Department of Economics and Business Economics

Erik Christian Montes Schütte

Assistant Professor

Erik Christian Montes Schütte

Profile

Member of the Accounting and Finance Section and CREATES

Personal website

Research Secretary: Pernille Vorsø Jachobsen

 

Publications:

Asset pricing with data revisions, with Daniel Borup.

Journal of Financial Markets (forthcoming)

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.

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.

 

Recent working papers and works in progress:

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

Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data, with Daniel Borup and David Rapach

Tell Me a Story: Quantifying Economic Narratives and Their Role during COVID-19, with Daniel Borup, Jorge Hansen and Benjamin Liengaard

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