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Jens Henrik Eggert Christensen

This is information that was supplied by Jens Christensen in registering through RePEc. If you are Jens Henrik Eggert Christensen, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Jens
Middle Name:Henrik Eggert
Last Name:Christensen
Suffix:
RePEc Short-ID:pch1126
http://www.frbsf.org/economics/economists/staff.php?jchristensen
San Francisco, California (United States)
http://www.frbsf.org/economics/

: (415) 974-3190
(415) 974-2168
P.O. Box 7702, San Francisco, CA 94120-7702
RePEc:edi:erfsfus (more details at EDIRC)
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  1. Andreasen, Martin M. & Christensen, Jens H. E. & Riddell, Simon, 2017. "The TIPS Liquidity Premium," Working Paper Series 2017-11, Federal Reserve Bank of San Francisco.
  2. Christensen, Jens H. E. & Lopez, Jose A. & Shultz, Patrick, 2017. "Is There an On-the-Run Premium in TIPS?," Working Paper Series 2017-10, Federal Reserve Bank of San Francisco.
  3. Christensen, Jens H. E. & Rudebusch, Glenn D., 2017. "A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt," Working Paper Series 2017-7, Federal Reserve Bank of San Francisco.
  4. Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series WP16-7, Peterson Institute for International Economics.
  5. Jens H.E. Christensen & Signe Krogstrup, 2015. "Transmission of Quantitative Easing: The Role of Central Bank Reserves," Working Papers 2015-06, Swiss National Bank.
  6. Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2014. "Can spanned term structure factors drive stochastic yield volatility?," Working Paper Series 2014-3, Federal Reserve Bank of San Francisco.
  7. Christensen, Jens H.E. & Krogstrup, Signe, 2014. "Swiss unconventional monetary policy: lessons for the transmission of quantitative easing," Working Paper Series 2014-18, Federal Reserve Bank of San Francisco.
  8. Christensen, Jens H.E. & Rudebusch, Glenn D., 2013. "Modeling yields at the zero lower bound: are shadow rates the solution?," Working Paper Series 2013-39, Federal Reserve Bank of San Francisco.
  9. Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013. "A probability-based stress test of Federal Reserve assets and income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
  10. Jens H. E. Christensen, 2013. "A regime-switching model of the yield curve at the zero bound," Working Paper Series 2013-34, Federal Reserve Bank of San Francisco.
  11. Jens H. E. Christensen & James M. Gillan, 2013. "Does quantitative easing affect market liquidity?," Working Paper Series 2013-26, Federal Reserve Bank of San Francisco.
  12. Jens H. E. Christensen & Glenn D. Rudebusch, 2013. "Estimating shadow-rate term structure models with near-zero yields," Working Paper Series 2013-07, Federal Reserve Bank of San Francisco.
  13. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012. "Pricing deflation risk with U.S. Treasury yields," Working Paper Series 2012-07, Federal Reserve Bank of San Francisco.
  14. Jens H. E. Christensen & Glenn D. Rudebusch, 2012. "The response of interest rates to U.S. and U.K. quantitative easing," Working Paper Series 2012-06, Federal Reserve Bank of San Francisco.
  15. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2011. "Extracting deflation probability forecasts from Treasury yields," Working Paper Series 2011-10, Federal Reserve Bank of San Francisco.
  16. Jens H. E. Christensen & James M. Gillan, 2011. "A model-independent maximum range for the liquidity correction of TIPS yields," Working Paper Series 2011-16, Federal Reserve Bank of San Francisco.
  17. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009. "Do central bank liquidity facilities affect interbank lending rates?," Working Paper Series 2009-13, Federal Reserve Bank of San Francisco.
  18. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2008. "Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields," Working Paper Series 2008-34, Federal Reserve Bank of San Francisco.
