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 1 131
Bias-correction in vector autoregressive models: A simulation study 0 0 0 89 1 2 2 148
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 1 50 1 3 5 164
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 70 1 1 2 138
Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution 0 0 0 53 0 0 4 194
Pitfalls in VAR based return decompositions: A clarification 0 0 1 98 4 4 6 237
Predictable return distributions 0 0 0 114 1 2 3 255
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 2 173
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 55 0 0 1 153
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations 0 0 0 54 1 1 1 125
The dividend-price ratio does predict dividend growth: International evidence 0 1 1 99 0 3 3 418
The log-linear return approximation, bubbles, and predictability 0 0 1 136 1 2 4 346
The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? 0 0 0 20 1 3 4 66
Total Working Papers 0 1 4 979 12 23 38 2,548


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 2 118
Explosive bubbles in house prices? Evidence from the OECD countries 0 1 5 60 2 3 12 219
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 26 0 0 1 87
Pitfalls in VAR based return decompositions: A clarification 0 0 0 44 3 4 8 166
Predictable Return Distributions 0 0 0 11 1 1 2 54
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries 0 1 3 38 2 4 8 153
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 29 0 0 0 150
The Log-Linear Return Approximation, Bubbles, and Predictability 1 1 1 38 2 3 7 132
The dividend-price ratio does predict dividend growth: International evidence 0 0 0 63 0 0 2 201
Total Journal Articles 1 3 9 336 10 15 42 1,280


Statistics updated 2025-11-08