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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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Statistical vs. economic significance in economics and econometrics : further comments on McCloskey & Ziliak
Engsted, Tom - 2009
Persistent link: https://www.econbiz.de/10003849542
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Statistical vs. economic significance in economics and econometrics : further comments on McCloskey and Ziliak
Engsted, Tom - In: The journal of economic methodology 16 (2009) 4, pp. 393-408
Persistent link: https://www.econbiz.de/10003981630
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Fama on bubbles
Engsted, Tom - 2014
Persistent link: https://www.econbiz.de/10010401697
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Measuring noise in the permanent income hypothesis
Engsted, Tom - In: Journal of macroeconomics 24 (2002) 3, pp. 353-370
Persistent link: https://www.econbiz.de/10001704734
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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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Measures of fit for rational expectations models
Engsted, Tom - In: Journal of economic surveys 16 (2002) 3, pp. 301-355
Persistent link: https://www.econbiz.de/10001686260
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Aktiemarkedet
Engsted, Tom - 2002
Persistent link: https://www.econbiz.de/10001708316
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The predictive power of the money market term structure
Engsted, Tom - In: International journal of forecasting 12 (1996) 2, pp. 289-295
Persistent link: https://www.econbiz.de/10001204613