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 6 17 147
Bias-correction in vector autoregressive models: A simulation study 0 0 0 89 0 3 11 157
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 0 50 3 6 22 183
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 70 0 2 9 146
Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution 0 0 0 53 0 5 13 205
Pitfalls in VAR based return decompositions: A clarification 0 0 0 98 0 1 11 244
Predictable return distributions 0 0 0 114 0 7 20 273
Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries 0 0 0 92 0 3 14 185
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 55 0 1 10 162
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations 0 0 0 54 2 5 13 137
The dividend-price ratio does predict dividend growth: International evidence 0 0 1 99 1 6 13 428
The log-linear return approximation, bubbles, and predictability 0 0 0 136 1 4 23 367
The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? 0 0 0 20 0 1 7 69
Total Working Papers 0 0 1 979 7 50 183 2,703


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 7 14 131
Explosive bubbles in house prices? Evidence from the OECD countries 1 1 4 62 1 12 32 247
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 26 2 5 14 101
Pitfalls in VAR based return decompositions: A clarification 0 1 1 45 0 5 17 177
Predictable Return Distributions 0 0 1 12 1 4 16 69
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries 0 1 4 41 2 7 19 167
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 29 0 3 8 158
The Log-Linear Return Approximation, Bubbles, and Predictability 0 2 3 40 1 11 27 156
The dividend-price ratio does predict dividend growth: International evidence 0 0 0 63 1 5 11 212
Total Journal Articles 1 5 13 345 8 59 158 1,418


Statistics updated 2026-06-04