Department of Economics and Business Economics

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Tom Engsted

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  1. 2020
  2. Published

    Frekvensbaserede vs. bayesianske metoder i empirisk økonomi. / Engsted, Tom.

    2020. Poster session presented at Nationaløkonomisk forenings Årsmøde, Kolding, Denmark.

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

  3. Published

    Likelihoodprincippet og den klassiske p-værdi. / Engsted, Tom.

    Symposium i Anvendt Statistik. ed. / Peter Linde. Det Nationale Forskningscenter for Arbejdsmiljø, 2020. p. 137-154.

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

  4. Accepted/In press

    The Yield Spread and Bond Return Predictability in Expansions and Recessions. / Andreasen, Martin Møller; Engsted, Tom; Jensen, Magnus David Sander; Møller, Stig Vinther.

    In: Review of Financial Studies, 2020.

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

  5. 2019
  6. Published

    Bayesianske hypotesetest. / Engsted, Tom.

    Symposium i Anvendt Statistik. ed. / Peter Linde. København : Det Nationale Forskningscenter for Arbejdsmiljø, 2019. p. 21-36.

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

  7. 2018
  8. Published

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

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.

    Research output: Working paper › Research

  9. Published

    Frekvensbaserede versus bayesianske metoder i empirisk økonomi. / Engsted, Tom.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.

    Research output: Working paper › Research

  10. 2017
  11. Published

    Sådan stopper man højfrekvent handel. / Engsted, Tom; Tanggaard, Carsten.

    In: Politiken, Vol. Analyse, 18.03.2017.

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

  12. 2016
  13. Published

    Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. / Andreasen, Martin Møller; Engsted, Tom; Møller, Stig Vinther; Jensen, Magnus David Sander.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.

    Research output: Working paper › Research

  14. 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 paper › Research

  15. Published

    Bankpakkernes succes er stærkt forskønnet. / Engsted, Tom.

    In: Dagbladet Politiken, 08.04.2016.

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

  16. Published

    Morningstar-rapport er fri fantasi. / Engsted, Tom; Tanggaard, Carsten.

    In: Borsen.dk, 24.01.2016.

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

  17. 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 newspaper › Journal article › Research › peer-review

  18. Published

    Fama on Bubbles. / Engsted, Tom.

    In: Journal of Economic Surveys, Vol. 30, No. 2, 2016, p. 370-376.

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

  19. 2015
  20. Published

    Gav EU grønt lys til at fusionere to usunde banker? / Engsted, Tom; Raaballe, Johannes.

    In: Berlingske Tidende, 14.12.2015.

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

  21. Published

    Bobler. / Engsted, Tom.

    In: Weekendavisen, No. 22.05.2015, 22.05.2015.

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

  22. 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 paper › Research

  23. Published

    Cross-sectional consumption-based asset pricing: A reappraisal. / Engsted, Tom; Møller, Stig Vinther.

    In: Economics Letters, Vol. 132, 2015, p. 101-104.

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

  24. Published

    Forord. / Engsted, Tom.

    Kom godt i gang med din pension - få mere for pengene. ed. / Jens Koldbæk. Valby : Libris, 2015.

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

  25. 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 newspaper › Journal article › Research › peer-review

  26. Published

    Supplerende pensionsopsparing : Anbefalinger og gode råd til, hvordan du sammensætter din supplerende pensionsopsparing. / Engsted, Tom; Møller, Michael; Steffensen, Mogens.

    København : Penge- og Pensionspanelet, 2015. 11 p.

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

  27. 2014
  28. Published

    Aktiv forvaltning er en dødssejler. / Tanggaard, Carsten; Engsted, Tom.

    In: Finans.dk (Jyllands-Posten), 29.10.2014.

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

  29. Published

    Fama on bubbles. / Engsted, Tom.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: Working paper › Research

  30. Published

    Den finansielle krise i Danmark : Diskussion af rapporten fra Udvalget om årsagerne til finanskrisen: Duplik. / Engsted, Tom; Raaballe, Johannes.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: Working paper › Research

  31. Published

    Anders Grosen - redaktør og samfundsdebattør. / Balling, Morten; Engsted, Tom; Jakobsen, Svend; Møller, Michael; Tanggaard, Carsten.

    In: Finans/Invest, No. 1, 2014, p. 5-9.

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

  32. 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 newspaper › Journal article › Research › peer-review

  33. Published

    Den finansielle krise i Danmark : Diskussion af rapporten fra Udvalget om årsagerne til finanskrisen: Duplik. / Engsted, Tom; Raaballe, Johannes.

    In: Finans/Invest, No. 3, 2014, p. 28-35.

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

  34. 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 newspaper › Journal article › Research › peer-review

  35. 2013
  36. Published

    Den finansielle krise i Danmark : Diskussion af rapporten fra "Udvalg om årsagerne til finanskrisen". / Engsted, Tom; Raaballe, Johannes.

