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Erik Christian Montes Schütte
Lektor
Fuglesangs Allé 4
bygning 2631, 140
8210 Aarhus V
Danmark
Institut for Økonomi - CREATES
Fuglesangs Allé 4
bygning 2631, 140
8210 Aarhus V
Danmark
Profil
Member of the Accounting and Finance Section and CREATES
Research Secretary: Pernille Vorsø Jachobsen
Main Publications:
Search and predictability of prices in the housing market, with Stig V. Møller, Thomas Q. Pedersen and Allan Timmermann. Management Science, forthcoming.
In search of a job: Forecasting employment growth using Google trends, with Daniel Borup. Journal of Business and Economic Statistics, Vol. 40, 2022. MATLAB programs and data reproducing the main results are available for download here.
Other Publications:
Quantifying investor narratives and their role during COVID-19, with Daniel Borup, Jorge Hansen, and Benjamin Liengaard. Journal of Applied Econometrics, forthcoming.
Mixed-frequency machine learning: Now- and backcasting weekly initial claims wih daily internet seach-volume data, with Daniel Borup and David E. Rapach. International Journal of Forecasting, forthcoming. Python code and data available here.
Asset pricing with data revisions, with Daniel Borup. Journal of Financial Markets, Vol. 59, 2022.
Testing for explosive bubbles in the presence of autocorrelated innovations, with Thomas Quistgaard Pedersen. Journal of Empirical Finance, Vol. 58, 2020. MATLAB programs implementing the bootstrap tests are available for download here.
- Udgivet
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data
Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review
- Accepteret/In press
Search and Predictability of Prices in the Housing Market
Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review
- Accepteret/In press
Quantifying investor narratives and their role during COVID-19
Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review
ID: 90848571