Tom Engsted

Research output

Research output per year 1991 1994 1997 1998 1999 2001 2002 2013 2025

• 88 Journal article
• 45 Working paper
• 13 Paper
• 9 Book chapter
• 20 More
  • 6 Contribution to newspaper - Comment/debate
  • 3 Article in proceedings
  • 3 Contribution to newspaper - Newspaper article
  • 2 Contribution to newspaper - Feature article
  • 1 Report
  • 1 Poster
  • 1 Editorial
  • 1 Literature review
  • 1 Memorandum
  • 1 Preprint

Research output per year

Research output per year

Search results

• 2025

  (Fejl)fortolkninger af konfidensintervaller

  Engsted, T., 2025, Symposium i Anvendt Statistik 2025. Linde, P. (ed.). Odense: Syddansk Universitet, p. 23-31

  Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review
• 2024

  New significance thresholds as a function of sample size and the prior null probability

  Engsted, T., 2024, Preprints.org.

  Research output: Working paper/Preprint › Preprint

  Open Access

• Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective

  Engsted, T. & Schneider, J. W., 12 Feb 2024, In: Foundations and Trends in Econometrics. 13, 1, p. 1-66 66 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

  Open Access

  File

  • Likelihood Principle 100%
  • Non-experimental Data 100%
  • Social Science Perspectives 100%
  • Social Sciences 100%
  • Hypothesis Testing 100%
  1 Citation (Scopus)

  246 Downloads (Pure)

• What is the false discovery rate in empirical research?

  Engsted, T., Mar 2024, In: Econ Journal Watch. 21, 1, p. 92-112 21 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
• 2023

  Hvor stor en andel af 'signifikante' resultater er falske?

  Engsted, T., 2023, Symposium i Anvendt Statistik: 2023. Linde, P. (ed.). København: Copenhagen Business School, p. 101-110

  Research output: Contribution to book/anthology/report/proceeding › Article in proceedings › Research › peer-review

  Open Access

• Non-experimental data, hypothesis testing, and the likelihood principle: A social science perspective

  Engsted, T. & Schneider, J. W., 2023, Social Science Research Network, 50 p.

  Research output: Working paper/Preprint › Working paper › Research
• 2021

  Statistisk evaluering af finansielle modeller: Den bayesianske tilgang

  Engsted, T., Feb 2021, In: Finans/Invest. 1, p. 14-21 8 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• The Yield Spread and Bond Return Predictability in Expansions and Recessions

  Andreasen, M. M., Engsted, T., Møller, S. V. & Jensen, M. D. S., Jun 2021, In: Review of Financial Studies. 34, 6, p. 2773-2812 40 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

  Open Access

  File

  • Yield Curve 100%
  • Finance 25%
  • Monetary Policy 25%
  10 Citations (Scopus)

  357 Downloads (Pure)
• 2020

  Er der virkelig 400+ risikofaktorer i aktiemarkedet? En diskussion af statistisk praksis i empirisk finansiering

  Engsted, T., 2020, In: Finans/Invest. 6, p. 28-35 8 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Frekvensbaserede vs. bayesianske metoder i empirisk økonomi

  Engsted, T., 2020.

  Research output: Contribution to conference › Poster › Research › peer-review

• Likelihoodprincippet og den klassiske p-værdi

  Engsted, T., 2020, Symposium i Anvendt Statistik: 27.-28. januar 2020. Linde, P. (ed.). Aarhus: Det Nationale Forskningscenter for Arbejdsmiljø, p. 137-154

  Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review

  Open Access

  File
  306 Downloads (Pure)
• 2019

  Bayesianske hypotesetest

  Engsted, T., 2019, Symposium i Anvendt Statistik. Linde, P. (ed.). København: Det Nationale Forskningscenter for Arbejdsmiljø, p. 21-36 16 p.

  Research output: Contribution to book/anthology/report/proceeding › Article in proceedings › Research › peer-review

  Open Access

  File
  466 Downloads (Pure)
• 2018

  Disappearing money illusion

  Engsted, T. & Pedersen, T. Q., 21 Aug 2018, Aarhus: Institut for Økonomi, Aarhus Universitet, 44 p. (CREATES Research Paper; No. 2018-24).

  Research output: Working paper/Preprint › Working paper › Research

  Open Access

  File
  478 Downloads (Pure)

• Frekvensbaserede versus bayesianske metoder i empirisk økonomi

  Engsted, T., 20 Aug 2018, Aarhus: Institut for Økonomi, Aarhus Universitet, 35 p.

