Sveavägen 65, Stockholm (6th floor)
Box 6501 SE-113 83
Stockholm, SE-113 83
Sweden
Stockholm School of Economics
Term structure, in-sample fitting, out-of-sample forecasts, Nelson-Siegel, Quantile Autoregression
Spot Curve, Forward Curve, Nelson-Siegel class models, smoothing spline
quantitative easing, signaling channel, portfolio balance channel, yield curve, dynamic affine term structure models, short rate expectations, term premium
unconventional monetary policy, monetary policy stance, term structure of interest rates, short-rate expectations, term premium
