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 1 1 17 148
Bias-correction in vector autoregressive models: A simulation study 0 0 0 89 2 2 12 159
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 0 50 2 2 23 185
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 70 3 3 12 149
Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution 0 1 1 54 0 1 12 206
Pitfalls in VAR based return decompositions: A clarification 0 0 0 98 2 2 13 246
Predictable return distributions 0 0 0 114 2 2 21 275
Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries 0 0 0 92 1 2 16 187
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 55 1 1 10 163
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations 0 0 0 54 0 2 15 139
The dividend-price ratio does predict dividend growth: International evidence 0 0 1 99 1 1 13 429
The log-linear return approximation, bubbles, and predictability 0 0 0 136 1 1 23 368
The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? 0 0 0 20 1 2 7 71
Total Working Papers 0 1 2 980 17 22 194 2,725


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 15 133
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 2 62 1 1 31 248
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 26 1 1 15 102
Pitfalls in VAR based return decompositions: A clarification 1 1 2 46 4 4 19 181
Predictable Return Distributions 0 1 2 13 1 3 19 72
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries 0 0 3 41 0 4 20 171
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 29 0 2 10 160
The Log-Linear Return Approximation, Bubbles, and Predictability 0 0 3 40 1 1 28 157
The dividend-price ratio does predict dividend growth: International evidence 0 0 0 63 0 0 11 212
Total Journal Articles 1 2 12 347 8 18 168 1,436


Statistics updated 2026-09-10