Stig Vinther Møller


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Stig Vinther Møller


  • Institut for Økonomi
  • Institut for Økonomi - CREATES
Fuglesangs Allé 4
2631, 141b
Aarhus V


Telefon: +4587164825


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.


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


Marie Curie Fellowship at Manchester University.


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


A new index of housing sentiment

Bork, L., Møller, S. V. & Pedersen, T. Q., 2018, (Accepteret/In press) I : Management Science.

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

Møller, S. V. & Rangvid, J., 2018, I : Management Science. 64, 2, s. 573-591

Housing price forecastability: A factor analysis

Møller, S. V. & Bork, L., 2018, I : Real Estate Economics. 46, 3, s. 582-611

Dividends, earnings, and predictability

Møller, S. V. & Sander, M., 2017, I : Journal of Banking & Finance. 78, May, s. 153-163

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.