Kenneth J. Singleton
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Kenneth J. Singletoneconomics Degrees
Economics
#2978
World Rank
#3384
Historical Rank
Financial Economics
#41
World Rank
#41
Historical Rank
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Economics
Kenneth J. Singleton's Degrees
- PhD Economics University of Chicago
- Bachelors Economics University of California, Berkeley
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Why Is Kenneth J. Singleton Influential?
(Suggest an Edit or Addition)Kenneth J. Singleton's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Modeling term structures of defaultable bonds (1999) (2559)
- Specification Analysis of Affine Term Structure Models (1997) (1711)
- Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983) (1604)
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models (1982) (1396)
- How Sovereign is Sovereign Credit Risk? (2007) (1037)
- Simulated Moments Estimation of Markov Models of Asset Prices (1990) (978)
- An Econometric Model of the Term Structure of Interest-Rate Swap Yields (1997) (897)
- Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008) (855)
- Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002) (700)
- Investor Flows and the 2008 Boom/Bust in Oil Prices (2011) (523)
- A Time Series Analysis of Representative Agent Models of Consumption Andleisure Choice Under Uncertainty (1986) (493)
- A New Perspective on Gaussian Dynamic Term Structure Models (2010) (452)
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt (2001) (430)
- Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013) (425)
- Estimation of affine asset pricing models using the empirical characteristic function (2001) (408)
- Term Structure Dynamics in Theory and Reality (2002) (396)
- On Unit Roots and the Empirical Modeling of Exchange Rates (1982) (377)
- Credit Risk: Pricing, Measurement, and Management (2003) (349)
- Modeling the term structure of interest rates under non-separable utility and durability of goods (1986) (304)
- Regime shifts in a dynamic term structure model of U.S. Treasury bond yields (2007) (297)
- Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields (2010) (221)
- Interpreting the Likelihood Ratio Statistic in Factor Models When Sample Size is Small (1980) (207)
- Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment (2006) (183)
- Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series (1981) (168)
- Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks: Term Structure Models with Unspanned Macro Risks (2014) (163)
- Econometric issues in the analysis of equilibrium business cycle models (1988) (156)
- An omnibus test for the two-sample problem using the empirical characteristic function (1986) (146)
- Why Gaussian Macro-Finance Term Structure Models are (Nearly) Unconstrained Factor-VARs (2011) (138)
- Do Equilibrium Real Business Cycle Theories Explain Postwar U. S. Business Cycles? (1986) (136)
- Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk (2006) (128)
- Expectations Models of the Term Structure and Implied Variance Bounds (1980) (123)
- Estimation and Evaluation of Conditional Asset Pricing Models (2010) (121)
- Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors (1997) (121)
- PRICING COUPON‐BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS (2002) (115)
- Simulating Correlated Defaults (1999) (107)
- Empirical Dynamic Asset Pricing (2009) (98)
- Discrete-Time Affineℚ Term Structure Models with Generalized Market Prices of Risk (2010) (95)
- EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS (1998) (90)
- New Approaches to Monetary Economics (2009) (77)
- Japanese Corporate Investment and Bank of Japan Guidance of Commercial Bank Lending (1993) (72)
- Specification and estimation of intertemporal asset pricing models (1990) (67)
- Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles? (1986) (66)
- Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models (1985) (57)
- OF NONLINEAR RATIONAL EXPECTATIONS MODELS (1982) (55)
- Japanese monetary policy (1995) (55)
- A Latent Time Series Model of the Cyclical Behavior of Interest Rates (1980) (53)
- A test of separate families of distributions based on the empirical moment generating function (1982) (52)
- JFEC Invited Paper: Gaussian Macro-Finance Term Structure Models with Lags (2013) (39)
- Speculation and the volatility of foreign currency exchange rates (1987) (38)
- Rational Expectations and the Volatility of Floating Exchange Rates (1983) (36)
- A model of investor sentiment1 (1998) (35)
- A New Perspective on Gaussian DTSMs (2010) (34)
- Risk Premium Accounting in Macro-Dynamic Term Structure Models ∗ (2009) (29)
