Tom Engsted

2.6k total citations
68 papers, 1.6k citations indexed

About

Tom Engsted is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Tom Engsted has authored 68 papers receiving a total of 1.6k indexed citations (citations by other indexed papers that have themselves been cited), including 51 papers in General Economics, Econometrics and Finance, 47 papers in Economics and Econometrics and 39 papers in Finance. Recurrent topics in Tom Engsted's work include Monetary Policy and Economic Impact (51 papers), Financial Markets and Investment Strategies (30 papers) and Economic theories and models (18 papers). Tom Engsted is often cited by papers focused on Monetary Policy and Economic Impact (51 papers), Financial Markets and Investment Strategies (30 papers) and Economic theories and models (18 papers). Tom Engsted collaborates with scholars based in Denmark, United Kingdom and Spain. Tom Engsted's co-authors include Jan Bentzen, Carsten Tanggaard, Thomas Pedersen, Niels Haldrup, Jesper Lund, Bent Nielsen, Jesús Gonzalo, Ken Nyholm, Stig V. Møller and Martin Møller Andreasen and has published in prestigious journals such as Review of Financial Studies, Energy and The Review of Economics and Statistics.

In The Last Decade

Tom Engsted

67 papers receiving 1.4k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Tom Engsted Denmark	23	1.1k	782	769	242	145	68	1.6k
Andrea Ugolini Spain	20	2.2k 2.1×	365 0.5×	1.0k 1.3×	586 2.4×	87 0.6×	44	2.5k
Oluwasegun B. Adekoya Nigeria	28	2.3k 2.1×	362 0.5×	512 0.7×	660 2.7×	100 0.7×	80	2.6k
Bassam Fattouh United Kingdom	22	1.1k 1.0×	559 0.7×	328 0.4×	496 2.0×	264 1.8×	61	1.6k
Johnson A. Oliyide Nigeria	21	1.8k 1.7×	250 0.3×	406 0.5×	487 2.0×	83 0.6×	48	2.0k
Rabeh Khalfaoui France	26	1.9k 1.8×	321 0.4×	353 0.5×	577 2.4×	62 0.4×	58	2.2k
Mobeen Ur Rehman Pakistan	36	3.1k 2.9×	557 0.7×	847 1.1×	755 3.1×	311 2.1×	152	3.4k
Petter Osmundsen Norway	19	840 0.8×	325 0.4×	150 0.2×	515 2.1×	170 1.2×	128	1.3k
Frederick L. Joutz United States	17	1.1k 1.0×	447 0.6×	145 0.2×	774 3.2×	47 0.3×	50	1.7k
Liyan Han China	20	838 0.8×	210 0.3×	327 0.4×	221 0.9×	238 1.6×	91	1.3k
Bwo‐Nung Huang Taiwan	22	1.9k 1.7×	611 0.8×	505 0.7×	795 3.3×	97 0.7×	37	2.2k

Countries citing papers authored by Tom Engsted

Since Specialization

Citations

This map shows the geographic impact of Tom Engsted's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Tom Engsted with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tom Engsted more than expected).

Fields of papers citing papers by Tom Engsted

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Tom Engsted. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Tom Engsted. The network helps show where Tom Engsted may publish in the future.

Co-authorship network of co-authors of Tom Engsted

This figure shows the co-authorship network connecting the top 25 collaborators of Tom Engsted. A scholar is included among the top collaborators of Tom Engsted based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Tom Engsted. Tom Engsted is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Engsted, Tom & Thomas Pedersen. (2015). Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries. Journal of International Money and Finance. 53. 257–275. 47 indexed citations

Engsted, Tom & Thomas Pedersen. (2014). Bias-Correction in Vector Autoregressive Models: A Simulation Study. Econometrics. 2(1). 45–71. 17 indexed citations

Engsted, Tom & Thomas Pedersen. (2013). Housing Market Volatility in the OECD Area: Evidence from VAR Based Return Decompositions. SSRN Electronic Journal. 4 indexed citations

Engsted, Tom, et al.. (2006). Habit persistence and asset pricing: Evidence from Denmark. 7 indexed citations

Engsted, Tom & Carsten Tanggaard. (2004). The Comovement of US and UK Stock Markets. European Financial Management. 10(4). 593–607. 44 indexed citations

Siliverstovs, Boriss, Tom Engsted, & Niels Haldrup. (2004). Long‐run forecasting in multicointegrated systems. Journal of Forecasting. 23(5). 315–335.

Engsted, Tom, Niels Haldrup, & Boriss Siliverstovs. (2002). Long-Run Forecasting in Multicointegrated Systems. SSRN Electronic Journal. 1 indexed citations

Bentzen, Jan & Tom Engsted. (2001). A revival of the autoregressive distributed lag model in estimating energy demand relationships. Energy. 26(1). 45–55. 169 indexed citations

Engsted, Tom, et al.. (2001). Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. RePEc: Research Papers in Economics. 1 indexed citations

10.

Engsted, Tom & Carsten Tanggaard. (2000). The Relation Between Asset Returns and Inflation at Short and Long Horizons. SSRN Electronic Journal. 11 indexed citations

11.

Engsted, Tom & Carsten Tanggaard. (1999). Risikopræmien på danske aktier. Nationaløkonomisk tidsskrift. 137(2). 164–177. 3 indexed citations

12.

Bentzen, Jan & Tom Engsted. (1999). Energy consumption of the households 1960-1996. Nationaløkonomisk tidsskrift. 137(2). 150–163. 113 indexed citations

13.

Engsted, Tom. (1998). Do farmland prices reflect rationally expected future rents?. Applied Economics Letters. 5(2). 75–79. 14 indexed citations

14.

Engsted, Tom. (1998). Money demand during hyperinflation: Cointegration, rational expectations, and the importance of money demand shocks. Journal of Macroeconomics. 20(3). 533–552. 21 indexed citations

15.

Engsted, Tom. (1998). Evaluating the consumption-capital asset pricing model using Hansen–Jagannathan bounds: evidence from the UKjel code: g12.. International Journal of Finance & Economics. 3(4). 291–291. 1 indexed citations

16.

Engsted, Tom & Jesper Lund. (1997). Common stochastic trends in international stock prices and dividends: an example of testing overidentifying restrictions on multiple cointegration vectors. Applied Financial Economics. 7(6). 659–665. 21 indexed citations

17.

Engsted, Tom & Niels Haldrup. (1997). Money demand, adjustment costs, and forward-looking behavior. Journal of Policy Modeling. 19(2). 153–173. 7 indexed citations

18.

Engsted, Tom & Carsten Tanggaard. (1994). Cointegration and the US term structure. Journal of Banking & Finance. 18(1). 167–181. 84 indexed citations

19.

Engsted, Tom & Carsten Tanggaard. (1994). A cointegration analysis of Danish zero-coupon bond yields. Applied Financial Economics. 4(4). 265–278. 13 indexed citations

20.

Bentzen, Jan & Tom Engsted. (1993). Short- and long-run elasticities in energy demand. Energy Economics. 15(1). 9–16. 128 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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