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The predictive power of yield spreads for future interest rates : evidence from the Danish term structure
Engsted, Tom - In: The Scandinavian journal of economics 97 (1995) 1, pp. 145-159
Persistent link: https://www.econbiz.de/10001183384
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Measures of fit for rational expectations models : a survey
Engsted, Tom (contributor) - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533125
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Measures of fit for rational expectations models : a survey
Engsted, Tom - 1999
Persistent link: https://www.econbiz.de/10001453888
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Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - In: Journal of macroeconomics 20 (1998) 3, pp. 533-552
Persistent link: https://www.econbiz.de/10001245160
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Cointegration and Cagan's model of hyperinflation under rational expectations
Engsted, Tom - In: Journal of money, credit and banking : JMCB 25 (1993) 3, pp. 350-360
Persistent link: https://www.econbiz.de/10001150277
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The predictive power of the money market term structure
Engsted, Tom - In: International journal of forecasting 12 (1996) 2, pp. 289-295
Persistent link: https://www.econbiz.de/10001204613
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The term structure of interest rates in Denmark 1982 - 89 : testing the rational expectations constant liquidity premium theory
Engsted, Tom - In: Bulletin of economic research 45 (1993) 1, pp. 19-37
Persistent link: https://www.econbiz.de/10001138154
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Measures of fit for rational expectations models
Engsted, Tom - In: Journal of economic surveys 16 (2002) 3, pp. 301-355
Persistent link: https://www.econbiz.de/10001686260
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Measures of fit for rational expectations models
Engsted, Tom - In: Contributions to financial econometrics : theoretical …, (pp. 65-119). 2003
Persistent link: https://www.econbiz.de/10001932655
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Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10000959730