  19. Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model," PIER Working Paper Archive 08-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  20. Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007. "The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models," PIER Working Paper Archive 07-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  1. Christensen, Jens H. E. & Lopez, Jose A. & Mussche, Paul, 2017. "Measuring Interest Rate Risk in the Very Long Term," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  2. Christensen, Jens H. E. & Rudebusch, Glenn D., 2017. "New Evidence for a Lower New Normal in Interest Rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  3. Christensen, Jens H. E. & Lopez, Jose A. & Shultz, Patrick, 2017. "Do All New Treasuries Trade at a Premium?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  4. Christensen, Jens H. E. & Lopez, Jose A., 2016. "Differing views on long-term inflation expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  5. Andreasen, Martin M. & Christensen, Jens H. E., 2016. "TIPS Liquidity and the Outlook for Inflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  6. Christensen, Jens H.E. & Krogstrup, Signe, 2015. "Transmission of asset purchases: the role of reserves," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  7. Lopez, Jose A. & Christensen, Jens H.E., 2015. "Assessing supervisory scenarios for interest rate risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  8. Christensen, Jens H.E., 2014. "When will the Fed end its zero rate policy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  9. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014. "Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 136-151, January.
  10. Christensen, Jens H.E. & Kwan, Simon H., 2014. "Assessing expectations of monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  11. Bauer, Michael D. & Christensen, Jens H.E., 2014. "Financial market outlook for inflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  12. Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2014. "Stress testing the Fed," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  13. Jens H. E. Christensen & Glenn D. Rudebusch, 2012. "The Response of Interest Rates to US and UK Quantitative Easing," Economic Journal, Royal Economic Society, vol. 122(564), pages 385-414, November.
  14. Jens H. E. Christensen & James M. Gillan, 2012. "Do Fed TIPS purchases affect market liquidity?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar5.
  15. Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012. "Extracting Deflation Probability Forecasts from Treasury Yields," International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 21-60, December.
  16. Jens H. E. Christensen & James M. Gillan, 2011. "TIPS liquidity, breakeven inflation, and inflation expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue june20.
  17. Jens H. E. Christensen & James M. Gillan, 2011. "Has the Treasury benefited from issuing TIPS?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr18.
  18. Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D., 2011. "The affine arbitrage-free class of Nelson-Siegel term structure models," Journal of Econometrics, Elsevier, vol. 164(1), pages 4-20, September.
  19. Jens H. E. Christensen, 2010. "TIPS and the risk of deflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct25.
  20. Jens H. E. Christensen, 2009. "Inflation expectations and the risk of deflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov2.
  21. Jens H. E. Christensen, 2009. "Have the Fed liquidity facilities had an effect on Libor?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug10.
  22. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009. "Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
  23. Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2009. "An arbitrage-free generalized Nelson--Siegel term structure model," Econometrics Journal, Royal Economic Society, vol. 12(3), pages 33-64, November.
  24. Jens H. E. Christensen, 2008. "The corporate bond credit spread puzzle," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar14.
  25. Jens H. E. Christensen, 2008. "Treasury bond yields and long-run inflation expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug15.
  26. Jens H. E. Christensen, 2007. "Internal risk models and the estimation of default probabilities," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue sep28.
  27. Christensen, Jens H.E. & Hansen, Ernst & Lando, David, 2004. "Confidence sets for continuous-time rating transition probabilities," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2575-2602, November.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 26 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (15) 2007-09-24 2007-10-13 2009-01-10 2011-03-26 2012-06-13 2012-06-13 2013-11-14 2014-01-10 2014-01-10 2014-02-15 2014-08-09 2015-07-04 2016-05-21 2016-08-21 2017-01-01. Author is listed
  2. NEP-MON: Monetary Economics (15) 2008-06-27 2009-01-10 2009-07-11 2012-06-13 2012-06-13 2013-04-06 2013-09-28 2013-11-14 2014-01-10 2014-01-10 2014-08-09 2015-07-04 2016-05-21 2016-08-21 2017-01-01. Author is listed
  3. NEP-CBA: Central Banking (10) 2009-01-10 2009-07-11 2011-03-26 2011-07-02 2012-06-13 2014-08-09 2015-07-04 2016-08-21 2017-01-01 2017-04-23. Author is listed
  4. NEP-DCM: Discrete Choice Models (2) 2017-06-04 2017-06-04
  5. NEP-FOR: Forecasting (2) 2007-10-13 2011-03-26
  6. NEP-BEC: Business Economics (1) 2009-07-11
  7. NEP-FMK: Financial Markets (1) 2008-11-11
  8. NEP-HPE: History & Philosophy of Economics (1) 2014-08-09
  9. NEP-ORE: Operations Research (1) 2014-02-15
  10. NEP-RMG: Risk Management (1) 2014-01-10
  11. NEP-SOG: Sociology of Economics (1) 2014-02-15
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