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Jens Henrik Eggert Christensen

Personal Details

First Name:Jens
Middle Name:Henrik Eggert
Last Name:Christensen
Suffix:
RePEc Short-ID:pch1126
[This author has chosen not to make the email address public]
http://www.frbsf.org/economics/economists/staff.php?jchristensen

Affiliation

Economic Research
Federal Reserve Bank of San Francisco

San Francisco, California (United States)
http://www.frbsf.org/economics/
RePEc:edi:erfsfus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jens H. E. Christensen & Sarah Mouabbi, 2024. "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working Paper Series 2024-08, Federal Reserve Bank of San Francisco.
  2. Jens H. E. Christensen & Mark M. Spiegel, 2024. "Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets," Working Paper Series 2024-12, Federal Reserve Bank of San Francisco.
  3. Luis Ceballos & Jens H. E. Christensen & Damian Romero, 2024. "A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile," Working Paper Series 2024-04, Federal Reserve Bank of San Francisco.
  4. Jens H. E. Christensen & Xin Zhang, 2024. "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series 2024-13, Federal Reserve Bank of San Francisco.
  5. Jens H. E. Christensen & Nikola Mirkov & Xin Zhang, 2023. "Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia," Working Paper Series 2023-23, Federal Reserve Bank of San Francisco.
  6. Luis Ceballos & Jens H. E. Christensen & Damian Romero, 2023. "Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets," Working Paper Series 2024-01, Federal Reserve Bank of San Francisco.
  7. Jens H. E. Christensen & Simon Thinggaard Hetland, 2023. "Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance," Working Paper Series 2023-24, Federal Reserve Bank of San Francisco.
  8. Cristhian Hernando Ruiz Cardozo & Jens H. E. Christensen, 2023. "The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market," Working Paper Series 2023-04, Federal Reserve Bank of San Francisco.
  9. Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu, 2021. "Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico," Working Paper Series 2021-08, Federal Reserve Bank of San Francisco.
  10. Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2021. "International Evidence on Extending Sovereign Debt Maturities," Working Paper Series 2021-19, Federal Reserve Bank of San Francisco.
  11. Jens H. E. Christensen & Nikola Mirkov, 2021. "The Safety Premium of Safe Assets," Working Paper Series 2019-28, Federal Reserve Bank of San Francisco.
  12. Jens H. E. Christensen & Mark M. Spiegel, 2021. "Central Bank Credibility During COVID-19: Evidence from Japan," Working Paper Series 2021-24, Federal Reserve Bank of San Francisco.
  13. Martin M. Andreasen & Jens H. E. Christensen & Simon Riddell, 2020. "The TIPS Liquidity Premium," Working Paper Series 2017-11, Federal Reserve Bank of San Francisco.
  14. Jens H. E. Christensen & Glenn D. Rudebusch & Patrick Shultz, 2020. "Accounting for Low Long-Term Interest Rates: Evidence from Canada," Working Paper Series 2020-35, Federal Reserve Bank of San Francisco.
  15. Jens H. E. Christensen & Eric Fischer & Patrick Shultz, 2019. "Bond Flows and Liquidity: Do Foreigners Matter?," Working Paper Series 2019-08, Federal Reserve Bank of San Francisco.
  16. Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2019. "Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement," Working Paper Series 2018-9, Federal Reserve Bank of San Francisco.
  17. Jens H. E. Christensen & Mark M. Spiegel, 2019. "Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds," Working Paper Series 2019-15, Federal Reserve Bank of San Francisco.
  18. Jens H. E. Christensen & Glenn D. Rudebusch, 2018. "A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt," Working Paper Series 2017-07, Federal Reserve Bank of San Francisco.
  19. Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz, 2017. "Is There an On-the-Run Premium in TIPS?," Working Paper Series 2017-10, Federal Reserve Bank of San Francisco.
  20. Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch, 2017. "Term Structure Analysis with Big Data," Working Paper Series 2017-21, Federal Reserve Bank of San Francisco.
  21. Jens H. E. Christensen & Signe Krogstrup, 2016. "A Portfolio Model of Quantitative Easing," Working Paper Series 2016-12, Federal Reserve Bank of San Francisco.
  22. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014. "Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?," Working Paper Series 2014-3, Federal Reserve Bank of San Francisco.
  23. Jens H. E. Christensen & Signe Krogstrup, 2014. "Transmission of Quantitative Easing: The Role of Central Bank Reserves," Working Paper Series 2014-18, Federal Reserve Bank of San Francisco.
  24. Jens H. E. Christensen & Glenn D. Rudebusch, 2013. "Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?," Working Paper Series 2013-39, Federal Reserve Bank of San Francisco.
  25. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An arbitrage-free generalized Nelson-Siegel term structure model," Working Paper Series 2008-07, Federal Reserve Bank of San Francisco.
  35. 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.
  36. Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007. "The affine arbitrage-free class of Nelson-Siegel term structure models," Working Paper Series 2007-20, Federal Reserve Bank of San Francisco.

