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Term structure models and the zero bound : an empirical investigation of Japanese yields
Kim, Don H.
;
Singleton, Kenneth J.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 32-49
Persistent link: https://www.econbiz.de/10009673160
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82
How sovereign is sovereign credit risk?
Longstaff, Francis A.
;
Pan, Jun
;
Pedersen, Lasse Heje
; …
- In:
American economic journal : a journal of the American …
3
(
2011
)
2
,
pp. 75-103
Persistent link: https://www.econbiz.de/10009234682
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83
A new perspective on Gaussian dynamic term structure models
Joslin, Scott
;
Singleton, Kenneth J.
;
Zhu, Haoxiang
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 926-970
Persistent link: https://www.econbiz.de/10008934088
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84
Real and nominal factors in the cyclical behavior of interest rates, output, and money
Singleton, Kenneth J.
- In:
Journal of economic dynamics & control
5
(
1983
)
2/3
,
pp. 289-309
Persistent link: https://www.econbiz.de/10002802419
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85
The real interst rate : an empirical investigation
Mishkin, Frederic S.
;
Singleton, Kenneth J.
-
1981
Persistent link: https://www.econbiz.de/10002494194
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86
Generalized instrumental variables estimation of nonlinear rational expectations models
Hansen, Lars Peter
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
50
(
1982
)
5
,
pp. 1269-1286
Persistent link: https://www.econbiz.de/10002606089
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87
Stochastic consumption, risk aversion, and the temporal behavior of asset returns
Hansen, Lars Peter
;
Singleton, Kenneth J.
- In:
Journal of political economy
91
(
1983
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10002606179
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88
Latent variable models for time series : a frequency domain approach with an application to the permanent income hypothesis
Geweke, John F.
;
Singleton, Kenneth J.
- In:
Journal of econometrics
17
(
1981
)
3
,
pp. 287-304
Persistent link: https://www.econbiz.de/10002419993
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89
Maximum likelihood ʺconfirmatoryʺ factor analysis of economic time series
Geweke, John F.
;
Singleton, Kenneth J.
- In:
International economic review
22
(
1981
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10002420037
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90
Modeling the term structure of interest rates under nonseparable utility and durability of goods
Dunn, Kenneth B.
;
Singleton, Kenneth J.
-
1984
Persistent link: https://www.econbiz.de/10002099740
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