Loading...

← Back to Leaderboard

Tom Engsted

Global rank #3666 95%

Institution: Aarhus Universitet

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1993

Most Recent: 2021

RePEc ID: pen44 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.40 0.00 0.00 0.80
Last 10 Years 0.00 0.40 0.00 0.00 1.81
All Time 0.00 3.42 14.08 0.00 26.78

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 29.35

Publications (21)

Year Article Journal Tier Authors
2021 The Yield Spread and Bond Return Predictability in Expansions and Recessions The Review of Financial Studies A 5
2016 FAMA ON BUBBLES Journal of Economic Surveys C 1
2015 Cross-sectional consumption-based asset pricing: A reappraisal Economics Letters C 2
2015 Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries Journal of International Money and Finance B 2
2012 The Log-Linear Return Approximation, Bubbles, and Predictability Journal of Financial and Quantitative Analysis B 3
2012 Pitfalls in VAR based return decompositions: A clarification Journal of Banking & Finance B 3
2010 Habit formation, surplus consumption and return predictability: International evidence Journal of International Money and Finance B 3
2003 Misspecification versus bubbles in hyperinflation data: comment Journal of International Money and Finance B 1
2002 Measures of Fit for Rational Expectations Models Journal of Economic Surveys C 1
2002 repec:bla:jecsur:v:16:y:2002:i:3:p:301-55 Journal of Economic Surveys C 1
1999 Multicointegration in Stock‐Flow Models Oxford Bulletin of Economics and Statistics B 2
1999 repec:bla:obuest:v:61:y:1999:i:2:p:237-54 Oxford Bulletin of Economics and Statistics B 1
1997 Testing for multicointegration Economics Letters C 3
1996 The monetary model of the exchange rate under hyperinflation: New encouraging evidence Economics Letters C 1
1996 The predictive power of the money market term structure International Journal of Forecasting B 1
1996 GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets Journal of International Money and Finance B 2
1995 repec:bla:scandj:v:97:y:1995:i:1:p:145-59 Scandanavian Journal of Economics B 1
1995 Does the Long-Term Interest Rate Predict Future Inflation? A Multi-country Analysis. Review of Economics and Statistics A 1
1994 repec:bla:econom:v:61:y:1994:i:243:p:331-43 Economica C 1
1994 Cointegration and the US term structure Journal of Banking & Finance B 2
1993 Short- and long-run elasticities in energy demand : A cointegration approach Energy Economics A 2