Department of Economics and Business Economics

Stig Vinther Møller

Associate professor

Stig Vinther Møller

 

 

 

Profile

Associate Professor
Member of the Finance Section
Research Secretaries: Solveig Nygaard Sørensen and Bodil Krog

Stig Vinther Møller is Associate Professor at the Department of Economics and Business Economics and Research Fellow at Center for Research in Econometric Analysis of Time Series (CREATES).

 

Administrative Assistant: Solveig Nygaard Sørensen

 

Recent publications

Global economic growth and expected returns around the world: The end-of-the-year effect, with Jesper Rangvid. Accepted at Management Science

 

Housing price forecastability: A factor analysis, with Lasse Bork. Accepted at Real Estate Economics

 

Cross-sectional consumption-based asset pricing: A reappraisal, with Tom Engsted. Economics Letters 132, 2015, 101-104. 

 

End-of-the-year economic growth and time-varying expected returns, with Jesper Rangvid. Journal of Financial Economics 115, 136-154. 

Coverage in the CFA digest

 

Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection, with Lasse Bork. International Journal of Forecasting 31, 2015, 63-78.

 

Working papers

 

Stock return and dividend growth predictability across the business cycle, with Magnus Sander.

 

Bond market asymmetries across recessions and expansions: New evidence on risk premia, with Martin M. Andreasen, Tom Engsted, and Magnus Sander.

 

Macro and Momentum. https://ssrn.com/abstract=2848296

 

A New Index of Housing Sentiment, with Lasse Bork and Thomas Q. Pedersen. https://ssrn.com/abstract=2867855

Sentiment index: https://www.dropbox.com/s/al3sddq1026xci2/Online%20data.xlsx?dl=0

 

 

FSE project on the international housing market, 2014-2017

The international housing market: What drives prices and their comovement?

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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  • INFINITI conference in Dublin

    Activity: Participating in or organising an eventOrganisation of or participation in conference

  • Arne Ryde Workshop

    Activity: Participating in or organising an eventOrganisation of or participation in conference

  • SGF conference in Zurich

    Activity: Participating in or organising an eventParticipation in workshop, seminar, course

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