    In: Finans/Invest, Vol. 2013, No. 8, 8, 06.12.2013, p. 4-13.

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

  37. Published

    Den finansielle krise i Danmark: Diskussion af rapporten fra ”Udvalg om årsagerne til finanskrisen”. / Engsted, Tom; Raaballe, Johannes.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paper › Research

  38. Published

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

    In: Finans/Invest, No. 8, 8, 12.2013, p. 26-29.

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

  39. Published

    Detailregulering er opskriften på nye kriser. / Engsted, Tom.

    In: Dagbladet Information, 23.09.2013.

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

  40. Published

    Bond return predictability in expansions and recessions. / Engsted, Tom; Møller, Stig Vinther; Jensen, Magnus David Sander.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paper › Research

  41. Published

    Malurt i bægeret. / Engsted, Tom; Tanggaard, Carsten.

    In: Boersen, 25.04.2013.

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

  42. 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 paper › Research

  43. Published

    Derfor skyder økonomerne forbi. / Engsted, Tom.

    In: Politiken, Analyse, 30.01.2013.

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

  44. Published

    Det finansielle system og krisen. / Engsted, Tom; Tanggaard, Carsten; Balling, Morten.

    In: Finans/Invest, No. 4, 2013, p. 2-3, 9.

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

  45. 2012
  46. Published

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

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

    Research output: Working paper › Research

  47. Published

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

    In: Finans/Invest, No. 3, 2012, p. 4-11.

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

  48. 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 newspaper › Journal article › Research › peer-review

  49. 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 newspaper › Journal article › Research › peer-review

  50. Published

    Testing for rational bubbles in a coexplosive vector autoregression. / Engsted, Tom; Nielsen, Bent.

    In: Econometrics Journal, Vol. 15, No. 2, 2012, p. 226-254.

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

  51. 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 newspaper › Journal article › Research › peer-review

  52. 2011
  53. Published

    En pengemaskine for bankerne. / Engsted, Tom.

    In: Weekendavisen, 17.06.2011.

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

  54. 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 paper › Research

  55. Published

    Anbefalinger om aktieinvestering. / Engsted, Tom; Larsen, Bjarne Graven; Møller, Michael.

    2011. 37 p.

    Research output: Memorandum/exposition › Memorandum

  56. Published

    Anbefalinger til den 'almindelige forbruger' om aktieinvesteringer. / Engsted, Tom; Møller, Michael.

    In: Finans/Invest, Vol. 2011, No. 2, 2011, p. 5-10.

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

  57. Published

    Cross-sectional consumption-based asset pricing: The importance of consumption timing and the inclusion of severe crises. / Engsted, Tom; Møller, Stig Vinther.

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

    Research output: Working paper › Research

  58. 2010
  59. Published

    An Iterated GMM Procedure for Estimating the Campbell-Cochrane Habit Formation Model, with an Application to Danish Stock and Bond Returns. / Engsted, Tom; Møller, Stig Vinther.

    In: International Journal of Finance and Economics, Vol. 15, No. 3, 2010, p. 213-227.

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

  60. Published

    Habit formation, surplus consumption and return predictability : International evidence. / Engsted, Tom; Hyde, Stuart; Vinther Møller, Stig.

    In: Journal of International Money and Finance, Vol. 29, No. 7, 2010, p. 1237-1255.

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

  61. 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 paper › Research

  62. Published

    Spekulative bobler: Kan de identificeres, og hvad skal vi gøre ved dem? / Engsted, Tom.

    In: Finans/Invest, No. 5, 2010, p. 5-16.

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

  63. Published

    Testing for rational bubbles in a co-explosive vector autoregression. / Engsted, Tom; Nielsen, Bent.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: Working paper › Research

  64. 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 newspaper › Journal article › Research › peer-review

  65. 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 paper › Research

  66. 2009
  67. Published

    Peter Straarup blev skam advaret. / Engsted, Tom.

    In: Politiken, 10.02.2009.

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

  68. Published

    Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak. / Engsted, Tom.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.

    Research output: Working paper › Research

  69. Published

    Statistical vs. economic significance in economics and econometrics: Further comments on McCloskey and Ziliak. / Engsted, Tom.

    In: Journal of Economic Methodology, Vol. 16, No. 4, 2009, p. 393-408.

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

  70. 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 paper › Research

  71. 2008
  72. Published

    An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns. / Engsted, Tom; Møller, Stig V.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.

    Research output: Working paper › Research

  73. 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 paper › Research

  74. 2007
  75. Published

    Habit Formation, Surplus Consumption and Return Predictability: International Evidence. / Engsted, Tom; Hyde, Stuart; Møller, Stig V.

    Institut for Økonomi, Aarhus Universitet, 2007.

