Access Statistics for Kenneth Singleton

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 0 0 0 253 1 1 1 834
Asset Prices in a Time Series Model with Disparately Informed, Competative Traders 0 0 1 118 0 1 3 271
Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles? 0 0 0 169 0 1 2 809
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 1 1 155 0 1 3 482
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints 0 0 1 427 0 0 4 1,205
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 56 0 0 1 147
Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure 0 0 1 343 0 0 1 745
How Sovereign is Sovereign Credit Risk? 0 1 2 306 4 5 10 914
Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods 0 0 0 130 0 0 1 329
Rational expectations, risk premia, and the market for spot and forward exchange 1 1 1 23 1 2 2 295
Simulated Moments Estimation of Markov Models of Asset Prices 0 0 0 112 1 1 5 489
Specification Analysis of Affine Term Structure Models 0 0 0 0 0 1 6 295
Specification Analysis of Affine Term Structure Models 0 0 4 776 1 2 10 1,898
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 1 3 1,618 0 1 9 3,065
Total Working Papers 1 4 14 4,486 8 16 58 11,778


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Latent Time Series Model of the Cyclical Behavior of Interest Rates 0 0 0 58 0 0 0 141
A New Perspective on Gaussian Dynamic Term Structure Models 0 1 14 143 0 2 33 457
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 0 5 575 0 2 10 1,773
Adjustment Costs and Capital Asset Pricing: Discussion 0 0 0 0 0 0 1 25
An Econometric Model of the Term Structure of Interest-Rate Swap Yields 1 1 7 783 1 1 12 1,620
An Empirical Analysis of the Pricing of Mortgage-Backed Securities 0 0 0 0 0 0 3 130
An Equilibrium Term Structure Model with Recursive Preferences 0 0 0 16 0 1 3 96
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads 1 2 3 271 4 6 20 839
Discrete-Time Affine-super-ℚ Term Structure Models with Generalized Market Prices of Risk 0 0 0 26 1 2 3 139
EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS 0 0 5 84 0 3 12 211
Econometric issues in the analysis of equilibrium business cycle models 0 0 0 125 0 0 4 250
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 0 1 2 390
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 0 0 1 231
Estimation of affine asset pricing models using the empirical characteristic function 0 0 5 302 1 1 12 647
Expectation puzzles, time-varying risk premia, and affine models of the term structure 0 0 1 360 0 1 5 745
Expectations Models of the Term Structure and Implied Variance Bounds 0 0 1 66 0 1 4 213
Extracting measures of ex ante real interest rates from ex post rates: A comment 0 0 0 13 0 0 0 74
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 1 3 15 1,461 5 11 34 3,441
How Sovereign Is Sovereign Credit Risk? 2 4 9 441 3 13 42 1,446
Interpreting Changes in the Volatility of Yields on Japnanese Long-term Bonds 0 0 0 1 0 0 0 15
Interpreting Recent Changes in the Credit Spreads of Japanese Banks 0 0 0 59 0 0 1 216
Investor Flows and the 2008 Boom/Bust in Oil Prices 1 2 7 70 1 2 15 179
JFEC Invited Paper: Gaussian Macro-Finance Term Structure Models with Lags 0 0 1 17 0 0 4 70
Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis 0 0 1 160 0 1 3 353
Maturity-Specific Disturbances and the Term Structure of Interest Rates 0 0 1 3 0 0 2 35
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series 0 1 4 368 1 2 5 1,154
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 5 252 0 0 10 699
Modeling Term Structures of Defaultable Bonds 0 0 0 3 2 10 44 2,271
Modeling the term structure of interest rates under non-separable utility and durability of goods 0 0 2 131 0 1 5 275
Multinational Inflation under Fixed Exchange Rates: Some Empirical Evidence from Latent Variable Models 0 0 0 91 0 0 0 233
On Unit Roots and the Empirical Modeling of Exchange Rates 0 0 1 212 1 1 4 536
PRICING COUPON‐BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS 4 5 9 32 6 9 19 89
Rational Expectations and the Volatility of Floating Exchange Rates 0 0 0 71 0 1 1 156
Real and nominal factors in the cyclical behavior of interest rates, output, and money 0 0 0 10 0 1 1 42
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields 0 1 6 55 1 4 14 204
Regime shifts in a dynamic term structure model of U.S. Treasury bond yields 0 0 0 235 0 1 5 747
Report of the Editor of The Journal of Finance for the Year 2012 1 1 1 12 1 1 5 66
Report of the Editor of the Journal of Finance for the Year 2013 0 0 0 9 0 0 0 46
Report of the Editor of the Journal of Finance for the Year 2014 0 0 0 1 1 2 2 37
Report of the Editor of the Journal of Finance for the Year 2015 0 0 0 5 0 0 1 36
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks 0 1 9 63 0 6 26 344
Simulated Moments Estimation of Markov Models of Asset Prices 0 1 2 650 2 4 9 1,697
Specification Analysis of Affine Term Structure Models 2 3 12 172 3 9 39 620
Speculation and the volatility of foreign currency exchange rates 0 0 0 75 0 1 5 202
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 2 4 16 1,481 5 9 50 2,871
Term Structure Dynamics in Theory and Reality 0 1 12 358 0 2 19 978
Term structure models and the zero bound: An empirical investigation of Japanese yields 0 2 6 125 0 2 14 343
Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models 0 0 0 43 0 1 2 129
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 0 0 3 0 3 19 1,547
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs 0 0 4 118 0 2 15 331
Yield Curve Risk in Japanese Government Bond Markets 0 0 0 72 0 0 1 223
Total Journal Articles 15 33 164 9,681 39 120 541 29,612


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Japanese Monetary Policy 0 0 0 0 2 2 2 99
Total Books 0 0 0 0 2 2 2 99


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Do Equilibrium Real Business Cycle Theories Explain Postwar US Business Cycles? 0 0 0 25 0 0 2 137
Erratum: Do Equilibrium Real Business Cycle Theories Explain Postwar US Business Cycles? 0 0 0 4 0 1 2 45
Fixed-income pricing 0 2 3 662 2 12 16 1,947
Institutional and Regulatory Influences on Price Discovery in Cash and Futures Bond Markets 0 0 0 6 0 0 1 57
Introduction to "Japanese Monetary Policy" 0 0 0 4 0 0 2 29
Japanese Corporate Investment and Bank of Japan Guidance of Commercial Bank Lending 0 0 1 30 0 1 5 158
Specification and estimation of intertemporal asset pricing models 0 0 0 139 1 2 5 338
Total Chapters 0 2 4 870 3 16 33 2,711


Statistics updated 2025-09-05