Erik Christian Montes Schütte

Aarhus University

PhD Student

Nordre Ringgade 1

DK-8000 Aarhus C, 8000

Denmark

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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2,512

SSRN CITATIONS
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SSRN RANKINGS

Top 45,953

in Total Papers Citations

12

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

Mixed-Frequency Machine Learning: Now- and Backcasting Weekly Initial Claims with Daily Internet Search-Volume Data

Number of pages: 52 Posted: 13 Sep 2020 Last Revised: 29 Jul 2021
Daniel Borup, David Rapach, David Rapach, Erik Christian Montes Schütte and Erik Christian Montes Schütte
Aarhus University, CREATES, DFI, Washington University in St. LouisSaint Louis University and Aarhus UniversityAarhus University - CREATES
Downloads 595 (58,532)
Citation 2

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Mixed-frequency data, LASSO, Elastic net, Neural network, Unemployment insurance, Internet search, Variable importance

2.

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, Erik Christian Montes Schütte and Erik Christian Montes Schütte
Aarhus University, CREATES, DFI and Aarhus UniversityAarhus University - CREATES
Downloads 547 (65,030)
Citation 6

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

3.

Quantifying Investor Narratives and Their Role during COVID-19

Number of pages: 114 Posted: 20 Dec 2020 Last Revised: 17 Aug 2021
Daniel Borup, Jorge Hansen, Benjamin Liengaard, Benjamin Liengaard, Benjamin Liengaard, Erik Christian Montes Schütte and Erik Christian Montes Schütte
Aarhus University, CREATES, DFI, Aarhus University, Aarhus UniversityAarhus University - CREATESAarhus University - Department of Economics and Business Economics and Aarhus UniversityAarhus University - CREATES
Downloads 434 (86,197)
Citation 1

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COVID-19, textual analysis, latent Dirichlet allocation, narrative economics

4.

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, Erik Christian Montes Schütte and Erik Christian Montes Schütte
Aarhus University - CREATES and Aarhus UniversityAarhus University - CREATES
Downloads 389 (97,792)
Citation 7

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

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, Erik Christian Montes Schütte and Erik Christian Montes Schütte
Aarhus University, CREATES, DFI and Aarhus UniversityAarhus University - CREATES
Downloads 320 (121,619)
Citation 2

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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
Stig Vinther Møller, Thomas Quistgaard Pedersen, Erik Christian Montes Schütte, Erik Christian Montes Schütte and Allan Timmermann
Aarhus University - CREATES, Aarhus University - CREATES, Aarhus UniversityAarhus University - CREATES and UCSD
Downloads 226 (173,154)

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

7.

Search and Predictability of Prices in the Housing Market

Number of pages: 63 Posted: 15 Mar 2021
Stig Møller, Thomas Pedersen, Erik Christian Montes Schütte, Erik Christian Montes Schütte and Allan Timmermann
Aarhus University - CREATES, Aarhus University - Department of Economics and Business Economics, Aarhus UniversityAarhus University - CREATES and University of California, San Diego (UCSD) - Rady School of Management
Downloads 1 (802,434)
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