It’s with great pleasure that we announce the Autumn 2014 prize winner. The prize was awarded to Kris Jacobs for the paper “Macroeconomic Variables and the Term Structure: Long-Run and Short-Run Dynamics”.
The committee found the incorporation of macro variables in a no-arbitrage model of the term structure with long-run and short-run components relevant and innovative. The presentation by Kris Jacobs was clear and understandable.
We congratulate our winner, and we are delighted this paper was submitted to Inquire.