Details about Lasse Bork

Access statistics for papers by Lasse Bork.

Last updated 2024-04-07. Update your information in the RePEc Author Service.

Short-id: pbo460

Working Papers

2016

1. A New Index of Housing Sentiment
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (10)
   See also Journal Article A New Index of Housing Sentiment, Management Science, INFORMS (2020) View citations (32) (2020)

2012

2. Housing price forecastability: A factor analysis
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (11)
   See also Journal Article Housing Price Forecastability: A Factor Analysis, Real Estate Economics, American Real Estate and Urban Economics Association (2018) View citations (6) (2018)

2009

3. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
   Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies View citations (14)
   Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) View citations (17)
4. Identification of Macroeconomic Factors in Large Panels
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (16)
   Also in Working Papers, University of Namur, Department of Economics (2008)
   Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2009) View citations (8)

Journal Articles

2022

1. Aggregation bias in tests of the commodity currency hypothesis
   Journal of Banking & Finance, 2022, 135, (C) View citations (4)

2020

2. A New Index of Housing Sentiment
   Management Science, 2020, 66, (4), 1563-1583 View citations (32)
   See also Working Paper A New Index of Housing Sentiment, CREATES Research Papers (2016) View citations (10) (2016)

2018

3. Housing Price Forecastability: A Factor Analysis
   Real Estate Economics, 2018, 46, (3), 582-611 View citations (6)
   See also Working Paper Housing price forecastability: A factor analysis, CREATES Research Papers (2012) View citations (11) (2012)

2015

4. Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection
   International Journal of Forecasting, 2015, 31, (1), 63-78 View citations (50)