3
H index
2
i10 index
34
Citations
Aarhus Universitet (50% share) | 3 H index 2 i10 index 34 Citations RESEARCH PRODUCTION: 4 Articles 7 Papers RESEARCH ACTIVITY: 7 years (2017 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psc898 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Erik Christian Montes Schütte. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta | 2 |
Year | Title of citing document |
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2023 | Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860. Full description at Econpapers || Download paper |
2024 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper |
2023 | A simulated electronic market with speculative behaviour and bubble formation. (2023). Mosionek-Schweda, Magdalena ; Cofre, Nicolas. In: Papers. RePEc:arx:papers:2311.12247. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Mildly Explosive Autoregression with Anti?persistent Errors. (2021). Yu, Jun ; Xiao, Weilin ; Lui, Yiu Lim. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:518-539. Full description at Econpapers || Download paper |
2024 | Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Liu, LU ; Liao, LI ; Chen, Zhuo ; Wang, Zhengwei. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336. Full description at Econpapers || Download paper |
2024 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063. Full description at Econpapers || Download paper |
2023 | Testing for explosive bubbles in the presence of non-Gaussian conditions. (2023). Feng, Hao. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004172. Full description at Econpapers || Download paper |
2024 | Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421. Full description at Econpapers || Download paper |
2024 | House 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 |
2024 | Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661. Full description at Econpapers || Download paper |
2023 | Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248. Full description at Econpapers || Download paper |
2024 | Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Suleman, Muhammad Tahir ; Niu, Zibo ; Zhu, Xuehong ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713. Full description at Econpapers || Download paper |
2023 | Targeting predictors in random forest regression. (2023). Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Sondergaard ; Christensen, Bent Jesper ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868. Full description at Econpapers || Download paper |
2023 | Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924. Full description at Econpapers || Download paper |
2024 | Addressing Google Trends inconsistencies. (2024). Domenech, Josep ; Cebrian, Eduardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001148. Full description at Econpapers || Download paper |
2023 | When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944. Full description at Econpapers || Download paper |
2024 | Measuring the Race, Ethnic, and Gender Composition of Company Workforces Using LinkedIn Data. (2024). Neumark, David ; Maloney, Elizabeth ; Berry, Alexander. In: NBER Chapters. RePEc:nbr:nberch:14962. Full description at Econpapers || Download paper |
2023 | Testing 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 |
Year | Title | Type | Cited |
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2017 | Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 14 |
2020 | Testing for explosive bubbles in the presence of autocorrelated innovations.(2020) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2018 | In Search of a Job: Forecasting Employment Growth in the US using Google Trends In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | In search of a job: Forecasting employment growth using Google Trends In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 11 |
2022 | In Search of a Job: Forecasting Employment Growth Using Google Trends.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2021 | Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Search and Predictability of Prices in the Housing Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Asset pricing with data revisions In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
2023 | Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2022 | The Anatomy of Out-of-Sample Forecasting Accuracy In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 4 |
2024 | The Anatomy of Out-of-Sample Forecasting Accuracy.(2024) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper |
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