‪Erik Christian Montes Schütte‬

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Daniel BorupAarhus University, CREATES, Danish Finance InstituteVerified email at econ.au.dk
David RapachFinancial Economist and Policy Adviser, Federal Reserve Bank of AtlantaVerified email at atl.frb.org
Thomas Quistgaard PedersenDepartment of Economics and Business Economics, Aarhus UniversityVerified email at econ.au.dk
Benjamin Dybro LiengaardAssociate professor, Aarhus UniversityVerified email at econ.au.dk
Jorge Wolfgang HansenAarhus University, Danish Finance InstituteVerified email at econ.au.dk
Philippe Goulet CoulombeUniversité du Québec à MontréalVerified email at uqam.ca
Allan TimmermannProfessor of Finance and Economics, UCSDVerified email at ucsd.edu
Marcelo C. MedeirosProfessor, Department of Economics, The University of Illinois at Urbana-ChampaignVerified email at illinois.edu

Erik Christian Montes Schütte

Associate Professor, Aarhus University

Verified email at econ.au.dk - Homepage

Forecasting Machine Learning Asset Pricing Financial Econometrics


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In search of a job: Forecasting employment growth using Google Trends D Borup, ECM Schütte Journal of Business and Economic Statistics 40 (1), 186-200, 2022	89	2022
Testing for explosive bubbles in the presence of autocorrelated innovations TQ Pedersen, ECM Schütte Journal of Empirical Finance 58, 207-225, 2020	33	2020
Mixed-Frequency Machine Learning: Now-and Backcasting Weekly Initial Claims with Daily Internet Search-Volume Data D Borup, D Rapach, ECM Schütte International Journal of Forecasting 39 (3), 1122-1144, 2022	30*	2022
Asset pricing with data revisions D Borup, ECM Schütte Journal of Financial Markets 59, 2022	16	2022
The anatomy of out-of-sample forecasting accuracy D Borup, P Goulet Coulombe, D Rapach, ECM Schütte, ... FRB Atlanta Working Paper, 2022	14	2022
Search and predictability of prices in the housing market S Møller, T Pedersen, ECM Schütte, A Timmermann Management Science 70 (1), 2023	13	2023
Quantifying investor narratives and their role during COVID-19 D Borup, J Hansen, B Liengaard, ECM Schütte Journal of Applied Econometrics 38 (4), 512-532, 2023	12*	2023
Reproducibility in Management Science M Fišar, B Greiner, C Huber, E Katok, AI Ozkes, ... Management Science 70 (3), 1343-1356, 2024	7	2024
House price bubbles under the COVID-19 pandemic JH Hansen, SV Møller, TQ Pedersen, CM Schütte Journal of Empirical Finance 75, 101462, 2024	2*	2024
Global inflation forecasting: Benefits from machine learning methods MC Medeiros, ECM Schütte, TS Soussi Global Inflation Forecasting: Benefits from Machine Learning Methods …, 2022	1	2022
Risk Aversion and Asset Market Participation: Evidence From Micro-level Register Data S Møller, ECM Schütte, TS Soussi Available at SSRN 4787562, 2024		2024
Asset Mispricing and Forecasting ECM Schütte Institut for Økonomi, Aarhus Universitet, 2018		2018
THE ANATOMY OF MACHINE LEARNING-BASED PORTFOLIO PERFORMANCE PG Coulombe, DE Rapach, ECM Schütte, S Schwenk-Nebbe To my family, your constant love, support, and encouragement have been …, 0

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