Peter M. Lildholdt

2010

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Peter M. Lildholdt trusts

Their strongest outbound trust, strongest first, inferred from their citations.

1. S. J. Koopman (in Artificial Intelligence)

Papers from Peter M. Lildholdt's perspective

Ordered by how strongly the researchers Peter M. Lildholdt trusts endorse each paper. Same corpus, a different order for every researcher.

1. Term premia and interest rate forecasts in affine models
2. A Theory for the Term Structure of Interest Rates
3. Time Series Analysis by State Space Methods
4. Federal Reserve Board's semiannual monetary policy report to the Congress: testimony before the Committee on Banking, Housing, and Urban Affairs, U.S. Senate, February 16, 2005
5. Bayesian Theory
6. Expectation puzzles, time-varying risk premia, and affine models of the term structure
7. Estimating the Dimension of a Model
8. Shifting endpoints in the term structure of interest rates
9. Evaluating an Alternative Risk Preference in Affine Term Structure Models
10. Specification Analysis of Affine Term Structure Models

Their papers

• Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves (2010) — 137 citations