Erik Christian Montes Schütte

Aarhus University - CREATES

School of Economics and Management

Building 1322, Bartholins Alle 10

DK-8000 Aarhus C

Denmark

SCHOLARLY PAPERS

3

DOWNLOADS

257

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations

Number of pages: 40 Posted: 14 Feb 2017 Last Revised: 28 Sep 2017
Thomas Quistgaard Pedersen and Erik Christian Montes Schütte
Aarhus University - CREATES and Aarhus University - CREATES
Downloads 141 (209,258)
Citation 4

Abstract:

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Right-tailed unit root tests, GSADF, size and power properties, sieve bootstrap, international housing market

2.

Asset Pricing With Data Revisions

Number of pages: 83 Posted: 13 Sep 2019
Daniel Borup and Erik Christian Montes Schütte
Aarhus University - CREATES and Aarhus University - CREATES
Downloads 67 (343,147)

Abstract:

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asset pricing, data revisions, vintage data, consumption-based asset pricing model, NIPA personal consumption expenditures

3.

In Search of a Job: Forecasting Employment Growth Using Google Trends

Number of pages: 64 Posted: 22 Jul 2019
Daniel Borup and Erik Christian Montes Schütte
Aarhus University - CREATES and Aarhus University - CREATES
Downloads 49 (398,656)

Abstract:

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Google Trends, forecast comparison, US employment growth, targeting predictors, random forests, keyword search