Articles

  1. Jens H. E. Christensen & Mark M. Spiegel, 2024. "What’s Up with Inflation Expectations in Japan?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2024(13), pages 1-6, May.
  2. Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu, 2023. "Are Inflation Expectations Well Anchored in Mexico?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2023(01), pages 1-6, January.
  3. Jens H. E. Christensen & Mark M. Spiegel, 2022. "COVID-19 Fiscal Expansion and Inflation Expectations in Japan," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(20), pages 1-5, August.
  4. Jens H. E. Christensen, 2022. "The Increase in Inflation Compensation: What’s Up?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(18), pages 1-06, July.
  5. Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2021. "What Would It Cost to Issue 50-year Treasury Bonds?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(29), pages 1-05, November.
  6. Jens H. E. Christensen & Nikola Mirkov, 2021. "Exploring the Safety Premium of Safe Assets," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(13), pages 01-05, May.
  7. Jens H. E. Christensen & James M. Gamble & Simon Zhu, 2020. "Coronavirus and the Risk of Deflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2020(11), pages 1-5, May.
  8. Jens H. E. Christensen & Eric Fischer & Patrick Shultz, 2020. "Emerging Bond Markets and COVID-19: Evidence from Mexico," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2020(23), pages 01-05, August.
  9. Jens H. E. Christensen & Mark M. Spiegel, 2019. "Negative Interest Rates and Inflation Expectations in Japan," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  10. Jens H. E. Christensen, 2019. "Yield Curve Responses to Introducing Negative Policy Rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  11. Jens H. E. Christensen, 2019. "The Risk of Returning to the Zero Lower Bound," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  12. Jens H. E. Christensen & Eric Fischer & Patrick Shultz, 2018. "Do Foreign Funds Matter for Emerging Market Bond Liquidity?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  13. Jens H. E. Christensen, 2018. "Do Adjustment Lags Matter for Inflation-Indexed Bonds?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  14. Jens H. E. Christensen, 2018. "The Slope of the Yield Curve and the Near-Term Outlook," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  15. Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2017. "Measuring Interest Rate Risk in the Very Long Term," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  16. Andreas Hornstein & Marianna Kudlyak, 2017. "How Much Has Job Matching Efficiency Declined?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  17. Jens H. E. Christensen & Jose A. Lopez & Patrick Shultz, 2017. "Do All New Treasuries Trade at a Premium?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  18. Jens H. E. Christensen & Glenn D. Rudebusch, 2017. "New Evidence for a Lower New Normal in Interest Rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  19. Jens H. E. Christensen & Jose A. Lopez, 2016. "Differing views on long-term inflation expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  20. Martin M. Andreasen & Jens H. E. Christensen, 2016. "TIPS Liquidity and the Outlook for Inflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  21. Jens H. E. Christensen & Signe Krogstrup, 2015. "Transmission of asset purchases: the role of reserves," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  22. Jens H. E. Christensen & Jose A. Lopez, 2015. "Assessing supervisory scenarios for interest rate risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  23. Jens H. E. Christensen, 2014. "When will the Fed end its zero rate policy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  24. 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.
  25. Jens H. E. Christensen & Simon H. Kwan, 2014. "Assessing expectations of monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  26. Michael D. Bauer & Jens H. E. Christensen, 2014. "Financial market outlook for inflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  27. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014. "Stress testing the Fed," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. Jens H. E. Christensen, 2010. "TIPS and the risk of deflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct25.
  35. Jens H. E. Christensen, 2009. "Inflation expectations and the risk of deflation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov2.
  36. 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.
  37. 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.
  38. 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.
  39. Jens H. E. Christensen, 2008. "The corporate bond credit spread puzzle," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar14.
  40. Jens H. E. Christensen, 2008. "Treasury bond yields and long-run inflation expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug15.
  41. 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.
  42. 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.

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  9. Number of Downloads through RePEc Services over the past 12 months
  10. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  11. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 44 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-MON: Monetary Economics (27) 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 2020-12-07 2021-03-22 2021-03-29 2022-01-10 2023-09-11 2023-09-11 2024-02-05 2024-03-25 2024-04-01 2024-04-29 2024-05-13 2024-05-13. Author is listed
  2. NEP-MAC: Macroeconomics (25) 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 2018-07-30 2019-03-25 2019-05-13 2019-12-16 2020-12-07 2021-02-01 2021-03-22 2021-03-29 2021-08-09 2022-01-10. Author is listed
  3. NEP-CBA: Central Banking (19) 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 2020-12-07 2021-03-22 2022-01-10 2023-03-13 2023-09-11 2023-09-11 2024-02-05 2024-03-25 2024-04-01. Author is listed
  4. NEP-BAN: Banking (10) 2022-01-10 2023-03-13 2023-09-11 2023-09-11 2024-02-05 2024-03-25 2024-04-01 2024-04-29 2024-05-13 2024-05-13. Author is listed
  5. NEP-FMK: Financial Markets (5) 2008-11-11 2017-10-15 2019-05-13 2021-08-09 2023-03-13. Author is listed
  6. NEP-EEC: European Economics (3) 2023-09-11 2024-04-01 2024-05-13
  7. NEP-DCM: Discrete Choice Models (2) 2017-06-04 2017-06-04
  8. NEP-FOR: Forecasting (2) 2007-10-13 2011-03-26
  9. NEP-ORE: Operations Research (2) 2014-02-15 2019-05-13
  10. NEP-RMG: Risk Management (2) 2014-01-10 2018-07-30
  11. NEP-BEC: Business Economics (1) 2009-07-11
  12. NEP-BIG: Big Data (1) 2017-10-15
  13. NEP-ECM: Econometrics (1) 2017-10-15
  14. NEP-HPE: History and Philosophy of Economics (1) 2014-08-09
  15. NEP-IAS: Insurance Economics (1) 2018-07-30
  16. NEP-IFN: International Finance (1) 2024-04-29
  17. NEP-ISF: Islamic Finance (1) 2021-08-09
  18. NEP-LAM: Central and South America (1) 2024-02-05
  19. NEP-OPM: Open Economy Macroeconomics (1) 2024-05-13
  20. NEP-SOG: Sociology of Economics (1) 2014-02-15

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