    Research output: Working paper › Research

  76. Published

    The comovement of US and German bond markets. / Engsted, Tom; Tanggaard, Carsten.

    In: International Review of Financial Analysis, Vol. 16, No. 2, 2007, p. 172-182.

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

  77. 2006
  78. Published

    Explosive bubbles in the cointegrated VAR model. / Engsted, Tom.

    In: Finance Research Letters, No. 3, 2006, p. 154-162.

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

  79. Published

    Kan afkast forudsiges i et efficient marked? / Engsted, Tom.

    In: Finans/Invest, No. 6, 2006, p. 4-8.

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

  80. 2005
  81. Published

    A new daily dividend-adjusted index for the Danish stock market, 1985-2002: Construction, statistical properties, and return predictability. / Belter, Klaus; Engsted, Tom; Tanggaard, Carsten.

    In: Research in International Business and Finance, Vol. 19, No. 1, 2005, p. 53-70.

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

  82. Published

    Explosive bubbles in the US stock market, 1871-2000. / Engsted, Tom.

    In: Finance Letters, Vol. 3, 2005, p. 113-116.

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

  83. Published

    Finansiel økonometri. / Engsted, Tom.

    Udviklingslinier i finansiering. ed. / Michael Christensen. København : Djøf Forlag, 2005. p. 215-244.

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

  84. Published

    Prisudvikling på aktie- og boligmarkedet: Deja vu. / Engsted, Tom.

    In: Finans/Invest, Vol. No 5, 2005, p. 2-4.

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

  85. 2004
  86. Published

    An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993-2002. / Christiansen, Charlotte; Engsted, Tom; Jakobsen, Svend; Tanggaard, Carsten.

    European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives. ed. / Jonathan A. Batten, Thomas A. Fetherston and Peter F. Szilagyi. London : John Wiley & Sons Ltd, 2004. p. s. 199-209.

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

  87. Published

    Denmark - A Chapter on the Danish Bond Market. / Christiansen, Charlotte; Engsted, Tom; Jakobsen, Svend; Tanggaard, Carsten.

    European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives. ed. / Jonathan A. Batten, Thomas A. Fetherston and Peter F. Szilagyi. London : John Wiley & Sons Ltd, 2004. p. s. 181-197.

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

  88. Published

    Long-run forecasting in multicointegrated systems. / Siliverstovs, Boriss; Engsted, Tom; Haldrup, Niels.

    In: Journal of Forecasting, Vol. 23, No. 5, 2004, p. 315-335.

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

  89. Published

    Speculative bubbles in stock prices? Tests based on the price-dividend ratio. / Engsted, Tom; Tanggaard, Carsten.

    2004. Paper presented at The Annual Congress of the European Finance Association, Maastricht, .

    Research output: Contribution to conference › Paper › Research

  90. Published

    Speculative bubbles in stock prices? Tests based on the price-dividend ratio. / Engsted, Tom; Tanggaard, Carsten.

    2004.

    Research output: Working paper › Research

  91. Published

    The comovement of US and German bond markets. / Engsted, Tom; Tanggaard, Carsten.

    2004. Paper presented at The International Bond and Debt Market Integration Conference, .

    Research output: Contribution to conference › Paper › Research

  92. Published

    The comovement of US and UK stock markets. / Engsted, Tom; Tanggaard, Carsten.

    In: European Financial Management, Vol. 10, No. 4, 2004, p. 593-607.

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

  93. 2003
  94. Published

    A New Daily Dividend-Adjusted Index for the Danish Stock Market, 1985-2002: Construction, Statistical Properties, and Return Predictability. / Belter, Klaus; Engsted, Tom; Tanggaard, Carsten.

    2003.

    Research output: Working paper › Research

  95. Published

    An Empirical Study of the Term Structure of Interest Rates in Denmark, 1993 - 2002. / Christiansen, Charlotte; Engsted, Tom; Jakobsen, Svend; Tanggaard, Carsten.

    2003.

    Research output: Working paper › Research

  96. Published

    Denmark - A Chapter on the Danish Bond Market. / Christiansen, Charlotte; Engsted, Tom; Jakobsen, Svend; Tanggaard, Carsten.

    2003.

    Research output: Working paper › Research

  97. Published

    Misspecification Versus Bubbles in Hyperinflation Data: Comment. / Engsted, Tom.

    In: Journal of International Money and Finance, Vol. 22, No. 4, 2003, p. 441-451.

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

  98. Published

    Speculative bubbles in stock prices? Tests based on the price-dividend ratio. / Engsted, Tom; Tanggaard, Carsten.

    2003. Paper presented at Euro Working Group on Financial Modelling, Monaco, November 6-9. Arne Ryde Workshop on Empirical Finance, Lund, November, .

