| 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 |
160 |
4 |
4 |
8 |
788 |
| A New Test for Speculative Bubbles Based on Return Variance Decompositions |
0 |
0 |
3 |
250 |
1 |
1 |
8 |
786 |
| A Revival of the Autoregressive Distributed Lag Model in Estimating Energy Demand Relationships |
0 |
0 |
0 |
6 |
3 |
7 |
18 |
4,620 |
| Aktiemarkedet |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
288 |
| An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 – 2002 |
0 |
0 |
2 |
306 |
0 |
0 |
8 |
666 |
| An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns |
0 |
0 |
0 |
67 |
1 |
1 |
5 |
247 |
| Bias-correction in vector autoregressive models: A simulation study |
0 |
0 |
0 |
88 |
2 |
2 |
8 |
129 |
| Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia |
0 |
0 |
0 |
25 |
2 |
4 |
15 |
68 |
| Bond return predictability in expansions and recessions |
1 |
2 |
3 |
126 |
4 |
7 |
20 |
195 |
| Cross-sectional consumption-based asset pricing: The importance of consumption timing and the inclusion of severe crises |
0 |
0 |
0 |
44 |
1 |
3 |
8 |
175 |
| Denmark - A chapter on the Danish Bond Market |
0 |
0 |
1 |
252 |
2 |
3 |
6 |
670 |
| Disappearing money illusion |
0 |
0 |
2 |
8 |
13 |
13 |
28 |
108 |
| Dynamic Modelling of Energy Demand: A Guided Tour Through the Jungle of Unit Roots and Cointegration |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
1,731 |
| Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach |
1 |
1 |
6 |
278 |
4 |
7 |
34 |
965 |
| Explosive bubbles in house prices? Evidence from the OECD countries |
0 |
1 |
5 |
46 |
0 |
4 |
20 |
140 |
| Fama on bubbles |
0 |
2 |
4 |
60 |
1 |
4 |
13 |
179 |
| Frekvensbaserede versus bayesianske metoder i empirisk økonomi |
0 |
0 |
2 |
5 |
0 |
0 |
12 |
27 |
| Granger's Representation Theorem and Multicointegration |
0 |
0 |
0 |
2 |
0 |
2 |
8 |
845 |
| Habit Formation, Surplus Consumption and Return Predictability: International Evidence |
0 |
0 |
0 |
49 |
1 |
2 |
6 |
225 |
| Housing market volatility in the OECD area: Evidence from VAR based return decompositions |
0 |
1 |
2 |
68 |
1 |
2 |
7 |
127 |
| Long-Run Forecasting in Multicointegrated Systems |
0 |
0 |
0 |
103 |
1 |
2 |
8 |
263 |
| Long-Run Forecasting in Multicointegrated Systems |
0 |
0 |
0 |
128 |
2 |
2 |
9 |
522 |
| Long-run forecasting in multicointegrated systems |
0 |
0 |
0 |
127 |
1 |
2 |
5 |
371 |
| Measuring Noise in the Permanent Income Hypothesis |
0 |
0 |
0 |
102 |
2 |
2 |
5 |
501 |
| Misspecification versus bubbles in hyperinflation data: Comment |
0 |
0 |
0 |
78 |
1 |
2 |
5 |
429 |
| Multicointegration and present value relations |
0 |
0 |
0 |
1 |
1 |
1 |
8 |
21 |
| Pitfalls in VAR based return decompositions: A clarification |
0 |
0 |
0 |
93 |
1 |
1 |
6 |
225 |
| Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries |
0 |
1 |
3 |
81 |
2 |
6 |
15 |
146 |
| Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model |
0 |
0 |
2 |
55 |
0 |
1 |
8 |
144 |
| Speculative bubbles in stock prices? Tests based on the price-dividend ratio |
1 |
1 |
5 |
457 |
2 |
2 |
13 |
906 |
| Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak |
0 |
1 |
2 |
466 |
33 |
64 |
142 |
3,923 |
| Testing for rational bubbles in a co-explosive vector autoregression |
0 |
0 |
1 |
74 |
1 |
2 |
9 |
139 |
| Testing for rational bubbles in a co-explosive vector autoregression |
0 |
0 |
2 |
49 |
0 |
3 |
17 |
117 |
| The Relation Between Asset Returns and Inflation at Short and Long Horizons |
0 |
0 |
1 |
361 |
2 |
3 |
12 |
978 |
| The comovement of US and UK stock markets |
0 |
0 |
1 |
327 |
1 |
1 |
9 |
772 |
| The dividend-price ratio does predict dividend growth: International evidence |
0 |
0 |
1 |
97 |
1 |
1 |
6 |
405 |
| The log-linear return approximation, bubbles, and predictability |
0 |
0 |
1 |
132 |
0 |
1 |
4 |
321 |
| The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? |
0 |
0 |
1 |
18 |
0 |
0 |
5 |
50 |
| Total Working Papers |
3 |
10 |
50 |
4,589 |
93 |
165 |
532 |
23,212 |
| 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 |
38 |
0 |
0 |
8 |
194 |
| A revival of the autoregressive distributed lag model in estimating energy demand relationships |
1 |
6 |
12 |
46 |
5 |
14 |
37 |
144 |
| An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish Stock and bond returns |
0 |
0 |
1 |
67 |
2 |
5 |
12 |
255 |
