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 0 0 0 833
Asset Prices in a Time Series Model with Disparately Informed, Competative Traders 0 0 1 118 0 1 2 270
Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles? 0 0 0 169 0 1 1 808
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 0 0 0 154 0 1 2 481
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints 1 1 2 427 1 1 6 1,205
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 2 56 0 0 3 147
Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure 0 0 1 343 0 0 2 745
How Sovereign is Sovereign Credit Risk? 0 0 3 305 0 1 8 909
Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods 0 0 0 130 0 1 1 329
Rational expectations, risk premia, and the market for spot and forward exchange 0 0 0 22 0 0 0 293
Simulated Moments Estimation of Markov Models of Asset Prices 0 0 0 112 0 1 4 488
Specification Analysis of Affine Term Structure Models 0 0 0 0 0 2 7 294
Specification Analysis of Affine Term Structure Models 1 2 4 776 2 3 10 1,896
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 1 2 2 1,617 1 3 10 3,064
Total Working Papers 3 5 15 4,482 4 15 56 11,762


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 2 4 18 142 3 7 45 455
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 1 2 5 575 1 3 12 1,771
Adjustment Costs and Capital Asset Pricing: Discussion 0 0 0 0 0 1 1 25
An Econometric Model of the Term Structure of Interest-Rate Swap Yields 0 2 9 782 2 4 16 1,619
An Empirical Analysis of the Pricing of Mortgage-Backed Securities 0 0 0 0 0 0 4 130
An Equilibrium Term Structure Model with Recursive Preferences 0 0 0 16 0 0 2 95
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads 0 0 1 269 0 2 18 833
Discrete-Time Affine-super-ℚ Term Structure Models with Generalized Market Prices of Risk 0 0 0 26 0 1 1 137
EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS 1 2 5 84 1 4 11 208
Econometric issues in the analysis of equilibrium business cycle models 0 0 1 125 0 0 5 250
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 0 0 2 389
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 1 1 2 231
Estimation of affine asset pricing models using the empirical characteristic function 0 3 5 302 1 5 11 646
Expectation puzzles, time-varying risk premia, and affine models of the term structure 1 1 1 360 1 2 5 744
Expectations Models of the Term Structure and Implied Variance Bounds 0 0 1 66 1 1 3 212
Extracting measures of ex ante real interest rates from ex post rates: A comment 0 0 1 13 0 0 1 74
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 1 2 14 1,458 1 2 34 3,430
How Sovereign Is Sovereign Credit Risk? 1 5 6 437 2 12 32 1,433
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 0 2 6 68 0 2 14 177
JFEC Invited Paper: Gaussian Macro-Finance Term Structure Models with Lags 0 0 2 17 0 1 5 70
Latent variable models for time series: A frequency domain approach with an application to the permanent income hypothesis 0 0 1 160 0 0 2 352
Maturity-Specific Disturbances and the Term Structure of Interest Rates 0 0 1 3 0 0 3 35
Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series 0 0 3 367 0 0 5 1,152
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 1 1 7 252 2 3 12 699
Modeling Term Structures of Defaultable Bonds 0 0 0 3 7 14 50 2,261
Modeling the term structure of interest rates under non-separable utility and durability of goods 0 0 3 131 0 1 6 274
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 2 212 1 2 4 535
PRICING COUPON‐BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS 0 2 6 27 1 4 12 80
Rational Expectations and the Volatility of Floating Exchange Rates 0 0 0 71 0 0 0 155
Real and nominal factors in the cyclical behavior of interest rates, output, and money 0 0 0 10 0 0 0 41
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields 3 4 7 54 4 6 13 200
Regime shifts in a dynamic term structure model of U.S. Treasury bond yields 0 0 1 235 0 1 6 746
Report of the Editor of The Journal of Finance for the Year 2012 0 0 0 11 0 2 4 65
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 0 0 0 35
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 4 9 62 0 6 23 338
Simulated Moments Estimation of Markov Models of Asset Prices 0 1 1 649 0 1 7 1,693
Specification Analysis of Affine Term Structure Models 1 2 15 169 1 7 45 611
Speculation and the volatility of foreign currency exchange rates 0 0 0 75 1 1 4 201
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 0 2 19 1,477 2 10 58 2,862
Term Structure Dynamics in Theory and Reality 0 3 12 357 0 4 20 976
Term structure models and the zero bound: An empirical investigation of Japanese yields 0 2 5 123 0 2 15 341
Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models 0 0 0 43 0 0 1 128
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 0 0 3 0 3 18 1,544
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs 1 1 5 118 2 3 15 329
Yield Curve Risk in Japanese Government Bond Markets 0 0 0 72 0 1 2 223
Total Journal Articles 13 45 172 9,648 35 119 551 29,492


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 0 0 97
Total Books 0 0 0 0 0 0 0 97


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 1 1 1 44
Fixed-income pricing 0 1 2 660 0 2 6 1,935
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 1 1 2 29
Japanese Corporate Investment and Bank of Japan Guidance of Commercial Bank Lending 0 1 2 30 0 3 6 157
Specification and estimation of intertemporal asset pricing models 0 0 0 139 1 2 3 336
Total Chapters 0 2 4 868 3 9 21 2,695


Statistics updated 2025-06-06