Department of Economics and Business Economics

Erik Christian Montes Schütte

Associate Professor

Erik Christian Montes Schütte

Profile

Member of the Accounting and Finance Section and CREATES

Personal website

Research Secretaries: Lene Engelst Christensen, Pernille Vorsø Jachobsen

Publications:

Search and predictability of prices in the housing market, with Stig V. Møller, Thomas Q. Pedersen and Allan Timmermann. Management Science, 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.

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.

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.

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