion In: CREATES Research Papers.
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1993The Term Structure of Interest Rates in Denmark 1982-89: Testing the Rational Expectations/Constant Liquidity Premium Theory. In: Bulletin of Economic Research.
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2004The Comovement of US and UK Stock Markets In: European Financial Management.
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2002The comovement of US and UK stock markets..(2002) In: Finance Working Papers.
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2002 Measures of Fit for Rational Expectations Models. In: Journal of Economic Surveys.
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1999 Multicointegration in Stock-Flow Models. In: Oxford Bulletin of Economics and Statistics.
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1996Multicointegration and present value relations In: DES - Working Papers. Statistics and Econometrics. WS.
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2015Cross-sectional consumption-based asset pricing: A reappraisal In: Economics Letters.
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1996The monetary model of the exchange rate under hyperinflation: New encouraging evidence In: Economics Letters.
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1997Testing for multicointegration In: Economics Letters.
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2001The Danish stock and bond markets: comovement, return predictability and variance decomposition In: Journal of Empirical Finance.
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1993Short- and long-run elasticities in energy demand : A cointegration approach In: Energy Economics.
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2001A revival of the autoregressive distributed lag model in estimating energy demand relationships In: Energy.
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1999A Revival of the Autoregressive Distributed Lag Model in Estimating Energy Demand Relationships..(1999) In: Aarhus School of Business - Department of Economics.
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2007The comovement of US and German bond markets In: International Review of Financial Analysis.
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2006Explosive bubbles in the cointegrated VAR model In: Finance Research Letters.
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2002The relation between asset returns and inflation at short and long horizons In: Journal of International Financial Markets, Institutions and Money.
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2000The Relation Between Asset Returns and Inflation at Short and Long Horizons..(2000) In: Finance Working Papers.
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1996The predictive power of the money market term structure In: International Journal of Forecasting.
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1994Cointegration and the US term structure In: Journal of Banking & Finance.
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1996GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets In: Journal of International Money and Finance.
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2003Misspecification versus bubbles in hyperinflation data: comment In: Journal of International Money and Finance.
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2002Misspecification versus bubbles in hyperinflation data: Comment..(2002) In: Finance Working Papers.
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1998Money Demand During Hyperinflation: Cointegration, Rational Expectations, and the Importance of Money Demand Shocks In: Journal of Macroeconomics.
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2002Measuring noise in the Permanent Income Hypothesis In: Journal of Macroeconomics.
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2000Measuring Noise in the Permanent Income Hypothesis.(2000) In: Finance Working Papers.
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1997Money demand, adjustment costs, and forward-looking behavior In: Journal of Policy Modeling.
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2005A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability In: Research in International Business and Finance.
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2003A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability.(2003) In: Finance Working Papers.
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1997Grangers Representation Theorem and Multicointegration In: Economics Working Papers.
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1997Dynamic Modelling of Energy Demand : A Guided Tour Through the Jungle of Unit Roots and Cointegration. In: Aarhus School of Business - Department of Economics.
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2000Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. In: Finance Working Papers.
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2001A New Test for Speculative Bubbles Based on Return Variance Decompositions. In: Finance Working Papers.
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2003Aktiemarkedet In: Finance Working Papers.
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2003An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 In: Finance Working Papers.
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2003Denmark - A chapter on the Danish Bond Market In: Finance Working Papers.
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2004Speculative bubbles in stock prices? Tests based on the price-dividend ratio. In: Finance Working Papers.
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1998Evaluating the Consumption-Capital Asset Pricing Model Using Hansen-Jagannathan Bounds: Evidence from the UK. In: International Journal of Finance & Economics.
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1999Estimating the LQAC Model with I(2) Variables. In: Journal of Applied Econometrics.
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1994The Linear Quadratic Adjustment Cost Model and the Demand for Labour. In: Journal of Applied Econometrics.
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1993Cointegration and Cagans Model of Hyperinflation under Rational Expectations. In: Journal of Money, Credit and Banking.
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2000Regime shifts in the Danish term structure of interest rates In: Empirical Economics.
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1998Do farmland prices reflect rationally expected future rents? In: Applied Economics Letters.
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1997Common stochastic trends in international stock prices and dividends: an example of testing overidentifying restrictions on multiple cointegration vectors In: Applied Financial Economics.
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2009Statistical vs. economic significance in economics and econometrics: further comments on McCloskey and Ziliak In: Journal of Economic Methodology.
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1995Does the Long-Term Interest Rate Predict Future Inflation? A Multi-country Analysis. In: The Review of Economics and Statistics.
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