Tom Engsted : Citation Profile

Aarhus Universitet

19

H index

36

i10 index

1178

Citations

RESEARCH PRODUCTION:

50

Articles

39

Papers

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 38
   Journals where Tom Engsted has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 40 (3.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pen44
   Updated: 2025-01-10    RAS profile: 2023-06-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

Cenedese, Gino (15)

Mallucci, Enrico (15)

Shahbaz, Muhammad (15)

Mallucci, Enrico (15)

Kim, Jae (13)

Hyde, Stuart (13)

Issler, João (13)

Nitschka, Thomas (13)

Guillén, Osmani (12)

Hecq, Alain (11)

Kyophilavong, Phouphet (11)

Cites to:

Campbell, John (128)

Shiller, Robert (84)

Hansen, Lars (31)

Cochrane, John (26)

Johansen, Soren (22)

West, Kenneth (17)

Pedersen, Thomas (17)

Bekaert, Geert (17)

Taylor, Mark (15)

Haldrup, Niels (14)

Mankiw, N. Gregory (13)

Main data

Production by document typepaperarticle199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 19Most cited documents123456789101112131415161718192021050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250101020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Tom Engsted has published?

Journals with more than one article published# docs
Journal of International Money and Finance4
Economics Letters3
Journal of Macroeconomics3
Journal of Empirical Finance3
Journal of Economic Surveys3
Journal of International Financial Markets, Institutions and Money2
International Journal of Finance & Economics2
Journal of Applied Econometrics2
Journal of Banking & Finance2
National�konomisk tidsskrift2

Recent works citing Tom Engsted (2024 and 2023)

Year  ↓Title of citing document  ↓
2023Time-Varying Vector Error-Correction Models: Estimation and Inference. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2305.17829.

Full description at Econpapers || Download paper

2023Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms. (2023). Hains, Gaetan ; Lim, Yew-Wei ; Dutra, Gustavo ; Sachin, Niha ; Sagre, Emilio ; Whang, Steven ; Wong, Albert ; Zhang, Frank ; Khmelevsky, Youry. In: Papers. RePEc:arx:papers:2309.00618.

Full description at Econpapers || Download paper

2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

Full description at Econpapers || Download paper

2024Investment incentives of rent controls and gentrification: Evidence from German micro data. (2024). Dinger, Valeriya ; Baye, Vera. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:843-884.

Full description at Econpapers || Download paper

2023The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045.

Full description at Econpapers || Download paper

2024Time-Varying Income and Price Elasticities of Oil Demand in OECD Countries. (2024). Bucak, Aala ; Aatk, Abdurrahman Nazif ; Helmi, Mohamad Husam ; Akdeniz, Cokun ; Ball, Esra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-30.

Full description at Econpapers || Download paper

2024Investigation and optimization of PEMFC-CHP systems based on Chinese residential thermal and electrical consumption data. (2024). Ning, Wenjing ; Yuan, YI ; Lyu, Xingbao ; Tao, Wen-Quan ; Chen, LI. In: Applied Energy. RePEc:eee:appene:v:356:y:2024:i:c:s0306261923017014.

Full description at Econpapers || Download paper

2023Macroprudential policy and the real estate market: Effectiveness and repercussions. (2023). Chen, Chien-Fu ; Chiang, Shu-Hen. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000726.

Full description at Econpapers || Download paper

2024Proportional warm-glow theory and asset pricing. (2024). Smith, William ; Dreyer, Johannes Kabderian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000734.

Full description at Econpapers || Download paper

2023Fully modified least squares cointegrating parameter estimation in multicointegrated systems. (2023). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:300-319.

Full description at Econpapers || Download paper

2024High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x.

Full description at Econpapers || Download paper

2024Predictive ability tests with possibly overlapping models. (2024). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

Full description at Econpapers || Download paper

2023Housing prices and macroprudential policies: Evidence from microdata. (2023). Singh, Bhupal. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s093936252200070x.

Full description at Econpapers || Download paper

2023Assignats or death: The politics and dynamics of hyperinflation in revolutionary France. (2023). Ingber, Joshua S ; Rouanet, Louis ; Cutsinger, Bryan P. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001393.

