Engsted Tom

Tom Engsted

Information about the author Tom Engsted will soon be added to the site.
Found 2 papers in total
Long-run forecasting in multicointegrated systems
2004
We extend the analysis of Christoffersen and Diebold on long-run forecasting in...
The predictive power of the money market term structure
1996
The term structure of interest rates is analyzed using weekly data from the Danish...
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