NBER Publications by Kenneth J. Singleton
Working Papers and Chapters
| December 2007 | How Sovereign is Sovereign Credit Risk?
with Francis A. Longstaff, Jun Pan, Lasse H. Pedersen: w13658
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| March 2001 | Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure
with Qiang Dai: w8167
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| April 1999 | Transform Analysis and Asset Pricing for Affine Jump-Diffusions
with Darrell Duffie, Jun Pan: w7105
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| August 1997 | Specification Analysis of Affine Term Structure Models
with Qiang Dai: w6128
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| March 1997 | Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors
with Lars Peter Hansen: t0086
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| January 1993 | Introduction to "Japanese Monetary Policy"
in Japanese Monetary Policy, Kenneth Singleton, editor
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| Front matter "Japanese Monetary Policy"
in Japanese Monetary Policy, Kenneth Singleton, editor
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| Japanese Corporate Investment and Bank of Japan Guidance of Commercial Bank Lending
with Takeo Hoshi, David S. Scharfstein
in Japanese Monetary Policy, Kenneth Singleton, editor
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| March 1990 | Simulated Moments Estimation of Markov Models of Asset Prices
with Darrell Duffie: t0087
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| 1987 | Erratum, Do Equilibrium Real Business Cycle Theories Explain Postwar U.S. Business Cycles?
with Martin Eichenbaum
in NBER Macroeconomics Annual 1987, Volume 2, Stanley Fischer, editor
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| July 1986 | A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
with Martin S. Eichenbaum, Lars Peter Hansen: w1981
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| May 1986 | Do Equilibrium Real Business Cycle Theories Explain Post-War U.S. Business Cycles?
with Martin S. Eichenbaum: w1932
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| April 1986 | Asset Prices in a Time Series Model with Disparately Informed, Competative Traders
w1897
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| August 1984 | Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods
with Kenneth B. Dunn: w1415
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Schedules and selected papers (in preliminary form) from past NBER Summer Institutes are available:
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2008 )
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earlier ) (
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James Poterba is President of the National Bureau of Economic Research.
He is also the Mitsui Professor of Economics at M.I.T.
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