Erik Christian Montes Schütte

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Erik Christian Montes Schütte

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Member of the Accounting and Finance Section and CREATES

Personal website

Research Secretary: Pernille Vorsø Jachobsen

 

Selected publications:

Testing for explosive bubbles in the presence of autocorrelated innovations, with Thomas Quistgaard Pedersen. MATLAB programs implementing the bootstrap tests are available for download here. Journal of Empirical Finance 58, 2020, 207-255.

In Search of a Job: Forecasting Employment Growth Using Google Trends, with Daniel Borup. MATLAB programs and data reproducing the main results are available for download here. Journal of Business and Economic Statistics, 2020.

 

Recent working papers and works in progress:

In Search of Housing, with Stig Vinther Møller, Allan Timmermann and Thomas Quistgaard Pedersen.

Asset Pricing With Data Revisions, with Daniel Borup.

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