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Tom Engsted
Tom Engsted
Professor of Finance and Economics, Aarhus University
Verified email at econ.au.dk - Homepage
Title
Cited by
Cited by
Year
A revival of the autoregressive distributed lag model in estimating energy demand relationships
J Bentzen, T Engsted
Energy 26 (1), 45-55, 2001
3152001
Short-and long-run elasticities in energy demand: a cointegration approach
J Bentzen, T Engsted
Energy economics 15 (1), 9-16, 1993
2911993
Cointegration and the US term structure
T Engsted, C Tanggaard
Journal of Banking & Finance 18 (1), 167-181, 1994
2071994
Explosive bubbles in house prices? Evidence from the OECD countries
T Engsted, SJ Hviid, TQ Pedersen
Journal of International Financial Markets, Institutions and Money 40, 14-25, 2016
1652016
The relation between asset returns and inflation at short and long horizons
T Engsted, C Tanggaard
Journal of International Financial Markets, Institutions and Money 12 (2 …, 2002
1422002
Pitfalls in VAR based return decompositions: A clarification
T Engsted, TQ Pedersen, C Tanggaard
Journal of Banking & Finance 36 (5), 1255-1265, 2012
1392012
The dividend–price ratio does predict dividend growth: International evidence
T Engsted, TQ Pedersen
Journal of Empirical Finance 17 (4), 585-605, 2010
1312010
Does the long-term interest rate predict future inflation? A multi-country analysis
T Engsted
The Review of Economics and Statistics, 42-54, 1995
1171995
Testing for multicointegration
T Engsted, J Gonzalo, N Haldrup
Economics Letters 56 (3), 259-266, 1997
1091997
The Danish stock and bond markets: Comovement, return predictability and variance decomposition
T Engsted, C Tanggaard
Journal of Empirical Finance 8 (3), 243-271, 2001
942001
Cointegration and Cagan's model of hyperinflation under rational expectations
T Engsted
Journal of Money, Credit and Banking 25 (3), 350-360, 1993
911993
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries
T Engsted, TQ Pedersen
Journal of International Money and Finance 53, 257-275, 2015
842015
GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets
J Lund, T Engsted
Journal of International money and Finance 15 (4), 497-521, 1996
821996
The comovement of US and UK stock markets
T Engsted, C Tanggaard
European Financial Management 10 (4), 593-607, 2004
792004
Granger's representation theorem and multicointegration
T Engsted, S Johansen
Engle, R.F.; White, H. (Eds.), Cointegration, Causality, and Forecasting …, 1999
751999
Multicointegration in stock‐flow models
T Engsted, N Haldrup
Oxford Bulletin of Economics and Statistics 61 (2), 237-254, 1999
681999
The log-linear return approximation, bubbles, and predictability
T Engsted, TQ Pedersen, C Tanggaard
Journal of Financial and Quantitative Analysis 47 (3), 643-665, 2012
632012
The predictive power of yield spreads for future interest rates: Evidence from the Danish term structure
T Engsted, C Tanggaard
The Scandinavian Journal of Economics, 145-159, 1995
581995
Testing for rational bubbles in a coexplosive vector autoregression
T Engsted, B Nielsen
The Econometrics Journal 15 (2), 226-254, 2012
562012
The comovement of US and German bond markets
T Engsted, C Tanggaard
International Review of Financial Analysis 16 (2), 172-182, 2007
542007
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