“Comments on Gaspar, Peres-Quiros and Sicilia, ‘The ECB Monetary Strategy and the Money Market’,” Vienna, April 19-20, 2001, PDF (110 KB).

“New Techniques to Extract Market Expectations from Financial Instruments” (with Paul Söderlind, Stockholm School of Economics), Journal of Monetary Economics 40(2) (1997) 373-429, PDF (511 KB). Abstract and sample Gauss programs. Download printed article from Journal of Monetary Economics (1.7 MB).Corrections.

“Estimating Forward Interest Rates with the Extended Nelson & Siegel Method,” Quarterly Review, Sveriges Riksbank, 1995:3, 13-26, PDF. Abstract. Sample Gauss programs.

“Estimating the Term Structure of Interest Rates for Monetary Policy Analysis,” (with Magnus Dahlquist, Stockholm School of Economics), Scandinavian Journal of Economics 98 (1996) 163-183.

“Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment,” NBER Working Paper No. 4544, November 1993, (IIES Seminar Paper No. 548), PDF. Abstract.