Tom Engsted - Publications, H-index & Citations

Tom Engsted

creates

28H指数

132论文数

2.6K被引数

收录论文 14

发表时间

The Yield Spread and Bond Return Predictability in Expansions and Recessions

REVIEW OF FINANCIAL STUDIES

IF5.4

2020-09-08

OAAI

Andreasen, Martin M.; Engsted, Tom; Moller, Stig, V; Sander, Magnus

Explosive bubbles in house prices? Evidence from the OECD countries

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY

IF6.1

2016-01-01

OAAI

Engsted, Tom; Hviid, Simon J.; Pedersen, Thomas Q.

FAMA ON BUBBLES

JOURNAL OF ECONOMIC SURVEYS

IF5

2015-02-26

PREAI

Engsted, Tom

Testing for rational bubbles in a coexplosive vector autoregression 共爆向量自回归中理性气泡的检验

ECONOMETRICS JOURNAL

IF7

2012-07-17

OAAI

Engsted, Tom; Nielsen, Bent

Pitfalls in VAR based return decompositions: A clarification

JOURNAL OF BANKING & FINANCE

IF3.8

2012-05-01

OAAI

Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten

The Log-Linear Return Approximation, Bubbles, and Predictability

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2012-02-13

OAAI

Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten

Long-run forecasting in multicointegrated systems

JOURNAL OF FORECASTING

IF2.7

2004-08-13

OAAI

Siliverstovs, B; Engsted, T; Haldrup, N

Measures of fit for rational expectations models

JOURNAL OF ECONOMIC SURVEYS

IF5

2002-12-16

PREAI

Engsted, T

A revival of the autoregressive distributed lag model in estimating energy demand relationships 自回归分布滞后模型在估计能源需求关系中的复兴

ENERGY

IF9.4

2001-01-01

159

PREAI

Bentzen, J; Engsted, T

Money demand, adjustment costs, and forward-looking behavior

JOURNAL OF POLICY MODELING

IF3.1

1997-04-01

PREAI

Engsted, T; Haldrup, N

The predictive power of the money market term structure

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

1996-06-01

PREAI

Engsted, T

DOES THE LONG-TERM INTEREST-RATE PREDICT FUTURE INFLATION - A MULTICOUNTRY ANALYSIS

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

1995-02-01

PREAI

ENGSTED, T

COINTEGRATION AND THE UNITED-STATES TERM STRUCTURE

JOURNAL OF BANKING & FINANCE

IF3.8

1994-01-01

PREAI

ENGSTED, T; TANGGAARD, C

SHORT-RUN AND LONG-RUN ELASTICITIES IN ENERGY DEMAND - A COINTEGRATION APPROACH 能源需求的短期和长期弹性 -- 协整方法

ENERGY ECONOMICS

IF14.2

1993-01-01

106

PREAI

BENTZEN, J; ENGSTED, T

研究方向