Christian Montes Schütte
Christian Montes Schütte is an Assistant Professor at the Department of Economics and Business Economics, Aarhus University and research fellow at CREATES. He holds a PhD in Economics and Business Economics from Aarhus University (2018). During 2017, Christian visited the Faculty of Economics and Business at the University of Amsterdam.
His main research interests are asset pricing, forecasting, applications of machine learning methods to finance, and empirical finance.
Pedersen, T. Q. & Schütte, E. C. M. (2020). Testing for explosive bubbles in the presence of autocorrelated innovations. Journal of Empirical Finance, 58, 207-225. https://doi.org/10.1016/j.jempfin.2020.06.002
Borup, D. & Montes Schütte, E. C. (2022). In search of a job: Forecasting employment growth using Google Trends. Journal of Business and Economic Statistics, 40(1), 186-200. Advance online publication. https://doi.org/10.1080/07350015.2020.1791133
Borup, D. & Montes Schütte, E. C. (2022). Asset pricing with data revisions. Journal of Financial Markets, 59(Part B), Article 100620. https://doi.org/10.1016/j.finmar.2021.100620
Borup, D., Rapach, D. E. & Schütte, E. C. M. (2023). Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. International Journal of Forecasting, 39(3), 1122-1144. https://doi.org/10.1016/j.ijforecast.2022.05.005
