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Thomas Quistgaard Pedersen

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This is information that was supplied by Thomas Pedersen in registering through RePEc. If you are Thomas Quistgaard Pedersen , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Thomas
Middle Name: Quistgaard
Last Name: Pedersen
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RePEc Short-ID: ppe342

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Affiliation

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Works

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Working papers

  1. Tom Engsted & Thomas Q. Pedersen, 2013. "Housing market volatility in the OECD area: Evidence from VAR based return decompositions," CREATES Research Papers 2013-04, School of Economics and Management, University of Aarhus.
  2. Tom Engsted & Thomas Q. Pedersen, 2012. "Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries," CREATES Research Papers 2012-58, School of Economics and Management, University of Aarhus.
  3. Tom Engsted & Thomas Q. Pedersen, 2011. "Bias-correction in vector autoregressive models: A simulation study," CREATES Research Papers 2011-18, School of Economics and Management, University of Aarhus.
  4. Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard, 2010. "Pitfalls in VAR based return decompositions: A clarification," CREATES Research Papers 2010-09, School of Economics and Management, University of Aarhus.
  5. Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard, 2010. "The log-linear return approximation, bubbles, and predictability," CREATES Research Papers 2010-37, School of Economics and Management, University of Aarhus.
  6. Thomas Q. Pedersen, 2010. "Predictable return distributions," CREATES Research Papers 2010-38, School of Economics and Management, University of Aarhus.
  7. Tom Engsted & Thomas Q. Pedersen, 2009. "The dividend-price ratio does predict dividend growth: International evidence," CREATES Research Papers 2009-36, School of Economics and Management, University of Aarhus.
  8. Tom Engsted & Thomas Q. Pedersen, 2008. "Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model," CREATES Research Papers 2008-27, School of Economics and Management, University of Aarhus.
  9. Thomas Q. Pedersen, 2008. "Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution," CREATES Research Papers 2008-60, School of Economics and Management, University of Aarhus.

Articles

  1. Engsted, Tom & Pedersen, Thomas Q., 2012. "Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 241-253.
  2. Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten, 2012. "The Log-Linear Return Approximation, Bubbles, and Predictability," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(03), pages 643-665, June.
  3. Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten, 2012. "Pitfalls in VAR based return decompositions: A clarification," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1255-1265.
  4. Engsted, Tom & Pedersen, Thomas Q., 2010. "The dividend-price ratio does predict dividend growth: International evidence," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 585-605, September.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CWA: Central & Western Asia (1) 2013-01-07
  2. NEP-ECM: Econometrics (3) 2010-03-06 2010-09-03 2011-05-24. Author is listed
  3. NEP-EEC: European Economics (1) 2013-03-09
  4. NEP-ETS: Econometric Time Series (1) 2011-05-24
  5. NEP-FMK: Financial Markets (1) 2010-09-03
  6. NEP-FOR: Forecasting (2) 2010-09-03 2013-01-07. Author is listed
  7. NEP-ORE: Operations Research (1) 2011-05-24
  8. NEP-URE: Urban & Real Estate Economics (2) 2013-01-07 2013-03-09. Author is listed

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Corrections

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