  Research output: Working paper/Preprint › Working paper › Research

  Open Access

  File
  302 Downloads (Pure)
• 2017

  Sådan stopper man højfrekvent handel

  Engsted, T. & Tanggaard, C., 18 Mar 2017, In: Politiken. Analyse

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Newspaper article
• 2016

  Bankpakkernes succes er stærkt forskønnet

  Engsted, T., 8 Apr 2016, In: Dagbladet Politiken.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Comment/debate

• Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia

  Andreasen, M. M., Engsted, T., Møller, S. V. & Jensen, M. D. S., 5 Sept 2016, Aarhus: Institut for Økonomi, Aarhus Universitet, 48 p. (CREATES Research Paper; No. 2016-26).

  Research output: Working paper/Preprint › Working paper › Research

  Open Access

  File
  549 Downloads (Pure)

• Explosive bubbles in house prices? Evidence from the OECD countries

  Engsted, T., Hviid, S. J. & Pedersen, T. Q., 1 Jan 2016, In: Journal of International Financial Markets, Institutions & Money. 40, p. 14-25 12 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

  • Organisation for Economic Co-Operation and Development 100%
  • Real Estate Price 100%
  • Econometrics 66%
  • Housing Market 66%
  • Unit Root 33%
  76 Citations (Scopus)

• Fama on Bubbles

  Engsted, T., 2016, In: Journal of Economic Surveys. 30, 2, p. 370-376

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

  • Stock Market Valuation 100%
  9 Citations (Scopus)

• Morningstar-rapport er fri fantasi

  Engsted, T. & Tanggaard, C., 24 Jan 2016, In: Borsen.dk.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Comment/debate

• The predictive power of dividend yields for future inflation: Money illusion or rational causes?

  Engsted, T. & Pedersen, T. Q., 26 Apr 2016, Aarhus: Institut for Økonomi, Aarhus Universitet, 53 p. (CREATES Research Paper; No. 2016-11).

  Research output: Working paper/Preprint › Working paper › Research

  Open Access

  File
  629 Downloads (Pure)
• 2015

  Bobler

  Engsted, T., 22 May 2015, In: Weekendavisen. 22.05.2015

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Comment/debate

• Cross-sectional consumption-based asset pricing: A reappraisal

  Engsted, T. & Møller, S. V., 2015, In: Economics Letters. 132, p. 101-104

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
  1 Citation (Scopus)

• Explosive bubbles in house prices? Evidence from the OECD countries

  Engsted, T., Hviid, S. J. & Pedersen, T. Q., 13 Jan 2015, Aarhus: Institut for Økonomi, Aarhus Universitet, 24 p. (CREATES Research Paper; No. 2015-01).

  Research output: Working paper/Preprint › Working paper › Research

  File
  1560 Downloads (Pure)

• Forord

  Engsted, T., 2015, Kom godt i gang med din pension - få mere for pengene. Koldbæk, J. (ed.). Valby: Libris

  Research output: Contribution to book/anthology/report/proceeding › Book chapter › Communication

• Gav EU grønt lys til at fusionere to usunde banker?

  Engsted, T. & Raaballe, J., 14 Dec 2015, In: Berlingske Tidende.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Comment/debate

• Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries

  Engsted, T. & Pedersen, T. Q., 2015, In: Journal of International Money and Finance. 53, p. 257-275

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
  46 Citations (Scopus)

• Supplerende pensionsopsparing: Anbefalinger og gode råd til, hvordan du sammensætter din supplerende pensionsopsparing

  Engsted, T., Møller, M. & Steffensen, M., 2015, København: Penge- og Pensionspanelet. 11 p.

  Research output: Book/anthology/dissertation/report › Report › Communication
• 2014

  Aktiv forvaltning er en dødssejler

  Tanggaard, C. & Engsted, T., 29 Oct 2014, In: Finans.dk (Jyllands-Posten).

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Newspaper article

• Anders Grosen - redaktør og samfundsdebattør

  Balling, M., Engsted, T., Jakobsen, S., Møller, M. & Tanggaard, C., 2014, In: Finans/Invest. 1, p. 5-9

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Communication

• Bias-correction in vector autoregressive models: A simulation study

  Engsted, T. & Pedersen, T. Q., 2014, In: Econometrics. 2, 1, p. 45-71 27 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

  • Simulation Study 100%
  • Autoregressive Model 100%
  • Least Square 50%
  • Bootstrapping 50%
  • Weighted Least Squares 50%
  17 Citations (Scopus)

• Den finansielle krise i Danmark: Diskussion af rapporten fra Udvalget om årsagerne til finanskrisen: Duplik

  Engsted, T. & Raaballe, J., 2014, In: Finans/Invest. 3, p. 28-35

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Den finansielle krise i Danmark: Diskussion af rapporten fra Udvalget om årsagerne til finanskrisen: Duplik

  Engsted, T. & Raaballe, J., 10 Jun 2014, Aarhus: Institut for Økonomi, Aarhus Universitet, 19 p. (Management Working Papers; No. 2014-01).

