Research output per year
Research output per year
- 25 results
Search results
-
2022
Aggregation Bias in Tests of the Commodity Currency Hypothesis
Bork, L., Kaltwasser, P. R. & Sercu, P., 2022, In: Journal of Banking and Finance. 135, 24 p., 106392.Research output: Contribution to journal › Journal article › Research › peer-review
2 Citations (Scopus) -
2019
A New Index of Housing Sentiment
Bork, L. K., Møller, S. V. & Pedersen, T. Q., 5 Aug 2019, In: Management Science. 66, 4Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile28 Citations (Scopus)318 Downloads (Pure) -
Et tilbageblik på den globale finanskrise et årti senere
Bork, L., 2019, Mod strømmen - En stridsmand fylder 70: Et festskrift til Jesper Jespersen. Olesen, F. & Madsen, M. O. (eds.). Aalborg Universitetsforlag, p. 65-82 18 p.Research output: Contribution to book/anthology/report/conference proceeding › Book chapter › Research › peer-review
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PV models and Switched Regression
Bork, L. & Sercu, P., 2019, 12 p.Research output: Working paper/Preprint › Working paper › Research
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2018
Housing Price Forecastability: A Factor Analysis
Bork, L. & Møller, S. V., 1 Sept 2018, In: Real Estate Economics. 46, 3, p. 582-611 30 p.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile20 Citations (Scopus)449 Downloads (Pure) -
Real effects of risk easing by the Federal Reserve
Bork, L., May 2018, CEPR conference on unconventional monetary policy, UPF Barcelona. p. 1 57 p.Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review
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2017
What drives metropolitan house prices in California?
Bork, L., 2017, INTERNATIONAL PANEL DATA CONFERENCE, Thessaloniki, July 7-8, 2017. p. 1 59 p.Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review
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What drives metropolitan house prices in California?
Bork, L., Dec 2017, Reserve Bank of New Zealand conference on Housing, household debt and policy. p. 1 59 p.Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review
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2016
A New Index of Housing Sentiment
Bork, L., Møller, S. V. & Pedersen, T. Q., 2016, Department of Business and Management, 31 p.Research output: Working paper/Preprint › Working paper › Research › peer-review
File350 Downloads (Pure) -
2015
A general statistical framework for the analysis of tendency survey data of the IFO type
Poulsen, C. S., Bork, L., Christensen, J. L., Holm, J. R., Jensen, M. B. & Stamhus, J., 2015, Symposium i anvendt statistik . Linde, P. (ed.). 2015 ed. Danmarks Statistik, p. 99-113Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review
File104 Downloads (Pure) -
A large-dimensional factor analysis of the Federal Reserve's large-scale asset purchases
Bork, L., 2015, IAAE 2015 Annual Conference, International Association for Applied Econometrics, Thessaloniki. p. 1 49 p.Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review
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A large-dimensional factor analysis of the Federal Reserve's large-scale asset purchases
Bork, L., 2015, Department of Business and Management, p. 1-55, 55 p.Research output: Working paper/Preprint › Working paper › Research › peer-review
Open Access -
A large-dimensional structural factor analysis of Californian house prices
Bork, L. & Møller, S. V., 22 May 2015, Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance, Vienna, Austria. p. 1 43 p.Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review
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Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection
Bork, L. & Møller, S. V., Jan 2015, In: International Journal of Forecasting. 31, 1, p. 63-78 16 p., 5.Research output: Contribution to journal › Journal article › Research › peer-review
75 Citations (Scopus) -
The real effects of financial risk absorption through the Federal Reserve's balance sheet
Bork, L., 2015, Credit Dynamics and the Macroeconomy, Joint BOE, ECB, CEPR and CFM conference, Bank of England, 10-11 December 2015.Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review
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The real effects of financial risk absorption through the Federal Reserve's balance sheet
Bork, L., 2015, Empirical Monetary Economics Workshop, OCFE, Paris, December 2015.Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review
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2014
Do exchange rates really help forecast commodity prices?"
Bork, L., Kaltwasser, P. R. & Sercu, P., 27 Aug 2014, EFA: European financial Association Annual Conference: Lugano.Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review
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Do Exchange Rates Really Help Forecasting Commodity Prices?
Bork, L., 12 Apr 2014, 22nd Annual Symposium, Society for Nonlinear Dynamics and Econometrics, CUNY, New York.Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review
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Do Exchange Rates Really Help Forecasting Commodity Prices?
Bork, L., Kaltwasser, P. R. & Sercu, P., 2014, Department of Business and Management, 47 p.Research output: Working paper/Preprint › Working paper › Research › peer-review
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2013
A structural dynamic factor model for the effects of monetary policy estimated by the EM algorithm
Bork, L., 3 May 2013.Research output: Contribution to conference without publisher/journal › Poster › Research › peer-review
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2012
Housing price forecastability
Bork, L., 12 Apr 2012.Research output: Contribution to conference without publisher/journal › Paper without publisher/journal › Research › peer-review
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Housing price forecastability: A factor analysis
Bork, L. & Møller, S. V., 16 Aug 2012, EFA 2012 conference papers.Research output: Contribution to book/anthology/report/conference proceeding › Article in proceeding › Research › peer-review
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2010
Identification of MacroeconomicFactors in Large Panels
Bork, L., Dewachter, H. & Houssa, R., 2010, Center for Research in the Economics of Development, University of Namur: Center for Research in the Economics of Development, p. 1, 42 p.Research output: Working paper/Preprint › Working paper › Research › peer-review
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Identification of Macroeconomic Factors in Large Panels
Bork, L., Dewachter, H. & Houssa, R., 2010, (Submitted) In: Journal of Applied Econometrics. p. 1 41 p.Research output: Contribution to journal › Journal article › Research › peer-review
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2009
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Bork, L., 2009, p. 1, 68 p.Research output: Working paper/Preprint › Working paper › Research › peer-review