Access Statistics for Thomas Quistgaard Pedersen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Index of Housing Sentiment 0 0 2 49 0 0 5 130
Bias-correction in vector autoregressive models: A simulation study 0 0 0 89 0 0 1 146
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 0 49 0 0 0 159
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 1 70 0 1 2 137
Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution 0 0 0 53 2 2 2 192
Pitfalls in VAR based return decompositions: A clarification 0 0 0 97 1 1 1 232
Predictable return distributions 0 0 0 114 0 1 1 253
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
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations 0 0 1 54 0 0 4 124
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 1 1 2 136 2 2 4 344
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 1 1 7 976 5 7 24 2,517


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bias-Correction in Vector Autoregressive Models: A Simulation Study 0 0 0 27 0 0 0 116
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 7 56 0 1 17 209
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 26 0 1 3 87
Pitfalls in VAR based return decompositions: A clarification 0 0 1 44 1 2 6 160
Predictable Return Distributions 0 0 0 11 1 1 4 53
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries 0 1 2 37 0 1 10 147
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 29 0 0 2 150
The Log-Linear Return Approximation, Bubbles, and Predictability 0 0 0 37 0 0 1 125
The dividend-price ratio does predict dividend growth: International evidence 0 0 1 63 0 0 3 199
Total Journal Articles 0 1 11 330 2 6 46 1,246


Statistics updated 2025-03-03