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 16 147
Bias-correction in vector autoregressive models: A simulation study 0 0 0 89 0 0 11 157
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 0 50 0 3 22 183
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 70 0 0 9 146
Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution 1 1 1 54 1 1 12 206
Pitfalls in VAR based return decompositions: A clarification 0 0 0 98 0 0 11 244
Predictable return distributions 0 0 0 114 0 0 20 273
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 1 15 186
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 55 0 0 9 162
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations 0 0 0 54 2 4 15 139
The dividend-price ratio does predict dividend growth: International evidence 0 0 1 99 0 1 13 428
The log-linear return approximation, bubbles, and predictability 0 0 0 136 0 1 23 367
The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? 0 0 0 20 1 1 7 70
Total Working Papers 1 1 2 980 4 12 183 2,708


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 15 133
Explosive bubbles in house prices? Evidence from the OECD countries 0 1 3 62 0 1 31 247
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 26 0 2 14 101
Pitfalls in VAR based return decompositions: A clarification 0 0 1 45 0 0 15 177
Predictable Return Distributions 0 1 2 13 0 3 18 71
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries 0 0 4 41 2 6 22 171
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 29 2 2 10 160
The Log-Linear Return Approximation, Bubbles, and Predictability 0 0 3 40 0 1 27 156
The dividend-price ratio does predict dividend growth: International evidence 0 0 0 63 0 1 11 212
Total Journal Articles 0 2 13 346 5 18 163 1,428


Statistics updated 2026-08-07