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The log-linear return approximation, bubbles, and predictability
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10008651718
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Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10003934481
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Bias-correction in vector autoregressive models : a simulation study
Engsted, Tom; Pedersen, Thomas Q. - 2011
Persistent link: https://www.econbiz.de/10009008562
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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
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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
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The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom; Pedersen, Thomas Q. - 2009
Persistent link: https://www.econbiz.de/10003865691
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Disappearing money illusion
Engsted, Tom; Pedersen, Thomas Q. - 2018
Persistent link: https://www.econbiz.de/10011913758
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Fama on bubbles
Engsted, Tom - 2014
Persistent link: https://www.econbiz.de/10010401697
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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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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