Department of Economics and Business Economics

Tom Engsted

  1. 2021
  2. Published

    Statistisk evaluering af finansielle modeller: Den bayesianske tilgang. / Engsted, Tom.

    In: Finans/Invest, No. 1, 2021, p. 14-21.

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

  3. 2020
  4. Published

    Er der virkelig 400+ risikofaktorer i aktiemarkedet? En diskussion af statistisk praksis i empirisk finansiering. / Engsted, Tom.

    In: Finans/Invest, No. 6, 2020, p. 28-35.

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

  5. Published

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

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

    Research output: Contribution to conferencePosterResearchpeer-review

  6. Published

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

    Symposium i Anvendt Statistik: 27.-28. januar 2020. ed. / Peter Linde. Aarhus : Det Nationale Forskningscenter for Arbejdsmiljø, 2020. p. 137-154.

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  7. 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 newspaperJournal articleResearchpeer-review

  8. 2019
  9. 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/proceedingArticle in proceedingsResearchpeer-review

  10. 2018
  11. Published

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

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.

    Research output: Working paperResearch

  12. Published

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

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.

    Research output: Working paperResearch

  13. 2017
  14. 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 newspaperContribution to newspaper - Newspaper article

  15. 2016
  16. 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 paperResearch

  17. 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

  18. 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 newspaperContribution to newspaper - Comment/debate

  19. 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 newspaperContribution to newspaper - Comment/debate

  20. 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

  21. 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 newspaperJournal articleResearchpeer-review

  22. 2015
  23. 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 newspaperContribution to newspaper - Comment/debate

  24. Published

    Bobler. / Engsted, Tom.

    In: Weekendavisen, No. 22.05.2015, 22.05.2015.

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

  25. 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

  26. 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 newspaperJournal articleResearchpeer-review

  27. 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/proceedingBook chapterCommunication

  28. 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

  29. 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/reportReportCommunication

  30. 2014
  31. 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 newspaperContribution to newspaper - Newspaper article

  32. Published

    Fama on bubbles. / Engsted, Tom.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: Working paperResearch

  33. 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 paperResearch

  34. 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 newspaperJournal articleCommunication

  35. 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

  36. 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 newspaperJournal articleResearchpeer-review

  37. 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

  38. 2013
  39. 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 newspaperJournal articleResearchpeer-review

  40. 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 paperResearch

  41. 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 newspaperJournal articleResearchpeer-review

  42. 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 newspaperContribution to newspaper - Feature article

  43. 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 paperResearch

  44. Published

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

    In: Boersen, 25.04.2013.

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

  45. 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

  46. Published

    Derfor skyder økonomerne forbi. / Engsted, Tom.

    In: Politiken, Analyse, 30.01.2013.

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

  47. 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 newspaperEditorialpeer-review

  48. 2012
  49. Published
  50. 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 newspaperJournal articleResearchpeer-review

  51. 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

  52. 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

  53. 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 newspaperJournal articleResearchpeer-review

  54. 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

  55. 2011
  56. Published

    En pengemaskine for bankerne. / Engsted, Tom.

    In: Weekendavisen, 17.06.2011.

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

  57. 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

  58. Published

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

    2011. 37 p.

    Research output: Memorandum/expositionMemorandumpeer-review

  59. 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 newspaperJournal articleResearchpeer-review

  60. 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 paperResearch

  61. 2010
  62. 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 newspaperJournal articleResearchpeer-review

  63. 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 newspaperJournal articleResearchpeer-review

  64. 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

  65. 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 newspaperJournal articleResearchpeer-review

  66. 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 paperResearch

  67. 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

  68. 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

  69. 2009
  70. Published

    Peter Straarup blev skam advaret. / Engsted, Tom.

    In: Politiken, 10.02.2009.

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

  71. 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 paperResearch

  72. 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 newspaperJournal articleResearchpeer-review

  73. 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

  74. 2008
  75. 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 paperResearch

  76. 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

  77. 2007
  78. 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 paperResearch

  79. 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 newspaperJournal articleResearchpeer-review

  80. 2006
  81. 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 newspaperJournal articleResearchpeer-review

  82. 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 newspaperJournal articleResearch

  83. 2005
  84. 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 newspaperJournal articleResearchpeer-review

  85. 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 newspaperJournal articleResearchpeer-review

  86. 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/proceedingBook chapterResearch

  87. 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 newspaperJournal articleResearchpeer-review

  88. 2004
  89. 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/proceedingBook chapterResearch

  90. 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/proceedingBook chapterResearch

  91. 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 newspaperJournal articleResearchpeer-review

  92. 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 conferencePaperResearch

  93. Published
  94. 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 conferencePaperResearch

  95. 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 newspaperJournal articleResearchpeer-review

  96. 2003
  97. Published
  98. 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 paperResearch

  99. Published

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

    2003.

    Research output: Working paperResearch

  100. 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 newspaperJournal articleResearchpeer-review

  101. 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 conferencePaperResearch

  102. 2002
  103. Published

    Aktiemarkedet. / Engsted, Tom.

    2002.

    Research output: Working paperResearch

  104. Published

    Aktiemarkedet. / Engsted, Tom.

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

    Research output: Contribution to conferencePaperResearch

  105. Published

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

    2002.

    Research output: Working paperResearch

  106. 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 newspaperJournal articleResearchpeer-review

  107. 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 newspaperJournal articleResearchpeer-review

  108. Published

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

    2002.

    Research output: Working paperResearch

  109. Published

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

    2002.

    Research output: Working paperResearch

  110. 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 newspaperJournal articleResearchpeer-review

  111. 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 conferencePaperResearch

  112. 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 newspaperJournal articleResearchpeer-review

  113. 2001
  114. Published
  115. 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 newspaperJournal articleResearchpeer-review

  116. 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 newspaperJournal articleResearchpeer-review

  117. 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 conferencePaperResearch

  118. 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 conferencePaperResearch

  119. 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 conferencePaperResearch

  120. 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 conferencePaperResearch

  121. 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 newspaperJournal articleResearchpeer-review

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