Leo Krippner
Names
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Leo |
| last: |
Krippner |
Identifer
Contact
Affiliations
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Australian National University
/ Crawford School of Public Policy
/ Centre for Applied Macroeconomic Analysis (CAMA) (weight: 33%)
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University of Waikato
/ Waikato Management School
/ Department of Economics (weight: 33%)
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Singapore Management University (weight: 34%)
Research profile
author of:
- Contemporary Topics In Finance: A Collection Of Literature Surveys (RePEc:bla:jecsur:v:32:y:2018:i:5:p:1221-1228)
by Iris Claus & Leo Krippner - Measuring the stance of monetary policy in zero lower bound environments (RePEc:eee:ecolet:v:118:y:2013:i:1:p:135-138)
by Krippner, Leo - Asset market responses to conventional and unconventional monetary policy shocks in the United States (RePEc:eee:jbfina:v:97:y:2018:i:c:p:270-282)
by Claus, Edda & Claus, Iris & Krippner, Leo - The interest rate pass-through in the euro area during the sovereign debt crisis (RePEc:eee:jimfin:v:68:y:2016:i:c:p:386-402)
by von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo - Modifying Gaussian term structure models when interest rates are near the zero lower bound (RePEc:een:camaaa:2011-36)
by Leo Krippner - Modifying Gaussian term structure models when interest rates are near the zero lower bound (this is a revised version of CAMA working paper 36/2011) (RePEc:een:camaaa:2012-05)
by Leo Krippner - A theoretical foundation for the Nelson and Siegel class of yield curve models (RePEc:een:camaaa:2012-11)
by Leo Krippner - Measuring the stance of monetary policy in zero lower bound environments (RePEc:een:camaaa:2012-35)
by Leo Krippner - A tractable framework for zero-lower-bound Gaussian term structure models (RePEc:een:camaaa:2013-49)
by Leo Krippner - Faster solutions for Black zero lower bound term structure models (RePEc:een:camaaa:2013-66)
by Leo Krippner - Efficient Jacobian evaluations for estimating zero lower bound term structure models (RePEc:een:camaaa:2013-77)
by Leo Krippner - Measuring the stance of monetary policy in conventional and unconventional environments (RePEc:een:camaaa:2014-06)
by Leo Krippner - Asset markets and monetary policy shocks at the zero lower bound (RePEc:een:camaaa:2014-42)
by Edda Claus & Iris Claus & Leo Krippner - The interest rate pass-through in the euro area during the sovereign debt crisis (RePEc:een:camaaa:2015-15)
by Julia von Borstel & Sandra Eickmeier & Leo Krippner - A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates (RePEc:een:camaaa:2015-48)
by Leo Krippner - A comment on Wu and Xia (2016) from a macroeconomic perspective (RePEc:een:camaaa:2017-41)
by Leo Krippner - Will the real eigensystem VAR please stand up? A univariate primer (RePEc:een:camaaa:2019-01)
by Leo Krippner - Investigating a measure of conventional and unconventional stimulus for the euro area (RePEc:een:camaaa:2021-27)
by Arne Halberstadt & Leo Krippner - Estimating and Applying Autoregression Models via Their Eigensystem Representation (RePEc:een:camaaa:2023-47)
by Leo Krippner - A proposal for improving forward guidance (RePEc:fip:fedles:y:2012:n:27)
by Leo Krippner & Daniel L. Thornton - A model for interest rates near the zero lower bound: An overview and discussion (RePEc:nzb:nzbans:2012/05)
by Leo Krippner - Short-term risk premiums and policy rate expectations in the United States (RePEc:nzb:nzbans:2016/07)
by Leo Krippner & Michael Callaghan - Market expectations of the Official Cash Rate (RePEc:nzb:nzbbul:june2001:3)
by Leo Krippner & Michael Gordon - Connecting the dots: a yield curve perspective on New Zealand’s interest rates (RePEc:nzb:nzbbul:sept2010:1)
by Leo Krippner - Testing the predictive power of New Zealand bank bill futures rates (RePEc:nzb:nzbdps:1998/08)
by Leo Krippner - Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve (RePEc:nzb:nzbdps:2002/01)
by Leo Krippner - A theoretical foundation for the Nelson and Siegel class of yield curve models (RePEc:nzb:nzbdps:2009/10)
by Leo Krippner - Forecasting New Zealand's economic growth using yield curve information (RePEc:nzb:nzbdps:2009/18)
by Leo Krippner & Leif Anders Thorsrud - A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics (RePEc:nzb:nzbdps:2010/11)
by Leo Krippner - Modifying Gaussian term structure models when interest rates are near the zero lower bound (RePEc:nzb:nzbdps:2012/02)
by Leo Krippner - Measuring the stance of monetary policy in zero lower bound environments (RePEc:nzb:nzbdps:2012/04)
by Leo Krippner - A tractable framework for zero lower bound Gaussian term structure models (RePEc:nzb:nzbdps:2013/02)
by Leo Krippner - Asset markets and monetary policy shocks at the zero lower bound (RePEc:nzb:nzbdps:2014/03)
by Edda Claus & Iris Claus & Leo Krippner - The interest rate pass-through in the euro area during the sovereign debt crisis (RePEc:nzb:nzbdps:2015/03)
by Leo Krippner & Sandra Eickmeier & Julia von Borstel - Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound (RePEc:nzb:nzbdps:2016/08)
by Edda Claus & Iris Claus & Leo Krippner - Real-time forecasting with macro-finance models in the presence of a zero lower bound (RePEc:nzb:nzbdps:2018/4)
by Leo Krippner & Michelle Lewis - A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models (RePEc:taf:apmtfi:v:13:y:2006:i:1:p:39-59)
by Leo Krippner - Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound (RePEc:tpr:asiaec:v:15:y:2016:i:3:p:1-27)
by Edda Claus & Iris Claus & Leo Krippner - A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models (RePEc:uts:rpaper:226)
by Leo Krippner - Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation (RePEc:wai:econwp:03/01)
by Leo Krippner - Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach (RePEc:wai:econwp:03/02)
by Leo Krippner - An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models (RePEc:wai:econwp:05/01)
by Leo Krippner - Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models (RePEc:wai:econwp:05/02)
by Leo Krippner - Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve (RePEc:wai:econwp:05/03)
by Leo Krippner - A New Framework for Yield Curve, Output and Inflation Relationships (RePEc:wai:econwp:05/07)
by Leo Krippner - A Yield Curve Perspective on Uncovered Interest Parity (RePEc:wai:econwp:06/16)
by Leo Krippner - Estimating and Applying Autoregression Models Via Their Eigensystem Representation (RePEc:wai:econwp:23/09)
by Leo Krippner - A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models (RePEc:wly:japmet:v:30:y:2015:i:1:p:97-118)
by Leo Krippner - A Note of Caution on Shadow Rate Estimates (RePEc:wly:jmoncb:v:52:y:2020:i:4:p:951-962)
by Leo Krippner - The interest rate pass-through in the euro area during the sovereign debt crisis (RePEc:zbw:bubdps:102015)
by von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo - The effect of conventional and unconventional euro area monetary policy on macroeconomic variables (RePEc:zbw:bubdps:492016)
by Halberstadt, Arne & Krippner, Leo - The interest rate pass-through in the euro area during the sovereign debt crisis (RePEc:zbw:vfsc15:113035)
by von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo