Morten Tabor

University of Copenhagen - Department of Economics

Øster Farimagsgade 5

Bygning 26

1353 Copenhagen K.

Denmark

SCHOLARLY PAPERS

3

DOWNLOADS

215

CITATIONS

0

Scholarly Papers (3)

The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Institute for New Economic Thinking Working Paper Series No. 59
Number of pages: 39 Posted: 29 Jun 2017
New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics
Downloads 57 (366,529)

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Asset-Price Movements, Model Ambiguity, Models with Time-Varying Parameters, REH, Behavioral Finance, GAS Models

The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Number of pages: 38 Posted: 23 Jun 2017
New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics
Downloads 45 (408,098)

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Asset-Price Movements, Model Ambiguity, Models with Time-Varying Parameters, REH, Behavioral Finance, GAS Models

The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Institute for New Economic Thinking Working Paper Series No. 59
Number of pages: 39 Posted: 13 Sep 2017
New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics
Downloads 25 (501,533)

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Asset-Price Movements, Model Ambiguity, Models with Time-Varying Parameters, REH, Behavioral Finance, GAS Models

The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth’s Consistency Constraint in Modeling Aggregate Outcomes

Institute for New Economic Thinking Working Paper Series No. 92 (2019)
Number of pages: 62 Posted: 05 Mar 2019
New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics
Downloads 39 (431,989)

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Unforeseeable Change; Knightian Uncertainty; Muth’s Hypothesis; Model Ambiguity; REH; Behavioral Finance

The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth’s Consistency Constraint in Modeling Aggregate Outcomes

Number of pages: 55 Posted: 15 Mar 2019
New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics
Downloads 17 (552,057)

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Unforeseeable Change; Knightian Uncertainty; Muth’s Hypothesis; Model Ambiguity; REH; Behavioral Finance

3.

Cointegration Between Trends and Their Estimators in State Space Models and CVAR Models

Number of pages: 13 Posted: 15 Mar 2017
Soren Johansen and Morten Tabor
University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Downloads 32 (452,070)

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Cointegration of trends, State space models, CVAR models