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 1 8 11 141
Bias-correction in vector autoregressive models: A simulation study 0 0 0 89 1 5 8 154
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 1 50 2 11 18 177
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 70 0 4 7 144
Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution 0 0 0 53 1 6 8 200
Pitfalls in VAR based return decompositions: A clarification 0 0 1 98 2 4 11 243
Predictable return distributions 0 0 0 114 3 9 13 266
Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries 0 0 0 92 2 6 11 182
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 55 0 6 9 161
Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations 0 0 0 54 1 7 8 132
The dividend-price ratio does predict dividend growth: International evidence 0 0 1 99 2 3 7 422
The log-linear return approximation, bubbles, and predictability 0 0 0 136 1 17 19 363
The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? 0 0 0 20 0 1 6 68
Total Working Papers 0 0 3 979 16 87 136 2,653


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 5 8 124
Explosive bubbles in house prices? Evidence from the OECD countries 0 0 5 61 3 12 26 235
Housing market volatility in the OECD area: Evidence from VAR based return decompositions 0 0 0 26 0 8 9 96
Pitfalls in VAR based return decompositions: A clarification 0 0 0 44 0 5 12 172
Predictable Return Distributions 1 1 1 12 1 9 12 65
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries 1 1 3 40 2 5 13 160
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model 0 0 0 29 1 4 5 155
The Log-Linear Return Approximation, Bubbles, and Predictability 0 0 1 38 3 11 20 145
The dividend-price ratio does predict dividend growth: International evidence 0 0 0 63 0 4 8 207
Total Journal Articles 2 2 10 340 10 63 113 1,359


Statistics updated 2026-03-04