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An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns

Engsted, Tom; Møller, Stig Vinther - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 213-227

Persistent link: https://www.econbiz.de/10008702348

Coping with the Crisis: Recent Evolution in Danish Firms' International Trade Involvement, 2000-2010

Abreha, Kaleb Girma; Smeets, Valérie; Warzynski, Frédéric - School of Economics and Management, University of Aarhus - 2013

Using a highly disaggregated firm-product-destination level data from Denmark, we document salient features of Danish international production in the recent decade. These include systematic variation in export participation of firms across industries, positive correlation between the scope...

Persistent link: https://www.econbiz.de/10010851130

The Danish equity premium

Engsted, Tom - 1998

Persistent link: https://www.econbiz.de/10000981752

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

The term structure of interest rates in Denmark 1982 - 89 : testing the rational expectations constant liquidity premium theory

Engsted, Tom - In: Bulletin of economic research 45 (1993) 1, pp. 19-37

Persistent link: https://www.econbiz.de/10001138154

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

The Danish stock and bond markets : comovement, return predictability and variance decomposition

Engsted, Tom; Tanggaard, Carsten - 1999

Persistent link: https://www.econbiz.de/10001456440

Husholdningssektorens energiforbrug 1960 - 1996

Bentzen, Jan; Engsted, Tom - In: Nationaløkonomisk tidsskrift 137 (1999) 2, pp. 150-163

Persistent link: https://www.econbiz.de/10001422108

Risikopræmien p°a danske aktier

Engsted, Tom; Tanggaard, Carsten - In: Nationaløkonomisk tidsskrift 137 (1999) 2, pp. 164-177

Persistent link: https://www.econbiz.de/10001422112

Test af "permanent indkomst-rationel forventnings"-hypotesen

Engsted, Tom - 1990

Persistent link: https://www.econbiz.de/10000811778

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