Department of Economics and Business Economics

Thomas Quistgaard Pedersen

  1. 2018
  2. Published

    Disappearing money illusion. / Engsted, Tom; Pedersen, Thomas Quistgaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.

    Research output: Working paperResearch

  3. Accepted/In press

    A new index of housing sentiment. / Bork, Lasse; Møller, Stig Vinther; Pedersen, Thomas Quistgaard.

    In: Management Science, 2018.

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

  4. 2017
  5. Published

    Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations. / Pedersen, Thomas Quistgaard; Montes Schütte, Erik Christian.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: Working paperResearch

  6. 2016
  7. Published

    A New Index of Housing Sentiment. / Bork, Lasse; Møller, Stig Vinther; Pedersen, Thomas Quistgaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.

    Research output: Working paperResearch

  8. Published

    The predictive power of dividend yields for future inflation: Money illusion or rational causes? / Engsted, Tom; Pedersen, Thomas Quistgaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.

    Research output: Working paperResearch

  9. Published

    Explosive bubbles in house prices? Evidence from the OECD countries. / Engsted, Tom; Hviid, Simon Juul; Pedersen, Thomas Quistgaard.

    In: Journal of International Financial Markets, Institutions & Money, Vol. 40, 2016, p. 14-25.

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

  10. 2015
  11. Published

    Explosive bubbles in house prices? Evidence from the OECD countries. / Engsted, Tom; Hviid, Simon Juul; Pedersen, Thomas Quistgaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: Working paperResearch

  12. Published

    Predictable return distributions. / Pedersen, Thomas Quistgaard.

    In: Journal of Forecasting, Vol. 34, No. 2, 2015, p. 114-132.

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

  13. Published

    Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries. / Engsted, Tom; Pedersen, Thomas Quistgaard.

    In: Journal of International Money and Finance, Vol. 53, 2015, p. 257-275.

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

  14. 2014
  15. Published

    Bias-correction in vector autoregressive models : A simulation study. / Engsted, Tom; Pedersen, Thomas Quistgaard.

    In: Econometrics, Vol. 2, No. 1, 2014, p. 45-71.

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

  16. Published

    Housing market volatility in the OECD area : Evidence from VAR based return decompositions. / Engsted, Tom; Pedersen, Thomas Quistgaard.

    In: Journal of Macroeconomics, Vol. 42, 2014, p. 91-103.

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

  17. 2013
  18. Published

    Housing market volatility in the OECD area: Evidence from VAR based return decompositions. / Engsted, Tom; Pedersen, Thomas Quistgaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paperResearch

  19. 2012
  20. Published
  21. Published

    Pitfalls in VAR based return decompositions: A clarification. / Engsted, Tom; Pedersen, Thomas Quistgaard; Tanggaard, Carsten.

    In: Journal of Banking & Finance, Vol. 36, No. 5, 2012, p. 1255–1265.

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

  22. Published

    Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model. / Engsted, Tom; Pedersen, Thomas Quistgaard.

    In: Journal of Empirical Finance, Vol. 19, No. 2, 2012, p. 241-253.

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

  23. Published

    The Log-Linear Return Approximation, Bubbles, and Predictability. / Engsted, Tom; Pedersen, Thomas Quistgaard; Tanggaard, Carsten.

    In: Journal of Financial and Quantitative Analysis, Vol. 47, No. 3, 2012, p. 643-665.

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

  24. 2011
  25. Published

    Bias-correction in vector autoregressive models: A simulation study. / Engsted, Tom; Pedersen, Thomas Quistgaard.

    Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2011.

    Research output: Working paperResearch

  26. 2010
  27. Published

    Pitfalls in VAR based return decompositions: A clarification. / Engsted, Tom; Pedersen, Thomas Quistgaard; Tanggaard, Carsten.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: Working paperResearch

  28. Published

    Predictable return distributions. / Pedersen, Thomas Quistgaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: Working paperResearch

  29. Published

    Return predictability and dynamic asset allocation. / Pedersen, Thomas Quistgaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010. 184 p. (PhD Theses; No. 2010-7).

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

  30. Published

    The dividend-price ratio does predict dividend growth: International evidence. / Engsted, Tom; Pedersen, Thomas Quistgaard.

    In: Journal of Empirical Finance, Vol. 17, No. 4, 2010, p. 585-605.

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

  31. Published

    The log-linear return approximation, bubbles, and predictability. / Engsted, Tom; Pedersen, Thomas Quistgaard; Tanggaard, Carsten.

    Aarhus : Aarhus University. School of Economics and Management, 2010.

    Research output: Working paperResearch

  32. 2009
  33. Published

    The dividend-price ratio does predict dividend growth: International evidence. / Engsted, Tom; Pedersen, Thomas Quistgaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.

    Research output: Working paperResearch

  34. 2008
  35. Published

    Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution. / Pedersen, Thomas Quistgaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.

    Research output: Working paperResearch

  36. Published

    Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model. / Engsted, Tom; Pedersen, Thomas Quistgaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.

    Research output: Working paperResearch

  37. 2006
  38. Published

    Strategisk og taktisk aktivallokering - forudsigelige afkasts betydning for den langsigtede investor. / Larsen, Anders Lund; Pedersen, Thomas Quistgaard.

    In: Finans/Invest, No. 6, 2006, p. 9-15.

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