| Bias-Correction in Vector Autoregressive Models: A Simulation Study |
1 |
1 |
3 |
24 |
3 |
5 |
20 |
97 |
| Cointegration and Cagan's Model of Hyperinflation under Rational Expectations |
0 |
0 |
0 |
395 |
1 |
1 |
6 |
1,387 |
| Cointegration and the US term structure |
0 |
1 |
2 |
171 |
0 |
1 |
11 |
324 |
| 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 |
6 |
185 |
| Cross-sectional consumption-based asset pricing: A reappraisal |
0 |
0 |
1 |
7 |
0 |
0 |
6 |
28 |
| Do farmland prices reflect rationally expected future rents? |
0 |
0 |
0 |
57 |
0 |
0 |
5 |
176 |
| Does the Long-Term Interest Rate Predict Future Inflation? A Multi-country Analysis |
0 |
0 |
2 |
321 |
0 |
0 |
6 |
1,464 |
| Estimating the LQAC Model with I(2) Variables |
0 |
0 |
0 |
45 |
1 |
1 |
6 |
204 |
| Evaluating the Consumption-Capital Asset Pricing Model Using Hansen-Jagannathan Bounds: Evidence from the UK |
0 |
0 |
1 |
217 |
0 |
0 |
5 |
841 |
| Explosive bubbles in house prices? Evidence from the OECD countries |
1 |
3 |
8 |
27 |
2 |
5 |
31 |
123 |
| Explosive bubbles in the cointegrated VAR model |
0 |
0 |
6 |
152 |
0 |
1 |
10 |
340 |
| FAMA ON BUBBLES |
0 |
1 |
2 |
9 |
0 |
2 |
10 |
41 |
| GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets |
1 |
2 |
3 |
94 |
1 |
2 |
5 |
207 |
| Habit formation, surplus consumption and return predictability: International evidence |
0 |
0 |
0 |
21 |
0 |
0 |
4 |
206 |
| Housing market volatility in the OECD area: Evidence from VAR based return decompositions |
0 |
0 |
2 |
18 |
2 |
2 |
11 |
64 |
| Long-run forecasting in multicointegrated systems |
0 |
1 |
1 |
47 |
0 |
1 |
3 |
247 |
| Measuring noise in the Permanent Income Hypothesis |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
110 |
| Misspecification versus bubbles in hyperinflation data: comment |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
78 |
| Money Demand During Hyperinflation: Cointegration, Rational Expectations, and the Importance of Money Demand Shocks |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
211 |
| Money demand, adjustment costs, and forward-looking behavior |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
80 |
| Pitfalls in VAR based return decompositions: A clarification |
0 |
0 |
3 |
30 |
0 |
0 |
8 |
111 |
| Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries |
0 |
1 |
4 |
19 |
4 |
8 |
23 |
87 |
| Regime shifts in the Danish term structure of interest rates |
0 |
0 |
0 |
129 |
1 |
3 |
6 |
534 |
| Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model |
0 |
0 |
2 |
27 |
0 |
0 |
6 |
137 |
| Short- and long-run elasticities in energy demand: A cointegration approach |
0 |
1 |
7 |
538 |
0 |
2 |
16 |
946 |
| Statistical vs. economic significance in economics and econometrics: further comments on McCloskey and Ziliak |
0 |
1 |
1 |
7 |
0 |
2 |
12 |
100 |
| Testing for multicointegration |
0 |
1 |
1 |
70 |
1 |
2 |
6 |
175 |
| Testing for rational bubbles in a coexplosive vector autoregression |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
63 |
| The Comovement of US and UK Stock Markets |
0 |
0 |
1 |
25 |
0 |
0 |
4 |
109 |
| The Danish stock and bond markets: comovement, return predictability and variance decomposition |
0 |
0 |
0 |
69 |
0 |
0 |
5 |
208 |
| The Linear Quadratic Adjustment Cost Model and the Demand for Labour |
0 |
1 |
1 |
136 |
0 |
2 |
4 |
588 |
| The Log-Linear Return Approximation, Bubbles, and Predictability |
0 |
0 |
0 |
35 |
0 |
1 |
9 |
113 |
| The Term Structure of Interest Rates in Denmark 1982-89: Testing the Rational Expectations/Constant Liquidity Premium Theory |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
167 |
| The comovement of US and German bond markets |
0 |
0 |
1 |
31 |
0 |
1 |
4 |
104 |
| The dividend-price ratio does predict dividend growth: International evidence |
0 |
1 |
3 |
57 |
1 |
2 |
13 |
176 |
| The monetary model of the exchange rate under hyperinflation: New encouraging evidence |
0 |
1 |
1 |
26 |
0 |
1 |
2 |
91 |
| The predictive power of the money market term structure |
0 |
0 |
1 |
57 |
0 |
0 |
2 |
152 |
| The relation between asset returns and inflation at short and long horizons |
0 |
1 |
4 |
83 |
0 |
1 |
12 |
254 |
| Total Journal Articles |
4 |
23 |
74 |
3,242 |
24 |
67 |
351 |
11,121 |
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