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 1 1 3 36 2 2 9 41
Bias-correction in vector autoregressive models: A simulation study 0 0 0 88 0 0 5 121
Explosive bubbles in house prices? Evidence from the OECD countries 0 1 4 41 0 2 19 120
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 1 66 1 1 3 121
Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution 0 0 0 49 0 0 1 173
Pitfalls in VAR based return decompositions: A clarification 0 2 3 93 1 5 8 220
Predictable return distributions 0 2 2 111 0 2 6 230
Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries 0 0 1 78 0 0 3 131
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 1 53 1 1 2 137
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations 1 1 4 46 2 3 24 70
The dividend-price ratio does predict dividend growth: International evidence 0 0 2 96 4 6 11 403
The log-linear return approximation, bubbles, and predictability 0 0 6 131 0 1 13 317
The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? 0 0 1 17 0 0 7 45
Total Working Papers 2 7 28 905 11 23 111 2,129


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 2 4 21 0 3 12 77
Explosive bubbles in house prices? Evidence from the OECD countries 0 1 6 19 2 7 24 94
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 16 0 2 7 53
Pitfalls in VAR based return decompositions: A clarification 0 0 1 27 0 3 10 103
Predictable Return Distributions 1 1 1 7 1 1 4 27
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries 0 0 2 15 2 4 9 66
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 2 25 1 2 14 132
The Log-Linear Return Approximation, Bubbles, and Predictability 0 0 0 35 0 0 2 104
The dividend-price ratio does predict dividend growth: International evidence 0 0 0 54 1 1 2 164
Total Journal Articles 1 4 16 219 7 23 84 820


Statistics updated 2019-10-05