Access Statistics for Tom Engsted

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 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 1 1 255 0 1 2 809
A Revival of the Autoregressive Distributed Lag Model in Estimating Energy Demand Relationships 0 0 0 6 0 1 3 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 0 2 5 680
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 4 261
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 0 1 2 159
Bond return predictability in expansions and recessions 0 0 0 130 0 0 0 224
Cross-sectional consumption-based asset pricing: The importance of consumption timing and the inclusion of severe crises 0 0 1 48 0 0 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 0 129
Dynamic Modelling of Energy Demand: A Guided Tour Through the Jungle of Unit Roots and Cointegration 0 0 0 0 1 1 2 1,754
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 0 1 50 0 0 2 161
Fama on bubbles 0 1 4 68 0 1 13 230
Frekvensbaserede versus bayesianske metoder i empirisk økonomi 0 0 0 12 1 1 4 63
Granger's Representation Theorem and Multicointegration 0 0 0 2 0 1 1 881
Habit Formation, Surplus Consumption and Return Predictability: International Evidence 0 0 0 51 0 1 2 234
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 70 0 0 1 137
Long-Run Forecasting in Multicointegrated Systems 0 0 0 130 0 0 1 536
Long-Run Forecasting in Multicointegrated Systems 0 0 0 103 0 0 3 281
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 1 1 1 6 1 2 3 39
Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective 0 0 0 27 0 0 0 14
Pitfalls in VAR based return decompositions: A clarification 0 1 1 98 0 1 2 233
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 1 171
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 55 0 0 0 152
Speculative bubbles in stock prices? Tests based on the price-dividend ratio 0 0 3 478 1 3 7 952
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 0 1 123
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 75 0 0 0 147
The Relation Between Asset Returns and Inflation at Short and Long Horizons 0 0 0 364 0 1 2 997
The comovement of US and UK stock markets 0 0 0 331 0 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 0 2 136 0 0 3 344
The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? 0 0 0 20 1 1 1 63
Total Working Papers 1 4 19 4,762 5 20 83 24,522
1 registered items for which data could not be found


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 1 2 205
A revival of the autoregressive distributed lag model in estimating energy demand relationships 0 2 5 71 0 4 16 219
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 1 1 1 69 1 1 3 266
Bias-Correction in Vector Autoregressive Models: A Simulation Study 0 0 0 27 1 2 2 118
Cointegration and Cagan's Model of Hyperinflation under Rational Expectations 0 0 0 399 1 1 2 1,409
Cointegration and the US term structure 0 0 2 177 1 2 5 342
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 1 1 1 332 1 1 2 1,493
Estimating the LQAC Model with I(2) Variables 0 0 0 46 0 0 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 5 58 0 4 12 215
Explosive bubbles in the cointegrated VAR model 0 0 1 162 0 0 3 358
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 1 220
Habit formation, surplus consumption and return predictability: International evidence 0 0 0 22 0 0 2 224
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 1 1 2 46 1 2 3 225
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 0 1 2 84
Multicointegration in Stock‐Flow Models 1 1 1 2 1 1 1 5
Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective 0 0 0 0 1 1 1 1
Pitfalls in VAR based return decompositions: A clarification 0 0 0 44 1 1 4 161
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries 0 0 2 37 1 2 9 149
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 0 2 6 557 1 4 11 994
Statistical vs. economic significance in economics and econometrics: further comments on McCloskey and Ziliak 0 0 0 7 1 1 5 116
Testing for multicointegration 0 0 0 72 0 0 2 186
Testing for rational bubbles in a coexplosive vector autoregression 0 0 0 0 0 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 1 1 2 223
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 0 136 0 1 2 602
The Log-Linear Return Approximation, Bubbles, and Predictability 0 0 0 37 0 4 5 129
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 0 2 12 89 1 4 20 159
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 0 63 0 2 3 201
The monetary model of the exchange rate under hyperinflation: New encouraging evidence 0 0 0 26 0 0 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 1 95 1 3 8 309
What Is the False Discovery Rate in Empirical Research? 0 0 0 2 1 1 5 11
Total Journal Articles 4 11 44 3,562 16 46 151 12,179
4 registered items for which data could not be found


Statistics updated 2025-07-04