  Research output: Working paper/Preprint › Working paper › Research

  File
  772 Downloads (Pure)

• Fama on bubbles

  Engsted, T., 2 Sept 2014, Aarhus: Institut for Økonomi, Aarhus Universitet, 13 p. (CREATES Research Paper; No. 2014-28).

  Research output: Working paper/Preprint › Working paper › Research

  File

  • Stock Market Valuation 100%
  1130 Downloads (Pure)

• Housing market volatility in the OECD area: Evidence from VAR based return decompositions

  Engsted, T. & Pedersen, T. Q., 2014, In: Journal of Macroeconomics. 42, p. 91-103 13 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

  • Credit Rationing 100%
  16 Citations (Scopus)
• 2013

  Bond return predictability in expansions and recessions

  Engsted, T., Møller, S. V. & Jensen, M. D. S., 25 Apr 2013, Aarhus: Institut for Økonomi, Aarhus Universitet, 39 p. (CREATES Research Paper; No. 2013-13).

  Research output: Working paper/Preprint › Working paper › Research

  File
  1832 Downloads (Pure)

• Den finansielle krise i Danmark: Diskussion af rapporten fra "Udvalg om årsagerne til finanskrisen"

  Engsted, T. & Raaballe, J., 6 Dec 2013, In: Finans/Invest. 2013, 8, p. 4-13 10 p., 8.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Den finansielle krise i Danmark: Diskussion af rapporten fra ”Udvalg om årsagerne til finanskrisen”

  Engsted, T. & Raaballe, J., 6 Dec 2013, Aarhus: Institut for Økonomi, Aarhus Universitet, 42 p. (Management Working Papers; No. 2013-03).

  Research output: Working paper/Preprint › Working paper › Research

  File
  441 Downloads (Pure)

• Derfor skyder økonomerne forbi

  Engsted, T., 30 Jan 2013, In: Politiken, Analyse. 1 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Newspaper article

• Detailregulering er opskriften på nye kriser

  Engsted, T., 23 Sept 2013, In: Dagbladet Information. 1 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Feature article

• Det finansielle system og krisen

  Engsted, T., Tanggaard, C. & Balling, M., 2013, In: Finans/Invest. 4, p. 2-3, 9

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Editorial › peer-review

• Housing market volatility in the OECD area: Evidence from VAR based return decompositions

  Engsted, T. & Pedersen, T. Q., 28 Feb 2013, Aarhus: Institut for Økonomi, Aarhus Universitet, 26 p. (CREATES Research Paper; No. 2013-4).

  Research output: Working paper/Preprint › Working paper › Research

  File

  • Organisation for Economic Co-Operation and Development 100%
  • Volatility 100%
  • Housing Market 100%
  • Returns Volatility 50%
  • Principal Components 50%
  1229 Downloads (Pure)

• Malurt i bægeret

  Engsted, T. & Tanggaard, C., 25 Apr 2013, In: Boersen.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Contribution to newspaper - Comment/debate

• Nobelprisen i økonomi 2013: Eugene F. Fama, Robert J. Shiller og Lars Peter Hansen

  Engsted, T., Dec 2013, In: Finans/Invest. 8, p. 26-29 8.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
• 2012

  Aktiv vs. passiv forvaltning, held eller dygtighed, og måling af porteføljeforvalteres performance

  Engsted, T., 2012, In: Finans/Invest. 3, p. 4-11

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Pitfalls in VAR based return decompositions: A clarification

  Engsted, T., Pedersen, T. Q. & Tanggaard, C., 2012, In: Journal of Banking & Finance. 36, 5, p. 1255–1265

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
  63 Citations (Scopus)

• Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries

  Engsted, T. & Pedersen, T. Q., 17 Dec 2012, Aarhus: Institut for Økonomi, Aarhus Universitet, 43 p. (CREATES Research Paper; No. 2012-58).

  Research output: Working paper/Preprint › Working paper › Research

  File

  • Organisation for Economic Co-Operation and Development 100%
  • Housing Market 100%
  • Real Estate Sector 50%
  • Growth Theory 50%
  2785 Downloads (Pure)

• Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model

  Engsted, T. & Pedersen, T. Q., 2012, In: Journal of Empirical Finance. 19, 2, p. 241-253

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
  7 Citations (Scopus)

• Testing for rational bubbles in a coexplosive vector autoregression

  Engsted, T. & Nielsen, B., 2012, In: Econometrics Journal. 15, 2, p. 226-254

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
  30 Citations (Scopus)

• The Log-Linear Return Approximation, Bubbles, and Predictability

  Engsted, T., Pedersen, T. Q. & Tanggaard, C., 2012, In: Journal of Financial and Quantitative Analysis. 47, 3, p. 643-665

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
  33 Citations (Scopus)