Morten Nyboe Tabor
Personal Details
First Name: | Morten |
Middle Name: | Nyboe |
Last Name: | Tabor |
Suffix: | |
RePEc Short-ID: | pta708 |
| |
Øster Farimagsgade 5 Building 26 1353 Copenhagen K Denmark | |
Affiliation
Økonomisk Institut
Københavns Universitet
København, Denmarkhttp://www.econ.ku.dk/
RePEc:edi:okokudk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Roman Frydman & Soeren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2019. "The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes," Discussion Papers 19-02, University of Copenhagen. Department of Economics.
- Roman Frydman & Søren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2017.
"The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment,"
CREATES Research Papers
2017-23, Department of Economics and Business Economics, Aarhus University.
- Roman Frydman & Soren Johansen & Anders Rahbek & Morten Tabor, 2017. "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment," Working Papers Series 59, Institute for New Economic Thinking.
- Roman Frydman & Soeren Johansen & Anders Rahbek & Morten Nyboe, 2017. "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations Of Market Forecasts, And Sentiment," Discussion Papers 17-10, University of Copenhagen. Department of Economics.
- Søren Johansen & Morten Nyboe Tabor, 2017.
"Cointegration between trends and their estimators in state space models and CVAR models,"
CREATES Research Papers
2017-11, Department of Economics and Business Economics, Aarhus University.
- Søren Johansen & Morten Nyboe Tabor, 2017. "Cointegration between trends and their estimators in state space models and CVAR models," Discussion Papers 17-02, University of Copenhagen. Department of Economics.
Articles
- Søren Johansen & Morten Nyboe Tabor, 2017. "Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models," Econometrics, MDPI, vol. 5(3), pages 1-15, August.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Roman Frydman & Soeren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2019.
"The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes,"
Discussion Papers
19-02, University of Copenhagen. Department of Economics.
Cited by:
- Magnus Henrekson & Dan Johansson & Johan Karlsson, 2024.
"To Be or Not to Be: The Entrepreneur in Neo-Schumpeterian Growth Theory,"
Entrepreneurship Theory and Practice, , vol. 48(1), pages 104-140, January.
- Henrekson, Magnus & Johansson, Dan & Karlsson, Johan, 2022. "To Be or Not to Be: The Entrepreneur in Neo-Schumpeterian Growth Theory," IZA Discussion Papers 15605, Institute of Labor Economics (IZA).
- Henrekson, Magnus & Johansson, Dan & Karlsson, Johan, 2022. "To Be or Not to Be: The Entrepreneur in Neo-Schumpeterian Growth Theory," Working Paper Series 1441, Research Institute of Industrial Economics, revised 13 Feb 2023.
- Henrekson, Magnus & Johansson, Dan & Karlsson, Johan, 2021. "To Be or Not to Be: The Entrepreneur in Neo-Schumpeterian Growth Theory," Working Papers 2021:3, Örebro University, School of Business, revised 13 Feb 2023.
- Annalisa Cristini & Piero Ferri, 2021. "Nonlinear models of the Phillips curve," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1129-1155, September.
- Matthias J. Feiler & Thibaut Ajdler, 2019. "Model uncertainty in financial forecasting," Papers 1912.10813, arXiv.org.
- Magnus Henrekson & Dan Johansson & Johan Karlsson, 2024.
"To Be or Not to Be: The Entrepreneur in Neo-Schumpeterian Growth Theory,"
Entrepreneurship Theory and Practice, , vol. 48(1), pages 104-140, January.
- Roman Frydman & Søren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2017.
"The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment,"
CREATES Research Papers
2017-23, Department of Economics and Business Economics, Aarhus University.
- Roman Frydman & Soren Johansen & Anders Rahbek & Morten Tabor, 2017. "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment," Working Papers Series 59, Institute for New Economic Thinking.
- Roman Frydman & Soeren Johansen & Anders Rahbek & Morten Nyboe, 2017. "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations Of Market Forecasts, And Sentiment," Discussion Papers 17-10, University of Copenhagen. Department of Economics.
Cited by:
- Frydman, Roman & Stillwagon, Joshua R., 2018. "Fundamental factors and extrapolation in stock-market expectations: The central role of structural change," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 189-198.
- Søren Johansen & Morten Nyboe Tabor, 2017.
"Cointegration between trends and their estimators in state space models and CVAR models,"
CREATES Research Papers
2017-11, Department of Economics and Business Economics, Aarhus University.
- Søren Johansen & Morten Nyboe Tabor, 2017. "Cointegration between trends and their estimators in state space models and CVAR models," Discussion Papers 17-02, University of Copenhagen. Department of Economics.
Cited by:
- Sergej Gričar & Štefan Bojnec, 2021. "Technical Analysis of Tourism Price Process in the Eurozone," JRFM, MDPI, vol. 14(11), pages 1-25, October.
- Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021.
"Factor extraction using Kalman filter and smoothing: This is not just another survey,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
- Poncela Blanco, Maria Pilar, 2020. "Factor extraction using Kalman filter and smoothing: this is not just another survey," DES - Working Papers. Statistics and Econometrics. WS 30644, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Franchi, Massimo, 2018. "Testing for cointegration in I(1) state space systems via a finite order approximation," Economics Letters, Elsevier, vol. 165(C), pages 73-76.
- Kevin D. Hoover, 2020. "The Discovery of Long-Run Causal Order: A Preliminary Investigation," Econometrics, MDPI, vol. 8(3), pages 1-25, August.
Articles
- Søren Johansen & Morten Nyboe Tabor, 2017.
"Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models,"
Econometrics, MDPI, vol. 5(3), pages 1-15, August.
Cited by:
- Sergej Gričar & Štefan Bojnec, 2021. "Technical Analysis of Tourism Price Process in the Eurozone," JRFM, MDPI, vol. 14(11), pages 1-25, October.
- Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021.
"Factor extraction using Kalman filter and smoothing: This is not just another survey,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
- Poncela Blanco, Maria Pilar, 2020. "Factor extraction using Kalman filter and smoothing: this is not just another survey," DES - Working Papers. Statistics and Econometrics. WS 30644, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Franchi, Massimo, 2018. "Testing for cointegration in I(1) state space systems via a finite order approximation," Economics Letters, Elsevier, vol. 165(C), pages 73-76.
- Kevin D. Hoover, 2020. "The Discovery of Long-Run Causal Order: A Preliminary Investigation," Econometrics, MDPI, vol. 8(3), pages 1-25, August.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (1) 2017-03-26. Author is listed
- NEP-ETS: Econometric Time Series (1) 2017-03-26. Author is listed
- NEP-HPE: History and Philosophy of Economics (1) 2019-03-04. Author is listed
- NEP-MAC: Macroeconomics (1) 2019-03-04. Author is listed
- NEP-ORE: Operations Research (1) 2017-03-26. Author is listed
- NEP-UPT: Utility Models and Prospect Theory (1) 2019-03-04. Author is listed
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