Erik Christian Montes Schütte

Aarhus University - CREATES

School of Economics and Management

Building 1322, Bartholins Alle 10

DK-8000 Aarhus C

Denmark

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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11

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

In Search of a Job: Forecasting Employment Growth Using Google Trends

Journal of Business and Economic Statistics, forthcoming
Number of pages: 36 Posted: 22 Jul 2019 Last Revised: 01 Jul 2020
Daniel Borup and Erik Christian Montes Schütte
Aarhus University, CREATES, DFI and Aarhus University - CREATES
Downloads 480 (73,153)
Citation 6

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Google Trends, forecast comparison, US employment growth, targeting predictors, random forests, keyword search

2.

Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data

Number of pages: 48 Posted: 13 Sep 2020 Last Revised: 08 Jan 2021
Daniel Borup, David Rapach and Erik Christian Montes Schütte
Aarhus University, CREATES, DFI, Saint Louis University and Aarhus University - CREATES
Downloads 385 (94,825)
Citation 2

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Unemployment insurance, Internet search, Mixed-frequency data, Penalized regression, Neural network, Variable importance

3.

Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations

Journal of Empirical Finance, Forthcoming
Number of pages: 37 Posted: 14 Feb 2017 Last Revised: 18 Jun 2020
Thomas Quistgaard Pedersen and Erik Christian Montes Schütte
Aarhus University - CREATES and Aarhus University - CREATES
Downloads 367 (100,159)
Citation 7

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Right-tailed unit root tests, GSADF, size and power properties, sieve bootstrap, international housing market

4.

Tell Me a Story: Quantifying Economic Narratives and Their Role during COVID-19

Number of pages: 76 Posted: 20 Dec 2020 Last Revised: 03 Mar 2021
Daniel Borup, Jorge Hansen, Benjamin Liengaard and Erik Christian Montes Schütte
Aarhus University, CREATES, DFI, Aarhus University, Aarhus University - CREATES and Aarhus University - CREATES
Downloads 345 (107,348)
Citation 1

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Narrative economics, COVID-19, textual analysis, network analysis, Google Mobility, latent Dirichlet allocation, risk premia, partisan disagreement

5.

Asset Pricing With Data Revisions

Journal of Financial Markets, Forthcoming
Number of pages: 76 Posted: 13 Sep 2019 Last Revised: 10 Feb 2021
Daniel Borup and Erik Christian Montes Schütte
Aarhus University, CREATES, DFI and Aarhus University - CREATES
Downloads 285 (131,884)
Citation 1

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Data revisions, vintage data, consumption-based capital asset pricing model, NIPA personal consumption expenditures, ambiguity.

6.

Search and Predictability of Prices in the Housing Market

Number of pages: 63 Posted: 22 Mar 2021 Last Revised: 24 Jun 2021
Aarhus University - CREATES, Aarhus University - CREATES, Aarhus University - CREATES and UCSD
Downloads 222 (168,948)

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Internet search, housing markets, housing demand, forecasting, inelastic housing supply.

7.

Search and Predictability of Prices in the Housing Market

CEPR Discussion Paper No. DP15875
Number of pages: 63 Posted: 15 Mar 2021
Stig Møller, Thomas Pedersen, Erik Christian Montes Schütte and Allan Timmermann
Aarhus University - CREATES, Aarhus University - Department of Economics and Business Economics, Aarhus University - CREATES and University of California, San Diego (UCSD) - Rady School of Management
Downloads 1 (776,775)
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