Author

Lasse Bork

Observed name: Bork, Lasse; id_orcid 0000-0001-9443-5934

Observed institution: Aalborg University

ORCID: 0000-0001-9443-5934

Observed ORCID: 0000-0001-9443-5934

OpenAlex ID: A5086843697

Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection

2014 · Lasse Bork, Stig V. Møller · International Journal of Forecasting · 112

A New Index of Housing Sentiment

2019 · Lasse Bork, Stig V. Møller, et al. · Management Science · 58

Housing Price Forecastability: A Factor Analysis

2016 · Lasse Bork, Stig V. Møller · Real Estate Economics · 49

Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach

2009 · Lasse Bork · SSRN Electronic Journal · 18

Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach

2009 · Lasse Bork · SSRN Electronic Journal · 15

Identification of Macroeconomic Factors in Large Panels

2009 · Lasse Bork, Hans Dewachter, et al. · SSRN Electronic Journal · 12

Identification of Macroeconomic Factors in Large Panels

2009 · Lasse Bork, Hans Dewachter, et al. · SSRN Electronic Journal · 12

Aggregation bias in tests of the commodity currency hypothesis

2021 · Lasse Bork, Pablo Rovira Kaltwasser, et al. · Journal of Banking & Finance · 11

Do Exchange Rates Really Help Forecasting Commodity Prices?

2014 · Lasse Bork, Pablo Rovira Kaltwasser, et al. · SSRN Electronic Journal · 9

A New Index of Housing Sentiment

2016 · Lasse Bork, Stig Vinther MMller · SSRN Electronic Journal · 2

Identification of Macroeconomic Factors in Large Panels. CREATES Research Paper 2009-43

2009 · Lasse Bork, Hans Dewachter, et al. · Repository of the University of Namur · 2

A Large-Dimensional Factor Analysis of the Federal Reserve's Large-Scale Asset Purchases

2015 · Lasse Bork · SSRN Electronic Journal · 1

Macro Factors, Monetary Policy Analysis and A¢ ne Term Structure Models

2010 · Lasse Bork · 1

Role of flexible demand and battery energy storage in spot price formation in future energy markets

2026 · Nikhil Anand, Lasse Bork, et al. · International Conference on the European Energy Market (EEM)

Value Creation of PtX Systems in Balancing Inflexible Power Grids

2025 · Monika Sandelic, Henrik Lykke Sørensen, et al. · IEEE PES Innovative Smart Grid Technologies Europe

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Exchange Rates do not Predict Commodity Prices

2025 · Lasse Bork, Pablo Rovira Kaltwasser, et al. · Critical Finance Review

PV models and Switched Regression

2019 · Bork, Lasse; id_orcid 0000-0001-9443-5934, Sercu, Piet · VBN Forskningsportal (Aalborg Universitet)

Et tilbageblik på den globale finanskrise et årti senere

2019 · Lasse Bork · VBN Forskningsportal (Aalborg Universitet)

Real effects of risk easing by the Federal Reserve

2018 · Lasse Bork · VBN Forskningsportal (Aalborg Universitet)

What drives metropolitan house prices in California

2017 · Lasse Bork · VBN Forskningsportal (Aalborg Universitet)

A large-dimensional structural factor analysis of Californian house prices

2015 · Bork, Lasse; id_orcid 0000-0001-9443-5934, Møller, Stig Vinther · VBN Forskningsportal (Aalborg Universitet)

A general statistical framework for the analysis of tendency survey data of the IFO type

2015 · Poulsen, Carsten Stig, Bork, Lasse; id_orcid 0000-0001-9443-5934, et al. · VBN Forskningsportal (Aalborg Universitet)

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The real effects of financial risk absorption through the Federal Reserve's balance sheet

2015 · Bork, Lasse; id_orcid 0000-0001-9443-5934 · VBN Forskningsportal (Aalborg Universitet)

Do exchange rates really help forecast commodity prices?"

2014 · Bork, Lasse; id_orcid 0000-0001-9443-5934, Kaltwasser, Pablo Rovira, et al. · VBN Forskningsportal (Aalborg Universitet)

A structural dynamic factor model for the effects of monetary policy estimated by the EM algorithm

2013 · Lasse Bork · VBN Forskningsportal (Aalborg Universitet)

Works count: 28

Citation count: 302

H-index: 9

I10-index: 8