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 1 1 50 0 2 2 161
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 1 70 0 0 2 137
Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution 0 0 0 53 0 2 2 192
Pitfalls in VAR based return decompositions: A clarification 0 0 0 97 0 1 1 232
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 2 171
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 55 0 0 1 152
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations 0 0 1 54 0 0 3 124
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 1 2 136 0 2 3 344
The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? 0 0 0 20 0 0 1 62
Total Working Papers 0 2 6 977 0 7 21 2,519


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 0 0 116
Explosive bubbles in house prices? Evidence from the OECD countries 0 1 8 57 1 3 18 212
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 0 1 4 160
Predictable Return Distributions 0 0 0 11 0 1 4 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 1 10 148
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 0 1 125
The dividend-price ratio does predict dividend growth: International evidence 0 0 1 63 1 1 4 200
Total Journal Articles 0 1 11 331 3 7 44 1,251


Statistics updated 2025-05-12