Department of Economics and Business Economics

Johannes Tang Kristensen

  1. 2017
  2. Published

    Diffusion Indexes With Sparse Loadings. / Kristensen, Johannes Tang.

    In: Journal of Business and Economic Statistics, Vol. 35, No. 3, 2017, p. 434-451.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. 2016
  4. Published

    Lassoing the Determinants of Retirement. / Kallestrup-Lamb, Malene; Kock, Anders Bredahl; Kristensen, Johannes Tang.

    In: Econometric Reviews, Vol. 35, No. 8-10, 2016, p. 1522-1561.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  5. 2015
  6. Published

    Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation. / Callot, Laurent; Kristensen, Johannes Tang.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: Working paperResearch

  7. 2014
  8. Published

    Factor-based forecasting in the presence of outliers : Are factors better selected and estimated by the median than by the mean? / Kristensen, Johannes Tang.

    In: Studies in Nonlinear Dynamics and Econometrics (Online), Vol. 18, No. 3, 05.2014, p. 309-338.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  9. Published

    Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy. / Callot, Laurent; Kristensen, Johannes Tang.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: Working paperResearch

  10. 2013
  11. Published

    Diffusion Indexes with Sparse Loadings. / Kristensen, Johannes Tang.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paperResearch

  12. Published

    Lassoing the Determinants of Retirement. / Kallestrup-Lamb, Malene; Kock, Anders Bredahl; Kristensen, Johannes Tang.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paperResearch

  13. Published

    Headlights on tobacco road to low birthweight outcomes : Evidence from a battery of quantile regression estimators and a heterogeneous panel. / Bache, Stefan Holst; Dahl, Christian Møller; Kristensen, Johannes Tang.

    In: Empirical Economics, Vol. 44, No. 3, 06.2013, p. 1593-1633.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  14. 2012
  15. Published

    From Determinants of Low Birthweight to Factor-Based Macroeconomic Forecasting. / Kristensen, Johannes Tang.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012. 117 p. (Ph.D. Theses; No. 2012-1).

    Research output: Book/anthology/dissertation/reportPh.D. thesisResearch