| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Daily Dividend-adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability |
0 |
0 |
0 |
161 |
0 |
0 |
1 |
794 |
| A New Test for Speculative Bubbles Based on Return Variance Decompositions |
0 |
0 |
0 |
254 |
0 |
0 |
1 |
808 |
| A Revival of the Autoregressive Distributed Lag Model in Estimating Energy Demand Relationships |
0 |
0 |
0 |
6 |
1 |
1 |
4 |
4,658 |
| Aktiemarkedet |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
299 |
| An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 |
0 |
0 |
2 |
308 |
1 |
1 |
4 |
679 |
| An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns |
0 |
0 |
1 |
69 |
0 |
0 |
5 |
261 |
| Bias-correction in vector autoregressive models: A simulation study |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
146 |
| Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia |
0 |
0 |
0 |
31 |
1 |
1 |
3 |
159 |
| Bond return predictability in expansions and recessions |
0 |
0 |
0 |
130 |
0 |
0 |
1 |
224 |
| Cross-sectional consumption-based asset pricing: The importance of consumption timing and the inclusion of severe crises |
0 |
1 |
1 |
48 |
0 |
1 |
3 |
196 |
| Denmark - A chapter on the Danish Bond Market |
0 |
0 |
0 |
253 |
0 |
0 |
2 |
685 |
| Disappearing money illusion |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
129 |
| Dynamic Modelling of Energy Demand: A Guided Tour Through the Jungle of Unit Roots and Cointegration |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
1,753 |
| Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach |
0 |
0 |
0 |
285 |
0 |
0 |
2 |
1,009 |
| Explosive bubbles in house prices? Evidence from the OECD countries |
0 |
1 |
1 |
50 |
0 |
2 |
2 |
161 |
| Fama on bubbles |
0 |
2 |
4 |
67 |
0 |
5 |
14 |
229 |
| Frekvensbaserede versus bayesianske metoder i empirisk økonomi |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
62 |
| Granger's Representation Theorem and Multicointegration |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
880 |
| Habit Formation, Surplus Consumption and Return Predictability: International Evidence |
0 |
0 |
0 |
51 |
0 |
1 |
1 |
233 |
| Housing market volatility in the OECD area: Evidence from VAR based return decompositions |
0 |
0 |
1 |
70 |
0 |
0 |
2 |
137 |
| Long-Run Forecasting in Multicointegrated Systems |
0 |
0 |
0 |
103 |
0 |
2 |
3 |
281 |
| Long-Run Forecasting in Multicointegrated Systems |
0 |
0 |
0 |
130 |
0 |
0 |
1 |
536 |
| Long-run forecasting in multicointegrated systems |
0 |
0 |
0 |
128 |
0 |
0 |
0 |
378 |
| Measuring Noise in the Permanent Income Hypothesis |
0 |
0 |
0 |
104 |
0 |
0 |
2 |
518 |
| Misspecification versus bubbles in hyperinflation data: Comment |
0 |
0 |
0 |
78 |
0 |
0 |
1 |
437 |
| Multicointegration and present value relations |
0 |
0 |
0 |
5 |
1 |
2 |
2 |
38 |
| Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective |
0 |
0 |
1 |
27 |
0 |
0 |
1 |
14 |
| Pitfalls in VAR based return decompositions: A clarification |
0 |
0 |
0 |
97 |
0 |
1 |
1 |
232 |
| Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries |
0 |
0 |
1 |
92 |
0 |
0 |
2 |
171 |
| Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
152 |
| Speculative bubbles in stock prices? Tests based on the price-dividend ratio |
0 |
0 |
5 |
478 |
2 |
2 |
8 |
951 |
| Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak |
0 |
0 |
1 |
490 |
0 |
0 |
3 |
4,421 |
| Testing for rational bubbles in a co-explosive vector autoregression |
0 |
0 |
0 |
49 |
0 |
1 |
1 |
123 |
| Testing for rational bubbles in a co-explosive vector autoregression |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
147 |
| The Relation Between Asset Returns and Inflation at Short and Long Horizons |
0 |
0 |
0 |
364 |
1 |
1 |
2 |
997 |
| The comovement of US and UK stock markets |
0 |
0 |
0 |
331 |
2 |
2 |
3 |
792 |
| The dividend-price ratio does predict dividend growth: International evidence |
0 |
0 |
0 |
98 |
0 |
0 |
0 |
415 |
| The log-linear return approximation, bubbles, and predictability |
0 |
1 |
2 |
136 |
0 |
2 |
3 |
344 |
| The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
62 |
| Total Working Papers |
0 |
5 |
20 |
4,758 |
9 |
25 |
91 |
24,511 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
204 |
| A revival of the autoregressive distributed lag model in estimating energy demand relationships |
2 |
4 |
7 |
71 |
2 |
8 |
18 |
217 |
| Afkast og risiko ved aktieinvesteringer på kort og langt sigt |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
| An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish Stock and bond returns |
0 |
0 |
0 |
68 |
0 |
0 |
2 |
265 |
| Bias-Correction in Vector Autoregressive Models: A Simulation Study |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
116 |
| Cointegration and Cagan's Model of Hyperinflation under Rational Expectations |
0 |
0 |
1 |
399 |
0 |
0 |
2 |
1,408 |
