Erik Christian Montes Schütte

Erik Christian Montes Schütte

Aarhus Universitet

H-index: 7

Europe-Denmark

About Erik Christian Montes Schütte

Erik Christian Montes Schütte, With an exceptional h-index of 7 and a recent h-index of 7 (since 2020), a distinguished researcher at Aarhus Universitet, specializes in the field of Forecasting, Machine Learning, Asset Pricing, Financial Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Reproducibility in Management Science

House price bubbles under the COVID-19 pandemic

Risk Aversion and Asset Market Participation: Evidence From Micro-level Register Data

Quantifying investor narratives and their role during COVID-19

Search and predictability of prices in the housing market

Global inflation forecasting: Benefits from machine learning methods

Asset pricing with data revisions

In search of a job: Forecasting employment growth using Google Trends

Erik Christian Montes Schütte Information

University

Position

Assistant Professor

Citations(all)

185

Citations(since 2020)

182

Cited By

26

hIndex(all)

7

hIndex(since 2020)

7

i10Index(all)

7

i10Index(since 2020)

7

Email

University Profile Page

Aarhus Universitet

Google Scholar

View Google Scholar Profile

Erik Christian Montes Schütte Skills & Research Interests

Forecasting

Machine Learning

Asset Pricing

Financial Econometrics

Top articles of Erik Christian Montes Schütte

Title

Journal

Author(s)

Publication Date

Reproducibility in Management Science

Management Science

Miloš Fišar

Ben Greiner

Christoph Huber

Elena Katok

Ali I Ozkes

...

2023/12/22

House price bubbles under the COVID-19 pandemic

Journal of Empirical Finance

Jacob H Hansen

Stig V Møller

Thomas Q Pedersen

Christian M Schütte

2024/1/1

Risk Aversion and Asset Market Participation: Evidence From Micro-level Register Data

Available at SSRN 4787562

Stig Møller

Erik Christian Montes Schütte

Tobias Skipper Soussi

2024/4/8

Quantifying investor narratives and their role during COVID-19

Journal of Applied Econometrics

Daniel Borup

Jorge Hansen

Benjamin Liengaard

Erik Christian Montes Schütte

2023

Search and predictability of prices in the housing market

Management Science

Stig Vinther Møller

Thomas Pedersen

Erik Christian Montes Schütte

Allan Timmermann

2024/1

Global inflation forecasting: Benefits from machine learning methods

Marcelo C Medeiros

Erik Christian Montes Schütte

Tobias Skipper Soussi

2022

Asset pricing with data revisions

Journal of Financial Markets

Daniel Borup

Erik Christian Montes Schütte

2022

In search of a job: Forecasting employment growth using Google Trends

Journal of Business and Economic Statistics

Daniel Borup

Erik Christian Montes Schütte

2022

The anatomy of out-of-sample forecasting accuracy

Daniel Borup

Philippe Goulet Coulombe

David Rapach

Erik Christian Montes Schütte

Sander Schwenk-Nebbe

2022/11/16

Testing for explosive bubbles in the presence of autocorrelated innovations

Journal of Empirical Finance

Thomas Quistgaard Pedersen

Erik Christian Montes Schütte

2020/9/1

See List of Professors in Erik Christian Montes Schütte University(Aarhus Universitet)

Co-Authors

H-index: 81
Allan Timmermann

Allan Timmermann

University of California, San Diego

H-index: 41
David Rapach

David Rapach

Saint Louis University

H-index: 32
Marcelo C. Medeiros

Marcelo C. Medeiros

Pontifícia Universidade Católica do Rio de Janeiro

H-index: 13
Thomas Quistgaard Pedersen

Thomas Quistgaard Pedersen

Aarhus Universitet

H-index: 9
Philippe Goulet Coulombe

Philippe Goulet Coulombe

University of Pennsylvania

H-index: 8
Daniel Borup

Daniel Borup

Aarhus Universitet

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