Stig Vinther Møller

Professor

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Stig Vinther Møller

Professor

  • Institut for Økonomi
  • Institut for Økonomi - CREATES
Postaddresse:
Fuglesangs Allé 4
2631, 141b
8210
Aarhus V
Danmark

E-mail: svm@econ.au.dk

Telefon: +4587164825

Education

PhD, Aarhus University, 2009.

Academic work experience

Professor, Aarhus University, 2017-present.
Associate Professor, Aarhus University, 2011-2017.
Assistant Professor, Aarhus School of Business, 2009-2011.
Marie Curie Fellow, Manchester University, 2007.

Memberships

Research Fellow at Center for Research in Econometric Analysis of Time Series (CRE-
ATES).

Awards

Marie Curie Fellowship at Manchester University.

Teaching

Applied Econometric Methods, MSc course.
Economic Forecasting, MSc course.
Thesis supervision (BSc, MSc and PhD).

Publications

Dividends, earnings, and predictability

Møller, S. V. & Sander, M. 2017 I : Journal of Banking & Finance.

Global economic growth and expected returns around the world: The end-of-the-year effect

Møller, S. V. & Rangvid, J. 2017 (Accepteret/In press) I : Management Science.

Housing price forecastability: A factor analysis

Møller, S. V. & Bork, L. 2017 (Accepteret/In press) I : Real Estate Economics.

End-of-the-year economic growth and time-varying expected returns

Møller, S. V. & Rangvid, J. 1 jan. 2015 I : Journal of Financial Economics. 115, 1, s. 136-154 19 s.

Cross-sectional consumption-based asset pricing: A reappraisal

Engsted, T. & Møller, S. V. 2015 I : Economics Letters. 132, s. 101-104

Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection

Bork, L. & Møller, S. V. 2015 I : International Journal of Forecasting. 31, 1, s. 63-78 16 s.

Consumer confidence or the business cycle: What matters more for European expected returns?

Møller, S. V., Nørholm, H. & Rangvid, J. 2014 I : Journal of Empirical Finance. s. 230-248 19 s.

Forecasting US Recessions: The Role of Sentiment

Christiansen, C., Eriksen, J. N. & Møller, S. V. 2014 I : Journal of Banking & Finance. 49, s. 459-468 10 s.

GDP growth and the yield curvature

Møller, S. V. 2014 I : Finance Research Letters. s. 1-7 7 s.

Habit-based asset pricing with limited participation consumption

Møller, S. V. & Bach, C. 2011 I : Journal of Banking & Finance. 35, 11, s. 2891-2901

An Iterated GMM Procedure for Estimating the Campbell-Cochrane Habit Formation Model, with an Application to Danish Stock and Bond Returns

Engsted, T. & Møller, S. V. 2010 I : International Journal of Finance and Economics. 15, 3, s. 213-227

Habit formation, surplus consumption and return predictability: International evidence

Engsted, T., Hyde, S. & Vinther Møller, S. 2010 I : Journal of International Money and Finance. 29, 7, s. 1237-1255

Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns

Vinther Møller, S. 2009 I : Journal of Empirical Finance. 16, 4, s. 525-536

Consumption growth and time-varying expected stock returns

Vinther Møller, S. 2008 I : Finance Research Letters. 5, 3, s. 129-136

Other activities

Developer of the board game “Tankespind”, with Rune Møller.