Johannes Tang Kristensen
Johannes Tang Kristensen received his PhD degree in Economics and Management from Aarhus University in 2012, and his MSc in Economics and Finance (cand.oecon.) from University of Southern Denmark in 2008.
His research interests include dynamic factor models, macroeconomic forecasting, large-dimensional econometrics, and applied microeconometrics.
Kristensen, J. T. (2017). Diffusion Indexes With Sparse Loadings. Journal of Business and Economic Statistics, 35(3), 434-451. https://doi.org/10.1080/07350015.2015.1084308
Kallestrup-Lamb, M., Kock, A. B. & Kristensen, J. T. (2016). Lassoing the Determinants of Retirement. Econometric Reviews, 35(8-10), 1522-1561. https://doi.org/10.1080/07474938.2015.1092803
Callot, L. & Kristensen, J. T. (2015). Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2015-29
Kristensen, J. T. (2014). Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean? Studies in Nonlinear Dynamics and Econometrics (Online), 18(3), 309-338. https://doi.org/10.1515/snde-2012-0049
Callot, L. & Kristensen, J. T. (2014). Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2014-41
Kristensen, J. T. (2013). Diffusion Indexes with Sparse Loadings. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2013-22
Bache, S. H., Dahl, C. M. & Kristensen, J. T. (2013). Headlights on tobacco road to low birthweight outcomes: Evidence from a battery of quantile regression estimators and a heterogeneous panel. Empirical Economics, 44(3), 1593-1633. https://doi.org/10.1007/s00181-012-0570-8
Kallestrup-Lamb, M., Kock, A. B. & Kristensen, J. T. (2013). Lassoing the Determinants of Retirement. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2013-21
Kristensen, J. T. (2012). From Determinants of Low Birthweight to Factor-Based Macroeconomic Forecasting. Institut for Økonomi, Aarhus Universitet. Ph.D. Theses No. 2012-1