    Research output: Contribution to conference › Paper › Research

  99. 2002
  100. Published

    Aktiemarkedet. / Engsted, Tom.

    2002.

    Research output: Working paper › Research

  101. Published

    Aktiemarkedet. / Engsted, Tom.

    2002. Paper presented at Nationaløkonomisk Forenings Kolding Fjord Konference, .

    Research output: Contribution to conference › Paper › Research

  102. Published

    Long-Run Forecasting in Multicointegrated Systems. / Siliverstovs, Boriss; Engsted, Tom; Haldrup, Niels.

    2002.

    Research output: Working paper › Research

  103. Published

    Measures of Fit for Rational Expectations Models. / Engsted, Tom.

    In: Journal of Economic Surveys, Vol. 16, August, No. 3, 2002, p. 301-355.

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

  104. Published

    Measuring Noise in the Permanent Income Hypothesis. / Engsted, Tom.

    In: Journal of Macroeconomics, Vol. 4, No. 3, 2002, p. 353-370.

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

  105. Published

    Misspecification Versus Bubbles in Hyperinflation Data: Comment. / Engsted, Tom.

    2002.

    Research output: Working paper › Research

  106. Published

    The Comovement of US and UK Stock Markets. / Engsted, Tom; Tanggaard, Carsten.

    2002.

    Research output: Working paper › Research

  107. Published

    The Relation Between Asset Returns and Inflation at Short and Long Horizons. / Engsted, Tom; Tanggaard, Carsten.

    In: Journal of International Financial Markets, Institutions & Money, Vol. 12, 2002, p. 101-118.

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

  108. Published

    The comovement of US and UK stock market. / Engsted, Tom; Tanggaard, Carsten.

    2002. Paper presented at The Second T.N. Thiele Symposium on Financial Econometrics, Copenhagen, October. The 31st Meeting of the EURO Working Group on Financial Modeling, Cyprus, November, .

    Research output: Contribution to conference › Paper › Research

  109. Published

    Udviklingen på aktiemarkedet: "Mean-reversion" og den finansielle sektors investeringsråd og -anbefalinger. / Engsted, Tom.

    In: Finans/Invest, Vol. VIII, 2002, p. 5-9.

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

  110. 2001
  111. Published

    A New Test for Speculative Bubbles Based on Return Variance Decompositions. / Engsted, Tom; Tanggaard, Carsten.

    2001.

    Research output: Working paper › Research

  112. Published

    A Revival of the Autoregressive Distributed Lag Model in Estimating Energy Demand Relationships. / Bentzen, Jan Børsen; Engsted, Tom.

    In: Energy, Vol. 26, No. 1, 2001, p. 45-55.

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

  113. Published

    Afkast og risiko ved aktieinvesteringer på kort og lang sigt: Kommentar og replik. / Engsted, Tom.

    In: Nationaloekonomisk Tidsskrift, Vol. 139, 2001, p. 316-319 + s. 321-322.

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

  114. Published

    Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. / Engsted, Tom; Mammen, Enno; Tanggaard, Carsten.

    2001. Paper presented at Centre for Analytical Finance Annual Meeting, (Sandbjerg Gods, January). Arne Ryde Workshop in Empirical Finance, (Lund, April). Global Finance Association Annual Meeting, (Los Angeles, May) Financial Management Association European Meeting, (Paris, June), .

    Research output: Contribution to conference › Paper › Research

  115. Published

    Measuring Noise in the Permanent Income Hypothesis. / Engsted, Tom.

    2001. Paper presented at European Economic Association Annual Meeting, Lausanne, August, .

    Research output: Contribution to conference › Paper › Research

  116. Published

    The Comovement of US and UK Stock Markets. / Engsted, Tom; Tanggaard, Carsten.

    2001. Paper presented at Centre for Analytical Finance Annual Meeting, Sandbjerg Gods, January, .

    Research output: Contribution to conference › Paper › Research

  117. Published

    The Danish Stock and Bond Markets: Comovement, Return Predictability and Variance Decomposition. / Engsted, Tom; Tanggaard, Carsten.

    2001. Paper presented at Global Finance Association Annual Meeting, Los Angeles, May, .

    Research output: Contribution to conference › Paper › Research

  118. Published

    The Danish Stock and Bond Markets: Comovement, Return Predictability and Variance Decomposition. / Engsted, Tom; Tanggaard, Carsten.

    In: Journal of Empirical Finance, Vol. 8, No. 3, 2001, p. 243-271.

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

  119. 2000
  120. Published

    Dow-Jones: 36.000 eller 6.000? / Engsted, Tom.

    In: Finans/Invest, Vol. 4, 2000, p. 4-5.

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

  121. Published

    Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. / Engsted, Tom; Mammen, H. E.; Tanggaard, Carsten.

    2000.

    Research output: Working paper › Research

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