- The Structure of Risks in Equilibrium Affine Models of Bond Yields ∗ (2013) (28)
- AN EMPIRICAL ANALYSIS OF THE PRICING OF MORTGAGE-BACKED SECURITIES (1983) (27)
- An Equilibrium Term Structure Model with Recursive Preferences (2010) (27)
- Predictability of Bond Risk Premia and Affine Term Structure Models (2004) (27)
- Fixed Income Pricing (2002) (26)
- Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis (1981) (24)
- Rational expectations, risk premia, and the market for spot and forward exchange (1980) (22)
- Supplement to \A New Perspective on Gaussian DTSMs" (2010) (18)
- Learning From Disagreement in the U.S. Treasury Bond Market (2016) (18)
- Yield Curve Risk in Japanese Government Bond Markets (2000) (16)
- Learning, Dispersion of Beliefs, and Risk Premiums in an Arbitrage-Free Term Structure Model (2016) (14)
- Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods (1984) (13)
- Modeling the Term Structure of Interest Rate in Japan (1994) (12)
- Interpreting Recent Changes in the Credit Spreads of Japanese Banks (2006) (10)
- A Robust Analysis of the Risk-Structure of Equilibrium Term Structures of Bond Yields (2012) (8)
- Real and nominal factors in the cyclical behavior of interest rates, output, and money (1983) (8)
- Interpreting Changes in the Volatility of Yields on Japnanese Long-term Bonds (1990) (7)
- New Approaches to Monetary Economics: Proceedings of the Second International Symposium in Economic Theory and Econometrics (2009) (7)
- Presidential Address: How Much “Rationality” is There In Bond‐Market Risk Premiums? (2021) (7)
- Learning and Risk Premiums in an Arbitrage-Free Term Structure Model (2018) (6)
- Extracting measures of ex ante real interest rates from ex post rates: A comment (1981) (6)
- The 2008 Boom/Bust in Oil Prices (2014) (5)
- Institutional and Regulatory Influences on Price Discovery in Cash and Futures Bond Markets (1996) (5)
- [Why Is Japan's Saving Rate So Apparently High?]: Discussion (1986) (5)
- Maturity-Specific Disturbances and the Term Structure of Interest Rates (1980) (5)
- Advances in Econometrics: Econometric analysis of representative agent intertemporal asset pricing models (1994) (3)
- Multinational Inflation under Fixed Exchange Rates: Some Empirical Evidence from Latent Variable Models (1981) (3)
- AMERICAN FINANCE ASSOCIATION (2018) (2)
- The Conditional Distribution of Bond Yields Implied by Gaussian Macro-Finance Term Structure Models (2010) (2)
- Chapter 20 Fixed-income pricing (2003) (2)
- Credit Risk (2012) (1)
- Report of the Editor of the Journal of Finance for the Year 2014 (2015) (1)
- Report of the Editor of the Journal of Finance for the Year 2013 (2014) (1)
- Commercial Bank Lending (1993) (1)
- Report of the Editor of The Journal of Finance for the Year 2012 (2013) (0)
- Dowd, K., "Hedge Funds Losses, Credit Derivatives and Dr.Li's Copula", Financial Engineering News,(2005) Nov (2005) (0)
- Financial inclusion in the digital age : including list of 100 leading financial technology companies promoting financial inclusion (2018) (0)
- The testable implications of intertemporal asset pricing theories (2002) (0)
- Stanford Universities and the University of Chicago. Research (1986) (0)
- American Finance Association Specification Analysis of Affine Term Structure Models (2007) (0)
- A pr 2 00 4 PSEUDO-DIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS (2004) (0)
- Report of the Editor of the Journal of Finance for the Year 2015 (2016) (0)
- .1. a Brief Zoology of Risks (0)
- Adjustment Costs and Capital Asset Pricing: Discussion (1985) (0)
- The Structure of Risks in Equilibrium Affine Term Structures of Bond Yields (2012) (0)
- A Protocol for Factor Identification by Kuntara Pukthuanthong and Richard Roll (2015) (0)
- Front matter "Japanese Monetary Policy" (1993) (0)
- Joint Editorial (2008) (0)
- Capital Investment and Asset Returns in Dynamic Oligopolies (2020) (0)
- Internet Appendix for Estimation and Evaluation of Conditional Asset Pricing Models∗ (2010) (0)
- Erratum: Do Equilibrium Real Business Cycle Theories Explain Postwar U.S. Business Cycles? (1987) (0)
- NBER WORKING PAPER SERIES IDENTIFYING TAYLOR RULES IN MACRO-FINANCE MODELS (2015) (0)
- Online Appendix: Firm Selection and Corporate Cash Holdings (2020) (0)
- Introduction to "Japanese Monetary Policy" (1993) (0)
- New approaches to monetary economics: Issues on aggregate fluctuations (1987) (0)
- program in Economic Fluctuations. Any opinions expressed are those of the (1986) (0)
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What Schools Are Affiliated With Kenneth J. Singleton?
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