Full description at Econpapers || Download paper

2023Inflation and west African sectoral stock price indices: An asymmetric kernel method analysis. (2023). Banto, Jean Michel ; Some, Sobom Matthieu ; Aurelien, Libaud Rudy. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001042.

Full description at Econpapers || Download paper

2023Industry regulation and the comovement of stock returns. (2023). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:206-219.

Full description at Econpapers || Download paper

2024Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Lu, Andrea ; Liu, Jinyu ; Chen, Zhuo ; Tao, Libin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287.

Full description at Econpapers || Download paper

2024House price bubbles under the COVID-19 pandemic. (2024). Pedersen, Thomas Q ; Moller, Stig V ; Hansen, Jacob H ; Schutte, Christian M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001299.

Full description at Econpapers || Download paper

2023The crucial role of the five-year Treasury in the US yield curve. (2023). Chen, Yu-Lun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003447.

Full description at Econpapers || Download paper

2024Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673.

Full description at Econpapers || Download paper

2023Can the global financial cycle explain the episodes of exuberance in international housing markets?. (2023). Liu, Qingya ; Wang, Xichen. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005438.

Full description at Econpapers || Download paper

2023Options market ambiguity and its information content. (2023). Han, YU ; Chen, Qiang. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000799.

Full description at Econpapers || Download paper

2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

Full description at Econpapers || Download paper

2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

Full description at Econpapers || Download paper

2023Web-scraping housing prices in real-time: The Covid-19 crisis in the UK. (2023). Meunier, Baptiste ; bricongne, jean-charles ; Pouget, Sylvain. In: Journal of Housing Economics. RePEc:eee:jhouse:v:59:y:2023:i:pb:s105113772200078x.

Full description at Econpapers || Download paper

2023Cooling the mortgage loan market: The effect of borrower-based limits on new mortgage lending. (2023). Melecký, Martin ; Hodula, Martin ; Szabo, Milan ; Pfeifer, Luka. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000098.

Full description at Econpapers || Download paper

2023Stock market evidence on the international transmission channels of US monetary policy surprises. (2023). Nitschka, Thomas ; Maurer, Tim D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000670.

Full description at Econpapers || Download paper

2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

Full description at Econpapers || Download paper

2023International stock return predictability: The role of U.S. uncertainty spillover. (2023). Yu, Jiasheng ; Liu, Hongkui ; Jiang, Fuwei ; Zhang, Huajing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002329.

Full description at Econpapers || Download paper

2023Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

Full description at Econpapers || Download paper

2023Financial market spillovers and macroeconomic shocks: Evidence from China. (2023). Guo, Kun ; Wu, Jie ; Liu, Yue ; Feng, Haoyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000879.

Full description at Econpapers || Download paper

2023Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

Full description at Econpapers || Download paper

2023Development and Verification of a Regional Residential Electricity Consumption Estimation Method. (2023). Pandyaswargo, Andante Hadi ; Guo, Yanghui ; Onoda, Hiroshi ; Matsumoto, Koki. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:23:p:7738-:d:1286468.

Full description at Econpapers || Download paper

2023Global Disaster Risk Matters. (2023). Zhu, Xiaoneng ; Zhang, Qunzi ; Yao, Jiaquan ; Chen, Jian. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:576-597.

Full description at Econpapers || Download paper

2023Constructing a house price misalignment indicator: revisited and revamped. (2023). Lenarčič, Črt ; Lenari, RT ; Damjanovi, Milan. In: MPRA Paper. RePEc:pra:mprapa:118489.

Full description at Econpapers || Download paper

2023Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: CEIS Research Paper. RePEc:rtv:ceisrp:555.

Full description at Econpapers || Download paper

2023Non-linear structures, chaos, and bubbles in U.S. regional housing markets. (2023). Bui, Thuy ; Emekter, Riza ; Jirasakuldech, Benjamas. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09598-4.

