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 3 5 6 136
Bias-correction in vector autoregressive models: A simulation study 0 0 0 89 0 2 3 149
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 1 50 3 6 10 169
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 70 4 7 8 144
Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution 0 0 0 53 2 2 6 196
Pitfalls in VAR based return decompositions: A clarification 0 0 1 98 1 7 9 240
Predictable return distributions 0 0 0 114 3 6 8 260
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 4 5 176
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 55 1 3 4 156
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations 0 0 0 54 3 4 4 128
The dividend-price ratio does predict dividend growth: International evidence 0 0 1 99 1 2 5 420
The log-linear return approximation, bubbles, and predictability 0 0 1 136 2 3 6 348
The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? 0 0 0 20 0 2 5 67
Total Working Papers 0 0 4 979 23 53 79 2,589


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 3 4 6 122
Explosive bubbles in house prices? Evidence from the OECD countries 0 1 5 61 3 9 18 226
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 26 1 2 2 89
Pitfalls in VAR based return decompositions: A clarification 0 0 0 44 2 6 11 169
Predictable Return Distributions 0 0 0 11 2 5 6 58
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries 0 1 2 39 2 6 10 157
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 29 0 1 1 151
The Log-Linear Return Approximation, Bubbles, and Predictability 0 1 1 38 3 7 12 137
The dividend-price ratio does predict dividend growth: International evidence 0 0 0 63 1 3 5 204
Total Journal Articles 0 3 8 338 17 43 71 1,313


Statistics updated 2026-01-09