Kasper Jørgensen

Federal Reserve Board

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

4

DOWNLOADS

164

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

How Learning from Macroeconomic Experiences Shapes the Yield Curve

Number of pages: 44 Posted: 19 Mar 2018 Last Revised: 23 Jun 2018
Kasper Jørgensen
Federal Reserve Board
Downloads 94 (280,636)
Citation 1

Abstract:

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Yield Curve, Macroeconomic Expectations, Bond Return Forecasting Factor, Term Premia, Equilibrium Real Rate

2.

The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models

Number of pages: 46 Posted: 08 Dec 2016
Martin M. Andreasen and Kasper Jørgensen
Aarhus University and Federal Reserve Board
Downloads 45 (412,478)

Abstract:

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Bond premium puzzle, Equity premium puzzle, Early Resolution of Uncertainty, Long-run risk

3.

Bond Risk Premiums at the Zero Lower Bound

FEDS Working Paper No. 2019-040
Number of pages: 43 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Martin Andreasen, Kasper Jørgensen and Andrew Meldrum
University of Calgary, Federal Reserve Board and Board of Governors of the Federal Reserve System
Downloads 25 (501,741)

Abstract:

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Dynamic Term Structure Model, Bond Return Predictability, Regime-Switching, Shadow Rate Model, Structural Break

4.

Expectations About the Federal Funds Rate in the Long Run

FED Notes No. 2019-10-09
Posted: 22 Oct 2019
Kasper Jørgensen and Andrew Meldrum
Federal Reserve Board and Board of Governors of the Federal Reserve System

Abstract:

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