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 1 1 3 271
Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles? 0 0 0 169 1 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 1 2 427 0 1 5 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 0 1 6 910
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 0 0 0 22 1 1 1 294
Simulated Moments Estimation of Markov Models of Asset Prices 0 0 0 112 0 0 4 488
Specification Analysis of Affine Term Structure Models 0 0 0 0 0 1 8 295
Specification Analysis of Affine Term Structure Models 0 1 4 776 0 3 9 1,897
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 1 2 3 1,618 1 2 9 3,065
Total Working Papers 1 6 14 4,485 4 12 53 11,770


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 3 14 143 1 5 35 457
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty 0 1 5 575 2 3 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 0 0 6 782 0 2 11 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 1 1 3 96
Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads 1 1 2 270 2 2 16 835
Discrete-Time Affine-super-ℚ Term Structure Models with Generalized Market Prices of Risk 0 0 0 26 0 1 2 138
EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS 0 1 5 84 3 4 13 211
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 1 1 3 390
Estimation and Evaluation of Conditional Asset Pricing Models 0 0 0 0 0 1 1 231
Estimation of affine asset pricing models using the empirical characteristic function 0 0 5 302 0 1 11 646
Expectation puzzles, time-varying risk premia, and affine models of the term structure 0 1 1 360 0 2 5 745
Expectations Models of the Term Structure and Implied Variance Bounds 0 0 1 66 1 2 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 0 3 14 1,460 4 7 34 3,436
How Sovereign Is Sovereign Credit Risk? 2 3 7 439 5 12 39 1,443
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 1 7 69 1 1 15 178
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 0 1 4 1,153
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 1 5 252 0 2 10 699
Modeling Term Structures of Defaultable Bonds 0 0 0 3 3 15 48 2,269
Modeling the term structure of interest rates under non-separable utility and durability of goods 0 0 3 131 0 1 7 275
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 0 1 3 535
PRICING COUPON‐BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS 1 1 5 28 2 4 13 83
Rational Expectations and the Volatility of Floating Exchange Rates 0 0 0 71 1 1 1 156
Real and nominal factors in the cyclical behavior of interest rates, output, and money 0 0 0 10 1 1 1 42
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields 0 4 6 55 0 7 13 203
Regime shifts in a dynamic term structure model of U.S. Treasury bond yields 0 0 0 235 1 1 6 747
Report of the Editor of The Journal of Finance for the Year 2012 0 0 0 11 0 0 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 1 1 1 36
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 1 6 26 344
Simulated Moments Estimation of Markov Models of Asset Prices 0 1 2 650 1 2 8 1,695
Specification Analysis of Affine Term Structure Models 0 2 14 170 0 7 44 617
Speculation and the volatility of foreign currency exchange rates 0 0 0 75 1 2 5 202
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 1 2 17 1,479 3 6 52 2,866
Term Structure Dynamics in Theory and Reality 1 1 13 358 1 2 21 978
Term structure models and the zero bound: An empirical investigation of Japanese yields 1 2 7 125 1 2 17 343
Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models 0 0 0 43 1 1 2 129
Transform Analysis and Asset Pricing for Affine Jump-Diffusions 0 0 0 3 3 3 21 1,547
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs 0 1 4 118 0 4 15 331
Yield Curve Risk in Japanese Government Bond Markets 0 0 0 72 0 0 1 223
Total Journal Articles 8 31 160 9,666 42 116 545 29,573


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 2 2 45
Fixed-income pricing 1 2 4 662 7 10 16 1,945
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 1 2 29
Japanese Corporate Investment and Bank of Japan Guidance of Commercial Bank Lending 0 0 2 30 0 1 6 158
Specification and estimation of intertemporal asset pricing models 0 0 0 139 0 2 4 337
Total Chapters 1 2 6 870 8 16 33 2,708


Statistics updated 2025-08-05