Details about Erik Christian Montes Schütte

Access statistics for papers by Erik Christian Montes Schütte.

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

Short-id: psc898

Working Papers

2024

1. The Anatomy of Out-of-Sample Forecasting Accuracy
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
   Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2022) View citations (4)

2021

2. Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
3. Search and Predictability of Prices in the Housing Market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article Search and Predictability of Prices in the Housing Market, Management Science, INFORMS (2024) (2024)

2019

4. In search of a job: Forecasting employment growth using Google Trends
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
   See also Journal Article In Search of a Job: Forecasting Employment Growth Using Google Trends, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (14) (2022)

2018

5. In Search of a Job: Forecasting Employment Growth in the US using Google Trends
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University

2017

6. Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (5)
   See also Journal Article Testing for explosive bubbles in the presence of autocorrelated innovations, Journal of Empirical Finance, Elsevier (2020) View citations (9) (2020)

Journal Articles

2024

1. Search and Predictability of Prices in the Housing Market
   Management Science, 2024, 70, (1), 415-438
   See also Working Paper Search and Predictability of Prices in the Housing Market, CEPR Discussion Papers (2021) View citations (1) (2021)

2023

2. Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data
   International Journal of Forecasting, 2023, 39, (3), 1122-1144 View citations (2)
3. Quantifying investor narratives and their role during COVID‐19
   Journal of Applied Econometrics, 2023, 38, (4), 512-532 View citations (1)

2022

4. Asset pricing with data revisions
   Journal of Financial Markets, 2022, 59, (PB) View citations (2)
5. In Search of a Job: Forecasting Employment Growth Using Google Trends
   Journal of Business & Economic Statistics, 2022, 40, (1), 186-200 View citations (14)
   See also Working Paper In search of a job: Forecasting employment growth using Google Trends, CREATES Research Papers (2019) (2019)

2020

6. Testing for explosive bubbles in the presence of autocorrelated innovations
   Journal of Empirical Finance, 2020, 58, (C), 207-225 View citations (9)
   See also Working Paper Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations, CREATES Research Papers (2017) View citations (5) (2017)