| 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 |
1 |
3 |
8 |
137 |
3 |
7 |
45 |
680 |
| A New Test for Speculative Bubbles Based on Return Variance Decompositions |
1 |
2 |
13 |
199 |
3 |
7 |
29 |
670 |
| A Revival of the Autoregressive Distributed Lag Model in Estimating Energy Demand Relationships |
0 |
0 |
0 |
6 |
28 |
116 |
483 |
2,982 |
| Aktiemarkedet |
0 |
0 |
0 |
0 |
2 |
3 |
24 |
246 |
| An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 |
0 |
0 |
6 |
262 |
2 |
2 |
27 |
558 |
| An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns |
1 |
3 |
13 |
18 |
1 |
7 |
56 |
58 |
| Denmark - A chapter on the Danish Bond Market |
5 |
8 |
28 |
202 |
15 |
29 |
80 |
517 |
| Dynamic Modelling of Energy Demand: A Guided Tour Through the Jungle of Unit Roots and Cointegration |
0 |
0 |
0 |
0 |
2 |
5 |
34 |
1,524 |
| Estimating the LQAC Model with I(2) Variables |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
46 |
| Estimating the LQAC model with I(2) Variables |
0 |
0 |
0 |
34 |
0 |
5 |
13 |
1,751 |
| Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach |
0 |
5 |
12 |
237 |
4 |
15 |
51 |
816 |
| Granger's Representation Theorem and Multicointegration |
0 |
0 |
0 |
2 |
11 |
32 |
83 |
424 |
| Habit Formation, Surplus Consumption and Return Predictability: International Evidence |
2 |
4 |
17 |
18 |
4 |
13 |
49 |
50 |
| Long-Run Forecasting in Multicointegrated Systems |
0 |
2 |
8 |
78 |
0 |
8 |
19 |
128 |
| Long-Run Forecasting in Multicointegrated Systems |
0 |
0 |
4 |
116 |
2 |
7 |
24 |
439 |
| Long-run forecasting in multicointegrated systems |
0 |
0 |
7 |
111 |
3 |
9 |
37 |
292 |
| Measuring Noise in the Permanent Income Hypothesis |
0 |
2 |
3 |
77 |
2 |
5 |
11 |
418 |
| Misspecification versus bubbles in hyperinflation data: Comment |
0 |
1 |
5 |
68 |
3 |
7 |
23 |
339 |
| Money Demand, Expectations and the Foreward Looking Model: A Comment |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
173 |
| Multicointegration in Stock-Flow Models |
2 |
6 |
24 |
653 |
5 |
15 |
71 |
2,937 |
| Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model |
5 |
6 |
16 |
17 |
7 |
11 |
43 |
44 |
| Speculative bubbles in stock prices? Tests based on the price-dividend ratio |
0 |
2 |
20 |
374 |
4 |
6 |
42 |
729 |
| Testing for Multicointegration |
1 |
7 |
19 |
694 |
2 |
10 |
35 |
3,023 |
| The Relation Between Asset Returns and Inflation at Short and Long Horizons |
1 |
3 |
19 |
332 |
6 |
13 |
50 |
868 |
| The comovement of US and UK stock markets |
2 |
4 |
10 |
299 |
6 |
10 |
29 |
659 |
| Total Working Papers |
21 |
58 |
232 |
3,935 |
115 |
343 |
1,368 |
20,371 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Cointegration Analysis of Danish Zero-Coupon Bond Yields |
3 |
6 |
14 |
83 |
4 |
10 |
29 |
248 |
| A Note on the Rationality of Survey Inflation Expectations in the United Kingdom |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
76 |
| A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability |
0 |
0 |
3 |
17 |
0 |
2 |
15 |
68 |
| Cointegration and Cagan's Model of Hyperinflation under Rational Expectations |
3 |
11 |
49 |
281 |
9 |
38 |
140 |
869 |
| Cointegration and the US term structure |
1 |
12 |
38 |
104 |
1 |
16 |
56 |
179 |
