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 0 3 130
Bias-correction in vector autoregressive models: A simulation study 0 0 0 89 0 0 0 146
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 1 50 0 0 2 161
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 70 0 0 1 137
Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution 0 0 0 53 1 1 3 193
Pitfalls in VAR based return decompositions: A clarification 0 1 1 98 0 1 2 233
Predictable return distributions 0 0 0 114 0 0 1 253
Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries 0 0 1 92 0 0 1 171
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 55 0 0 0 152
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations 0 0 0 54 0 0 2 124
The dividend-price ratio does predict dividend growth: International evidence 0 0 0 98 0 0 0 415
The log-linear return approximation, bubbles, and predictability 0 0 2 136 0 0 3 344
The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? 0 0 0 20 1 1 1 63
Total Working Papers 0 1 5 978 2 3 19 2,522


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 1 2 2 118
Explosive bubbles in house prices? Evidence from the OECD countries 0 1 5 58 0 4 12 215
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 26 0 0 2 87
Pitfalls in VAR based return decompositions: A clarification 0 0 0 44 1 1 4 161
Predictable Return Distributions 0 0 0 11 0 0 2 53
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries 0 0 2 37 1 2 9 149
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 29 0 0 1 150
The Log-Linear Return Approximation, Bubbles, and Predictability 0 0 0 37 0 4 5 129
The dividend-price ratio does predict dividend growth: International evidence 0 0 0 63 0 2 3 201
Total Journal Articles 0 1 7 332 3 15 40 1,263


Statistics updated 2025-07-04