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 0 49 0 5 11 141
Bias-correction in vector autoregressive models: A simulation study 0 0 0 89 1 6 9 155
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 0 50 0 8 16 177
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 70 1 1 8 145
Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution 0 0 0 53 2 6 10 202
Pitfalls in VAR based return decompositions: A clarification 0 0 1 98 0 3 11 243
Predictable return distributions 0 0 0 114 4 10 17 270
Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries 0 0 0 92 2 8 13 184
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 55 0 5 9 161
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations 0 0 0 54 0 4 8 132
The dividend-price ratio does predict dividend growth: International evidence 0 0 1 99 1 3 8 423
The log-linear return approximation, bubbles, and predictability 0 0 0 136 0 15 19 363
The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? 0 0 0 20 1 2 7 69
Total Working Papers 0 0 2 979 12 76 146 2,665


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 2 8 124
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 4 61 3 12 27 238
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 26 2 9 11 98
Pitfalls in VAR based return decompositions: A clarification 0 0 0 44 1 4 13 173
Predictable Return Distributions 0 1 1 12 0 7 12 65
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries 1 2 4 41 3 6 16 163
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 29 0 4 5 155
The Log-Linear Return Approximation, Bubbles, and Predictability 1 1 2 39 2 10 22 147
The dividend-price ratio does predict dividend growth: International evidence 0 0 0 63 1 4 9 208
Total Journal Articles 2 4 11 342 12 58 123 1,371


Statistics updated 2026-04-09