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Testing cointegration implications of the constant term premium hypothesis in US term structure data
Engsted, Tom; Tanggaard, Carsten - 1992
Persistent link: https://www.econbiz.de/10000847544
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Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10000959730
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Explosive bubbles in the cointegrated VAR model
Engsted, Tom - In: Finance research letters 3 (2006) 2, pp. 154-162
Persistent link: https://www.econbiz.de/10003333936
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Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
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Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom - 2002
Persistent link: https://www.econbiz.de/10001683208
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Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom - In: Journal of international money and finance 22 (2003) 4, pp. 441-451
Persistent link: https://www.econbiz.de/10001770574
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Testing for multicointegration
Engsted, Tom; Gonzalo, Jesús; Haldrup, Niels - 1997
Persistent link: https://www.econbiz.de/10000956058
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Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003978304
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Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10008659876
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Explosive bubbles in house prices? : evidence from the OECD countries
Engsted, Tom; Hviid, Simon Juul; Pedersen, Thomas Q. - In: Journal of international financial markets, … 40 (2016), pp. 14-25
Persistent link: https://www.econbiz.de/10011475823