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CREATES research paper
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Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
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2010
Persistent link: https://www.econbiz.de/10003934481
Saved in:
2
The log-linear return approximation, bubbles, and predictability
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10008651718
Saved in:
3
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
-
2009
Persistent link: https://www.econbiz.de/10003865691
Saved in:
4
Bias-correction in vector autoregressive models : a simulation study
Engsted, Tom
;
Pedersen, Thomas Q.
-
2011
Persistent link: https://www.econbiz.de/10009008562
Saved in:
5
Housing market volatility in the OECD area : evidence from VAR based return decompositions
Engsted, Tom
;
Pedersen, Thomas Q.
-
2013
Persistent link: https://www.econbiz.de/10009712565
Saved in:
6
The predictive power of dividend yields for future infl‡ation : money illusion or rational causes?
Engsted, Tom
;
Pedersen, Thomas Q.
-
2016
Persistent link: https://www.econbiz.de/10011474702
Saved in:
7
Explosive bubbles in house prices? : evidence from the OECD countries
Engsted, Tom
;
Hviid, Simon Juul
;
Pedersen, Thomas Q.
-
2015
Persistent link: https://www.econbiz.de/10010464690
Saved in:
8
Disappearing money illusion
Engsted, Tom
;
Pedersen, Thomas Q.
-
2018
Persistent link: https://www.econbiz.de/10011913758
Saved in:
9
Statistical vs. economic significance in economics and econometrics : further comments on McCloskey & Ziliak
Engsted, Tom
-
2009
Persistent link: https://www.econbiz.de/10003849542
Saved in:
10
Fama on bubbles
Engsted, Tom
-
2014
Persistent link: https://www.econbiz.de/10010401697
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