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Author

Tom Engsted

Observed names: Engsted, Tom, T. Engsted
Institution: Aarhus University
ORCID: 0000-0002-5156-571X
Observed ORCID: 0000-0002-5156-571X
OpenAlex ID: A5046532704
A revival of the autoregressive distributed lag model in estimating energy demand relationships
2001 · Jan Bentzen, Tom Engsted · Energy · 233
Short- and long-run elasticities in energy demand
1993 · Jan Bentzen, Tom Engsted · Energy Economics · 180
Energy consumption of the households 1960-1996
1999 · Jan Bentzen, Tom Engsted · Nationaløkonomisk tidsskrift · 154
Explosive Bubbles in House Prices? Evidence from the OECD Countries
2015 · Tom Engsted, Simon J. Hviid, et al. · Journal of International Financial Markets Institutions and Money · 148
Pitfalls in VAR based return decompositions: A clarification
2011 · Tom Engsted, Thomas Q. Pedersen, et al. · Journal of Banking & Finance · 137
Cointegration and the US term structure
1994 · Tom Engsted, Carsten Tanggaard · Journal of Banking & Finance · 131
The dividend–price ratio does predict dividend growth: International evidence
2010 · Tom Engsted, Thomas Q. Pedersen · Journal of Empirical Finance · 108
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Cointegration and Cagan's Model of Hyperinflation under Rational Expectations
1993 · Tom Engsted · Journal of money credit and banking · 86
The Log-Linear Return Approximation, Bubbles, and Predictability
2011 · Tom Engsted, Thomas Q. Pedersen, et al. · Journal of Financial and Quantitative Analysis · 81
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The relation between asset returns and inflation at short and long horizons
2002 · Tom Engsted, Carsten Tanggaard · Journal of International Financial Markets Institutions and Money · 71
The Danish stock and bond markets: comovement, return predictability and variance decomposition
2001 · Tom Engsted, Carsten Tanggaard · Journal of Empirical Finance · 70
Testing for multicointegration
1997 · Tom Engsted, Jesus Gonzalo, et al. · Economics Letters · 67
Does the Long-Term Interest Rate Predict Future Inflation? A Multi-Country Analysis
1995 · Tom Engsted · The Review of Economics and Statistics · 67
Explosive bubbles in the cointegrated VAR model
2006 · Tom Engsted · Finance research letters · 65
Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries
2015 · Tom Engsted, Thomas Q. Pedersen · Journal of International Money and Finance · 61
GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets
1996 · Jesper Lund, Tom Engsted · Journal of International Money and Finance · 61
The Comovement of US and UK Stock Markets
2004 · Tom Engsted, Carsten Tanggaard · European Financial Management · 53
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Testing for rational bubbles in a coexplosive vector autoregression
2012 · Tom Engsted, Bent Nielsen · Econometrics Journal · 48
Multicointegration in Stock‐Flow Models
1999 · Tom Engsted, Niels Haldrup · Oxford Bulletin of Economics and Statistics · 44
Granger’s Representation Theorem and Multicointegration
1999 · Tom Engsted, Søren Johansen · 41
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Bias-Correction in Vector Autoregressive Models: A Simulation Study
2014 · Tom Engsted, Thomas Quistgaard Pedersen · Econometrics · 39
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Regime shifts in the Danish term structure of interest rates
2000 · Tom Engsted, Ken Nyholm · Empirical Economics · 39
The comovement of US and German bond markets
2006 · Tom Engsted, Carsten Tanggaard · International Review of Financial Analysis · 35
The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure
1995 · Tom Engsted, Carsten Tanggaard · Scandinavian Journal of Economics · 35
Speculative Bubbles in Stock Prices? Tests Based on the Price-Dividend Ratio
2004 · Tom Engsted, Carsten Tanggaard · SSRN Electronic Journal · 34
Works count: 116
Citation count: 2,795
H-index: 29
I10-index: 53
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