Full description at Econpapers || Download paper

2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

Full description at Econpapers || Download paper

Works by Tom Engsted:

Year  ↓Title  ↓Type  ↓Cited  ↓
2002Long-run forecasting in multicointegrated systems In: Economics Working Papers.
[Full Text][Citation analysis]		paper11
2003Long-Run Forecasting in Multicointegrated Systems.(2003) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2002Long-Run Forecasting in Multicointegrated Systems.(2002) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2004Long-run forecasting in multicointegrated systems.(2004) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2018Frekvensbaserede versus bayesianske metoder i empirisk økonomi In: Economics Working Papers.
[Full Text][Citation analysis]		paper0
2007Habit Formation, Surplus Consumption and Return Predictability: International Evidence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper13
2010Habit formation, surplus consumption and return predictability: International evidence.(2010) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2008Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper12
2012Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model.(2012) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2009Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak In: CREATES Research Papers.
[Full Text][Citation analysis]		paper19
2009The dividend-price ratio does predict dividend growth: International evidence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper31
2010The dividend-price ratio does predict dividend growth: International evidence.(2010) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2010Pitfalls in VAR based return decompositions: A clarification In: CREATES Research Papers.
[Full Text][Citation analysis]		paper68
2012Pitfalls in VAR based return decompositions: A clarification.(2012) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		article
2010Testing for rational bubbles in a co-explosive vector autoregression In: CREATES Research Papers.
[Full Text][Citation analysis]		paper30
2010Testing for rational bubbles in a co-explosive vector autoregression.(2010) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2012Testing for rational bubbles in a coexplosive vector autoregression.(2012) In: Econometrics Journal.
[Citation analysis]
This paper has nother version. Agregated cites: 30		article
2010The log-linear return approximation, bubbles, and predictability In: CREATES Research Papers.
[Full Text][Citation analysis]		paper32
2012The Log-Linear Return Approximation, Bubbles, and Predictability.(2012) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2011Cross-sectional consumption-based asset pricing: The importance of consumption timing and the inclusion of severe crises In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2011Bias-correction in vector autoregressive models: A simulation study In: CREATES Research Papers.
[Full Text][Citation analysis]		paper12
2014Bias-Correction in Vector Autoregressive Models: A Simulation Study.(2014) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2012Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries In: CREATES Research Papers.
[Full Text][Citation analysis]		paper27
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2013Housing market volatility in the OECD area: Evidence from VAR based return decompositions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper6
2014Housing market volatility in the OECD area: Evidence from VAR based return decompositions.(2014) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2013Bond return predictability in expansions and recessions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2014Fama on bubbles In: CREATES Research Papers.
[Full Text][Citation analysis]		paper6
2016FAMA ON BUBBLES.(2016) In: Journal of Economic Surveys.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2015Explosive bubbles in house prices? Evidence from the OECD countries In: CREATES Research Papers.
[Full Text][Citation analysis]		paper72
2016Explosive bubbles in house prices? Evidence from the OECD countries.(2016) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		article
2016The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2016Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2018Disappearing money illusion In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
1993The Term Structure of Interest Rates in Denmark 1982-89: Testing the Rational Expectations/Constant Liquidity Premium Theory. In: Bulletin of Economic Research.
[Citation analysis]		article1
1994The Classic European Hyperinflations Revisited: Testing the Cagan Model Using a Cointegrated VAR Approach. In: Economica.
[Full Text][Citation analysis]		article15
2004The Comovement of US and UK Stock Markets In: European Financial Management.
[Full Text][Citation analysis]		article32
2002The comovement of US and UK stock markets..(2002) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2002Measures of Fit for Rational Expectations Models In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article7
2002 Measures of Fit for Rational Expectations Models. In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article15
1999 Multicointegration in Stock-Flow Models. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article18
1995 The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure. In: Scandinavian Journal of Economics.
[Citation analysis]		article14
1996Multicointegration and present value relations In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2015Cross-sectional consumption-based asset pricing: A reappraisal In: Economics Letters.
[Full Text][Citation analysis]		article0