| Common Stochastic Trends in International Stock Prices and Dividends: An Example of Testing Overidentifying Restrictions on Multiple Cointegration Vectors |
0 |
0 |
2 |
34 |
0 |
0 |
6 |
122 |
| Do Farmland Prices Reflect Rationally Expected Future Rents? |
0 |
0 |
3 |
42 |
1 |
1 |
15 |
123 |
| Does the Long-Term Interest Rate Predict Future Inflation? A Multi-country Analysis |
2 |
4 |
32 |
229 |
5 |
18 |
130 |
1,192 |
| Estimating the LQAC Model with I(2) Variables |
1 |
2 |
4 |
33 |
1 |
3 |
11 |
148 |
| Evaluating the Consumption-Capital Asset Pricing Model Using Hansen-Jagannathan Bounds: Evidence from the UK |
2 |
4 |
14 |
194 |
2 |
6 |
31 |
747 |
| Explosive bubbles in the cointegrated VAR model |
2 |
5 |
21 |
47 |
5 |
13 |
48 |
111 |
| GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets |
0 |
0 |
6 |
54 |
0 |
3 |
16 |
105 |
| Long-run forecasting in multicointegrated systems |
1 |
1 |
6 |
30 |
3 |
9 |
29 |
170 |
| Measures of Fit for Rational Expectations Models |
1 |
1 |
8 |
49 |
2 |
3 |
12 |
111 |
| Measuring noise in the Permanent Income Hypothesis |
0 |
1 |
1 |
15 |
0 |
3 |
4 |
65 |
| Misspecification versus bubbles in hyperinflation data: comment |
0 |
1 |
3 |
8 |
0 |
1 |
3 |
35 |
| Money Demand During Hyperinflation: Cointegration, Rational Expectations, and the Importance of Money Demand Shocks |
1 |
3 |
6 |
19 |
3 |
9 |
19 |
84 |
| Money demand, adjustment costs, and forward-looking behavior |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
31 |
| Multicointegration in Stock-Flow Models |
0 |
2 |
4 |
33 |
2 |
4 |
16 |
110 |
| Non-stationarity and Tax Effects in the Long-Term Fisher Hypothesis |
0 |
1 |
3 |
12 |
0 |
3 |
9 |
41 |
| Regime shifts in the Danish term structure of interest rates |
0 |
0 |
5 |
117 |
0 |
2 |
20 |
483 |
| Short- and long-run elasticities in energy demand: A cointegration approach |
9 |
22 |
66 |
285 |
11 |
31 |
104 |
449 |
| Testing for Rational Inflationary Bubbles: The Case of Argentina, Brazil and Israel |
0 |
0 |
0 |
3 |
0 |
1 |
4 |
49 |
| Testing for multicointegration |
1 |
4 |
9 |
44 |
2 |
5 |
14 |
91 |
| The Classic European Hyperinflations Revisited: Testing the Cagan Model Using a Cointegrated VAR Approach |
0 |
1 |
9 |
43 |
1 |
5 |
23 |
151 |
| The Danish stock and bond markets: comovement, return predictability and variance decomposition |
0 |
0 |
2 |
36 |
0 |
0 |
7 |
102 |
| The Linear Quadratic Adjustment Cost Model and the Demand for Labour |
0 |
0 |
15 |
91 |
1 |
3 |
54 |
439 |
| The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure |
0 |
0 |
0 |
0 |
2 |
3 |
29 |
358 |
| The Term Structure of Interest Rates in Denmark 1982-89: Testing the Rational Expectations/Constant Liquidity Premium Theory |
0 |
0 |
0 |
0 |
1 |
3 |
18 |
129 |
| The comovement of US and German bond markets |
1 |
1 |
5 |
8 |
1 |
3 |
17 |
32 |
| The monetary model of the exchange rate under hyperinflation: New encouraging evidence |
1 |
2 |
3 |
12 |
1 |
3 |
10 |
34 |
| The predictive power of the money market term structure |
1 |
1 |
4 |
39 |
1 |
3 |
16 |
102 |
| The relation between asset returns and inflation at short and long horizons |
0 |
3 |
8 |
24 |
3 |
7 |
16 |
61 |
| Total Journal Articles |
30 |
88 |
343 |
1,996 |
62 |
213 |
930 |
7,115 |
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