| Cointegration and the US term structure |
0 |
1 |
2 |
177 |
0 |
2 |
3 |
340 |
| Common stochastic trends in international stock prices and dividends: an example of testing overidentifying restrictions on multiple cointegration vectors |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
194 |
| Cross-sectional consumption-based asset pricing: A reappraisal |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
76 |
| Do farmland prices reflect rationally expected future rents? |
0 |
0 |
1 |
60 |
0 |
0 |
1 |
182 |
| Does the Long-Term Interest Rate Predict Future Inflation? A Multi-country Analysis |
0 |
0 |
0 |
331 |
0 |
1 |
1 |
1,492 |
| Estimating the LQAC Model with I(2) Variables |
0 |
0 |
0 |
46 |
0 |
2 |
3 |
212 |
| Evaluating the Consumption-Capital Asset Pricing Model Using Hansen-Jagannathan Bounds: Evidence from the UK |
0 |
0 |
1 |
222 |
0 |
0 |
1 |
858 |
| Explosive bubbles in house prices? Evidence from the OECD countries |
0 |
1 |
8 |
57 |
1 |
3 |
18 |
212 |
| Explosive bubbles in the cointegrated VAR model |
0 |
0 |
1 |
162 |
0 |
0 |
4 |
358 |
| FAMA ON BUBBLES |
0 |
0 |
1 |
12 |
0 |
0 |
1 |
55 |
| GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets |
0 |
0 |
0 |
98 |
0 |
0 |
2 |
220 |
| Habit formation, surplus consumption and return predictability: International evidence |
0 |
0 |
1 |
22 |
0 |
1 |
3 |
224 |
| Housing market volatility in the OECD area: Evidence from VAR based return decompositions |
0 |
0 |
0 |
26 |
0 |
0 |
2 |
87 |
| Long-run forecasting in multicointegrated systems |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
258 |
| Measures of Fit for Rational Expectations Models |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
4 |
| Measuring noise in the Permanent Income Hypothesis |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
117 |
| Misspecification versus bubbles in hyperinflation data: comment |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
81 |
| Money Demand During Hyperinflation: Cointegration, Rational Expectations, and the Importance of Money Demand Shocks |
0 |
0 |
1 |
45 |
0 |
0 |
2 |
223 |
| Money demand, adjustment costs, and forward-looking behavior |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
83 |
| Multicointegration in Stock‐Flow Models |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
4 |
| Pitfalls in VAR based return decompositions: A clarification |
0 |
0 |
0 |
44 |
0 |
1 |
4 |
160 |
| Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries |
0 |
0 |
2 |
37 |
1 |
1 |
10 |
148 |
| Regime shifts in the Danish term structure of interest rates |
0 |
0 |
0 |
130 |
0 |
0 |
0 |
546 |
| Replik til Nielsen og Risager |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
| Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
150 |
| Short- and long-run elasticities in energy demand: A cointegration approach |
2 |
3 |
6 |
557 |
2 |
4 |
11 |
992 |
| Statistical vs. economic significance in economics and econometrics: further comments on McCloskey and Ziliak |
0 |
0 |
0 |
7 |
0 |
1 |
4 |
115 |
| Testing for multicointegration |
0 |
0 |
0 |
72 |
0 |
1 |
2 |
186 |
| Testing for rational bubbles in a coexplosive vector autoregression |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
76 |
| The Comovement of US and UK Stock Markets |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
123 |
| The Danish stock and bond markets: comovement, return predictability and variance decomposition |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
222 |
| The Linear Quadratic Adjustment Cost Model and the Demand for Labour |
0 |
0 |
0 |
136 |
1 |
2 |
3 |
602 |
| The Log-Linear Return Approximation, Bubbles, and Predictability |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
125 |
| The Term Structure of Interest Rates in Denmark 1982-89: Testing the Rational Expectations/Constant Liquidity Premium Theory |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
170 |
| The Yield Spread and Bond Return Predictability in Expansions and Recessions |
2 |
6 |
15 |
89 |
2 |
8 |
22 |
157 |
| The comovement of US and German bond markets |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
110 |
| The dividend-price ratio does predict dividend growth: International evidence |
0 |
0 |
1 |
63 |
1 |
1 |
4 |
200 |
| The monetary model of the exchange rate under hyperinflation: New encouraging evidence |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
96 |
| The predictive power of the money market term structure |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
156 |
| The relation between asset returns and inflation at short and long horizons |
0 |
0 |
2 |
95 |
1 |
3 |
7 |
307 |
| What Is the False Discovery Rate in Empirical Research? |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
10 |
| Total Journal Articles |
6 |
15 |
52 |
3,557 |
12 |
42 |
148 |
12,145 |
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