//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Theory"
~person:"Engsted, Tom"
~subject:"OECD-Staaten"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theory
OECD-Staaten
Estimation
33
Schätzung
33
Theorie
25
Time series analysis
13
Zeitreihenanalyse
13
Großbritannien
11
United Kingdom
11
Rational expectations
8
Rationale Erwartung
8
Denmark
7
Dänemark
7
Geldnachfrage
7
Money demand
7
USA
7
United States
7
Capital income
6
Forecasting model
6
Kapitaleinkommen
6
Prognoseverfahren
6
OECD countries
5
Adjustment costs
4
Anpassungskosten
4
Bubbles
4
Börsenkurs
4
Hyperinflation
4
Immobilienpreis
4
Real estate price
4
Share price
4
Spekulationsblase
4
Yield curve
4
Zinsstruktur
4
CAPM
3
Cointegration
3
Dividend
3
Dividende
3
Housing market
3
Immobilienmarkt
3
Kointegration
3
more ...
less ...
Online availability
All
Free
3
Undetermined
3
Type of publication
All
Article
16
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Working Paper
7
Language
All
English
30
Author
All
Engsted, Tom
Caporale, Guglielmo Maria
88
Gil-Alaña, Luis A.
84
Belke, Ansgar
72
Pesaran, M. Hashem
72
Schneider, Friedrich
53
Härdle, Wolfgang
49
Woessmann, Ludger
49
Heckman, James J.
48
Herwartz, Helmut
48
Marcellino, Massimiliano
46
Hautsch, Nikolaus
43
Fehn, Rainer
40
Blundell, Richard W.
39
Gupta, Rangan
38
Koopman, Siem Jan
38
Timmermann, Allan
38
Van Reenen, John
38
Egger, Peter
37
Belzil, Christian
36
Acemoglu, Daron
34
Berg, Gerard J. van den
33
Kilian, Lutz
33
Pierdzioch, Christian
33
Serletis, Apostolos
32
Buch, Claudia M.
31
Alesina, Alberto
30
Basu, Susanto
30
Semmler, Willi
30
Creedy, John
29
Engel, Charles
29
Favero, Carlo A.
29
Kumbhakar, Subal
29
Wiederhold, Simon
29
Afonso, António
28
Aghion, Philippe
28
Bollerslev, Tim
28
Engle, Robert F.
28
Feenstra, Robert C.
28
Attanasio, Orazio P.
27
more ...
less ...
Published in...
All
Working paper
5
CREATES research paper
2
Journal of international money and finance
2
Working paper / Department of Economics, University of Aarhus
2
Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
2
Applied financial economics
1
Discussion paper / Department of Economics, University of California San Diego
1
Economica
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Memo / Økonomisk Institut, Aarhus Universitet
1
OPEC review : energy economics and related issues
1
Oxford bulletin of economics and statistics
1
Research report from Department of Management Science / Aarhus School of Business
1
Southern economic journal
1
Working paper / Department of Economics, Faculty of Business Administration, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bond market asymmetries across recessions and expansions : new evidence on risk premia
Andreasen, Martin Møller
;
Engsted, Tom
;
Møller, Stig …
-
2016
Persistent link: https://www.econbiz.de/10011541655
Saved in:
2
Predicting Returns and Rent Growth in the Housing Market Using the Rent-to-Price Ratio : Evidence from the OECD Countries
Engsted, Tom
-
2015
We conduct a comprehensive international study of predictability in housing markets using the rent-price ratio as a predictive variable. On data from 18 OECD countries we generally find return predictability in accordance with time-varying risk-premia, but we also document two puzzles. First,...
Persistent link: https://www.econbiz.de/10013036157
Saved in:
3
Predicting returns and rent growth in the housing market using the rent-to-price ratio : evidence from the OECD countries
Engsted, Tom
;
Pesersen, Thomas Q.
-
2012
Persistent link: https://www.econbiz.de/10009785769
Saved in:
4
Fama on bubbles
Engsted, Tom
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 370-376
Persistent link: https://www.econbiz.de/10011553491
Saved in:
5
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
Saved in:
6
Predicting returns and rent growth in the housing market using the rent-price ratio : evidence from the OECD countries
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of international money and finance
53
(
2015
),
pp. 257-275
Persistent link: https://www.econbiz.de/10011475981
Saved in:
7
Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
Saved in:
8
Habit formation, surplus consumption and return predictability : international evidence
Engsted, Tom
;
Hyde, Stuart
;
Møller, Stig Vinther
- In:
Journal of international money and finance
29
(
2010
)
7
,
pp. 1237-1255
Persistent link: https://www.econbiz.de/10009238968
Saved in:
9
Regime shifts in the Danish term structure of interest rates
Engsted, Tom
;
Nyholm, Ken
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10001452532
Saved in:
10
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 155-170
Persistent link: https://www.econbiz.de/10001387387
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->