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 2 2 35 0 4 10 39
Bias-correction in vector autoregressive models: A simulation study 0 0 0 88 0 1 5 121
Explosive bubbles in house prices? Evidence from the OECD countries 1 2 3 40 2 6 18 118
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 1 1 66 0 1 2 120
Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution 0 0 0 49 0 0 1 173
Pitfalls in VAR based return decompositions: A clarification 0 1 1 91 0 1 5 215
Predictable return distributions 0 0 1 109 0 1 6 228
Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries 0 0 1 78 0 1 3 131
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 1 1 53 0 1 2 136
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations 2 2 3 45 7 14 25 67
The dividend-price ratio does predict dividend growth: International evidence 1 2 2 96 1 3 5 397
The log-linear return approximation, bubbles, and predictability 0 5 7 131 2 8 14 316
The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? 0 0 1 17 0 2 12 45
Total Working Papers 4 16 23 898 12 43 108 2,106


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 1 2 2 19 2 3 11 74
Explosive bubbles in house prices? Evidence from the OECD countries 1 1 5 18 1 3 22 87
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 16 2 3 7 51
Pitfalls in VAR based return decompositions: A clarification 0 1 1 27 0 3 7 100
Predictable Return Distributions 0 0 0 6 0 1 4 26
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries 0 1 2 15 0 2 6 62
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 1 3 25 1 6 13 130
The Log-Linear Return Approximation, Bubbles, and Predictability 0 0 1 35 0 0 4 104
The dividend-price ratio does predict dividend growth: International evidence 0 0 0 54 1 1 1 163
Total Journal Articles 2 6 14 215 7 22 75 797


Statistics updated 2019-07-03