Sveavägen 65, Stockholm (6th floor)
Box 6501 SE-113 83
Stockholm, SE-113 83
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
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