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 2 247 1 5 23 816
Asset Prices in a Time Series Model with Disparately Informed, Competative Traders 0 0 2 112 0 0 5 257
Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles? 0 0 0 168 0 0 6 804
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 0 153 2 6 9 472
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints 0 0 0 419 0 2 9 1,185
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 1 51 0 3 6 134
Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure 0 0 0 339 0 0 3 733
How Sovereign is Sovereign Credit Risk? 1 1 8 297 1 4 19 876
Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods 0 0 2 130 1 2 8 325
Rational expectations, risk premia, and the market for spot and forward exchange 0 0 2 22 0 1 4 292
Simulated Moments Estimation of Markov Models of Asset Prices 0 0 2 112 9 14 28 444
Specification Analysis of Affine Term Structure Models 0 0 0 0 0 2 9 265
Specification Analysis of Affine Term Structure Models 0 1 3 770 0 2 12 1,868
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 1 2 2 1,610 4 8 23 3,031
Total Working Papers 2 4 24 4,430 18 49 164 11,502


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 57 0 0 1 138
A New Perspective on Gaussian Dynamic Term Structure Models 0 2 4 75 7 14 35 261
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 1 10 552 3 7 39 1,707
Adjustment Costs and Capital Asset Pricing: Discussion 0 0 0 0 0 1 3 24
An Econometric Model of the Term Structure of Interest-Rate Swap Yields 0 0 14 756 4 6 50 1,547
An Empirical Analysis of the Pricing of Mortgage-Backed Securities 0 0 0 0 0 1 1 125
An Equilibrium Term Structure Model with Recursive Preferences 0 0 0 15 0 0 2 84
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads 0 2 4 241 1 7 30 737
Discrete-Time Affine-super-ℚ Term Structure Models with Generalized Market Prices of Risk 0 0 0 24 0 0 2 130
EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS 0 0 1 76 0 1 8 181
Econometric issues in the analysis of equilibrium business cycle models 0 0 0 114 0 1 4 232
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 0 4 7 384
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 0 0 10 215
Estimation of affine asset pricing models using the empirical characteristic function 0 0 2 285 1 2 6 618
Expectation puzzles, time-varying risk premia, and affine models of the term structure 0 1 14 326 2 9 39 670
Expectations Models of the Term Structure and Implied Variance Bounds 0 0 0 65 0 2 5 205
Extracting measures of ex ante real interest rates from ex post rates: A comment 0 0 0 12 1 3 3 73
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 3 9 44 1,379 9 25 131 3,224
How Sovereign Is Sovereign Credit Risk? 1 1 9 399 3 9 58 1,310
Interpreting Changes in the Volatility of Yields on Japnanese Long-term Bonds 0 0 1 1 0 1 3 13
Interpreting Recent Changes in the Credit Spreads of Japanese Banks 0 0 0 59 0 0 4 208
Investor Flows and the 2008 Boom/Bust in Oil Prices 0 1 7 45 1 3 20 121
JFEC Invited Paper: Gaussian Macro-Finance Term Structure Models with Lags 0 0 0 13 0 1 7 52
Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis 0 0 0 155 1 2 4 342
Maturity-Specific Disturbances and the Term Structure of Interest Rates 0 0 0 2 0 0 0 32
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series 1 3 5 356 3 6 11 1,116
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 1 2 3 242 1 4 16 677
Modeling Term Structures of Defaultable Bonds 0 0 0 3 1 10 59 2,113
Modeling the term structure of interest rates under non-separable utility and durability of goods 0 0 4 125 1 2 14 251
Multinational Inflation under Fixed Exchange Rates: Some Empirical Evidence from Latent Variable Models 0 0 1 90 0 0 6 231
On Unit Roots and the Empirical Modeling of Exchange Rates 1 1 6 199 2 6 27 516
PRICING COUPON‐BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS 0 2 2 14 0 2 4 57
Rational Expectations and the Volatility of Floating Exchange Rates 0 0 0 68 0 0 0 150
Real and nominal factors in the cyclical behavior of interest rates, output, and money 0 0 0 9 0 0 1 38
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields 0 1 3 39 0 3 11 161
Regime shifts in a dynamic term structure model of U.S. Treasury bond yields 0 1 1 232 0 3 10 730
Report of the Editor of The Journal of Finance for the Year 2012 0 0 0 11 0 1 6 61
Report of the Editor of the Journal of Finance for the Year 2013 0 0 0 9 0 1 5 46
Report of the Editor of the Journal of Finance for the Year 2014 0 0 0 1 0 1 5 33
Report of the Editor of the Journal of Finance for the Year 2015 0 0 0 5 0 0 3 34
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks 2 2 2 49 3 5 16 264
Simulated Moments Estimation of Markov Models of Asset Prices 1 2 10 640 5 11 40 1,604
Specification Analysis of Affine Term Structure Models 0 0 4 121 0 2 23 473
Speculation and the volatility of foreign currency exchange rates 0 0 1 75 0 1 6 192
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 4 7 36 1,333 7 19 94 2,557
Term Structure Dynamics in Theory and Reality 0 0 1 336 0 1 5 935
Term structure models and the zero bound: An empirical investigation of Japanese yields 0 0 11 98 1 2 34 267
Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models 0 0 1 43 0 1 3 126
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 0 0 3 4 13 46 1,452
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs 1 1 5 101 3 6 26 279
Yield Curve Risk in Japanese Government Bond Markets 0 1 1 71 0 1 3 217
Total Journal Articles 15 40 207 8,924 64 200 946 27,213


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 0 2 8 93
Total Books 0 0 0 0 0 2 8 93


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 3 8 124
Erratum: Do Equilibrium Real Business Cycle Theories Explain Postwar US Business Cycles? 0 0 0 4 1 2 4 43
Fixed-income pricing 0 0 4 648 9 11 29 1,898
Institutional and Regulatory Influences on Price Discovery in Cash and Futures Bond Markets 0 0 0 6 0 0 0 55
Introduction to "Japanese Monetary Policy" 0 0 0 4 0 1 2 27
Japanese Corporate Investment and Bank of Japan Guidance of Commercial Bank Lending 0 0 0 22 0 3 6 143
Specification and estimation of intertemporal asset pricing models 0 0 4 137 0 1 9 329
Total Chapters 0 0 8 846 10 21 58 2,619


Statistics updated 2021-10-04