1996The monetary model of the exchange rate under hyperinflation: New encouraging evidence In: Economics Letters.
[Full Text][Citation analysis]		article13
1997Testing for multicointegration In: Economics Letters.
[Full Text][Citation analysis]		article40
2001The Danish stock and bond markets: comovement, return predictability and variance decomposition In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article30
1993Short- and long-run elasticities in energy demand : A cointegration approach In: Energy Economics.
[Full Text][Citation analysis]		article96
2001A revival of the autoregressive distributed lag model in estimating energy demand relationships In: Energy.
[Full Text][Citation analysis]		article124
1999A Revival of the Autoregressive Distributed Lag Model in Estimating Energy Demand Relationships..(1999) In: Aarhus School of Business - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2007The comovement of US and German bond markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article21
2006Explosive bubbles in the cointegrated VAR model In: Finance Research Letters.
[Full Text][Citation analysis]		article24
2002The relation between asset returns and inflation at short and long horizons In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article31
2000The Relation Between Asset Returns and Inflation at Short and Long Horizons..(2000) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
1996The predictive power of the money market term structure In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
1994Cointegration and the US term structure In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article105
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.
[Full Text][Citation analysis]		article24
2003Misspecification versus bubbles in hyperinflation data: comment In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2002Misspecification versus bubbles in hyperinflation data: Comment..(2002) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
1998Money Demand During Hyperinflation: Cointegration, Rational Expectations, and the Importance of Money Demand Shocks In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article12
2002Measuring noise in the Permanent Income Hypothesis In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article1
2000Measuring Noise in the Permanent Income Hypothesis.(2000) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1997Money demand, adjustment costs, and forward-looking behavior In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article5
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.
[Full Text][Citation analysis]		article3
2003A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability.(2003) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2024What Is the False Discovery Rate in Empirical Research? In: Econ Journal Watch.
[Full Text][Citation analysis]		article0
1997Grangers Representation Theorem and Multicointegration In: Economics Working Papers.
[Citation analysis]		paper8
1997Dynamic Modelling of Energy Demand : A Guided Tour Through the Jungle of Unit Roots and Cointegration. In: Aarhus School of Business - Department of Economics.
[Citation analysis]		paper8
2000Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. In: Finance Working Papers.
[Full Text][Citation analysis]		paper1
2001A New Test for Speculative Bubbles Based on Return Variance Decompositions. In: Finance Working Papers.
[Full Text][Citation analysis]		paper1
2003Aktiemarkedet In: Finance Working Papers.
[Citation analysis]		paper0
2003An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 In: Finance Working Papers.
[Full Text][Citation analysis]		paper0
2003Denmark - A chapter on the Danish Bond Market In: Finance Working Papers.
[Full Text][Citation analysis]		paper1
2004Speculative bubbles in stock prices? Tests based on the price-dividend ratio. In: Finance Working Papers.
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
1998Evaluating the Consumption-Capital Asset Pricing Model Using Hansen-Jagannathan Bounds: Evidence from the UK. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article6
1999Estimating the LQAC Model with I(2) Variables. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article10
1994The Linear Quadratic Adjustment Cost Model and the Demand for Labour. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article15
1993Cointegration and Cagans Model of Hyperinflation under Rational Expectations. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article29
2023Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective In: SocArXiv.
[Full Text][Citation analysis]		paper0
2021The Yield Spread and Bond Return Predictability in Expansions and Recessions In: The Review of Financial Studies.
[Full Text][Citation analysis]		article9
2000Regime shifts in the Danish term structure of interest rates In: Empirical Economics.
[Full Text][Citation analysis]		article13
1998Do farmland prices reflect rationally expected future rents? In: Applied Economics Letters.
[Full Text][Citation analysis]		article11
1997Common stochastic trends in international stock prices and dividends: an example of testing overidentifying restrictions on multiple cointegration vectors In: Applied Financial Economics.
[Full Text][Citation analysis]		article10
2009Statistical vs. economic significance in economics and econometrics: further comments on McCloskey and Ziliak In: Journal of Economic Methodology.
[Full Text][Citation analysis]		article19
1995Does the Long-Term Interest Rate Predict Future Inflation? A Multi-country Analysis. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article33

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team