| 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 | 168 | 2016 |
| Pitfalls in VAR based return decompositions: A clarification T Engsted, TQ Pedersen, C Tanggaard Journal of Banking & Finance 36 (5), 1255-1265, 2012 | 140 | 2012 |
| The dividend–price ratio does predict dividend growth: International evidence T Engsted, TQ Pedersen Journal of Empirical Finance 17 (4), 585-605, 2010 | 131 | 2010 |
| 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 | 83 | 2015 |
| 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 | 65 | 2012 |
| A new index of housing sentiment L Bork, SV Møller, TQ Pedersen Management Science 66 (4), 1563-1583, 2020 | 56 | 2020 |
| Predictable return distributions TQ Pedersen Journal of Forecasting 34 (2), 114-132, 2015 | 47* | 2015 |
| Bias-correction in vector autoregressive models: A simulation study T Engsted, TQ Pedersen Econometrics 2 (1), 45-71, 2014 | 39 | 2014 |
| Testing for explosive bubbles in the presence of autocorrelated innovations TQ Pedersen, ECM Schütte Journal of Empirical Finance 58, 207-225, 2020 | 33 | 2020 |
| Housing market volatility in the OECD area: Evidence from VAR based return decompositions T Engsted, TQ Pedersen Journal of Macroeconomics 42, 91-103, 2014 | 29 | 2014 |
| Ph. D. Thesis: Return Predictability and Dynamic Asset Allocation: a Dissertation Submitted to the Faculty of Social Sciences, Aarhus University, in Partial Fulfilment of the … TQ Pedersen | 27 | 2010 |
| Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model T Engsted, TQ Pedersen Journal of Empirical Finance 19 (2), 241-253, 2012 | 24 | 2012 |
| Search and predictability of prices in the housing market SV Møller, T Pedersen, EC Montes Schütte, A Timmermann Management Science 70 (1), 415-438, 2024 | 13 | 2024 |
| Countercyclical expected returns SV Møller, TQ Pedersen, S Steffensen Available at SSRN 3555481, 2020 | 4 | 2020 |
| Disappearing money illusion T Engsted, TQ Pedersen Available at SSRN 3233425, 2023 | 3 | 2023 |
| The predictive power of dividend yields for future inflation: Money illusion or rational causes? T Engsted, TQ Pedersen CREATES Research Papers 11, 2016 | 3 | 2016 |
| The Single European Act as a Case of System Transformation: Political Change in a Mature Integration System T Pedersen Institute of Political Science, University of Aarhus, 1991 | 2 | 1991 |
| House price bubbles under the COVID-19 pandemic JH Hansen, SV Møller, TQ Pedersen, CM Schütte Journal of Empirical Finance 75, 101462, 2024 | 1 | 2024 |
| House Price Bubbles under the COVID-19 Pandemic J Hald Hansen, S Møller, T Pedersen, ECM Schütte Available at SSRN 4067276, 2022 | 1 | 2022 |
| House Price Bubbles under the COVID-19 Pandemic: House Price Bubbles under the COVID-19 Pandemic JH Hansen, SV Møller, TQ Pedersen, ECM Schütte | | 2022 |
Tom EngstedProfessor of Finance and Economics, Aarhus UniversityVerified email at econ.au.dk
