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Details about Johannes Tang Kristensen

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Workplace:Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)
Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)

Access statistics for papers by Johannes Tang Kristensen.

Last updated 2015-06-15. Update your information in the RePEc Author Service.

Short-id: pkr133


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Working Papers

2015

  1. Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2015) Downloads
  2. Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2014) Downloads

2013

  1. Diffusion Indexes with Sparse Loadings
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
  2. Lassoing the Determinants of Retirement
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)

2012

  1. Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2014)

Undated

  1. Headlights on tobacco road to low birthweight outcomes - Evidence from a battery of quantile regression estimators and a heterogeneous panelCreation-Date: 20080508
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (8)

Journal Articles

2014

  1. Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (3), 30 Downloads View citations (2)
    See also Working Paper (2012)

2013

  1. Headlights on tobacco road to low birthweight outcomes
    Empirical Economics, 2013, 44, (3), 1593-1633 Downloads View citations (14)

Chapters

 
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