Leo Krippner

发表

The Derivation and Application of a Theoretically and Economically Consistent Version of the Nelson and Siegel Class of Yield Curve Models

Leo Krippner, 2007 .

DP 2015 / 03 The interest rate pass-through in the euro area during the sovereign debt crisis

Sandra Eickmeier, Leo Krippner, Julia von Borstel, 2015 .

CAMA Centre for Applied Macroeconomic Analysis The interest rate pass-through in the euro area during the sovereign debt crisis CAMA Working Paper 15 / 2015 May 2015

Sandra Eickmeier, Leo Krippner, Julia von Borstel, 2015 .

Connecting the Dots: A Yield Curve Perspective on New Zealand's Interest Rates

Leo Krippner, 2010 .

The eigensystem vector autogression model ( AMW DISCUSSION DRAFT )

Leo Krippner, 2010 .

The Effect of Conventional and Unconventional Euro Area Monetary Policy on Macroeconomic Variables

A. Halberstadt, Leo Krippner, 2016, SSRN Electronic Journal.

Investigating a measure of conventional and unconventional stimulus for the euro area

A. Halberstadt, Leo Krippner, 2021, SSRN Electronic Journal.

A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models

Leo Krippner, 2006 .

Measuring the Stance of Monetary Policy in Zero Lower Bound Environments

Leo Krippner, 2012 .

A Tractable Framework for Zero-Lower-Bound Gaussian Term Structure Models

Leo Krippner, 2013 .

Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound

Leo Krippner, 2011 .

The Interest Rate Pass-Through in the Euro Area During the Sovereign Debt Crisis

Sandra Eickmeier, Leo Krippner, Julia von Borstel, 2016, SSRN Electronic Journal.

Zero lower bound term structure modeling : a practitioner's guide

Leo Krippner, Leo Krippner, 2015 .

A Comment on Wu and Xia (2015), and the Case for Two-Factor Shadow Short Rates

Leo Krippner, 2015 .

A Theoretical Foundation for the Nelson and Siegel Class of Yield Curve Models

Leo Krippner, 2010 .

Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation

Leo Krippner, 2003 .

A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models

Leo Krippner, 2008 .

A New Framework for Yield Curve, Output and Inflation Relationships

Leo Krippner, 2005 .

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

Leo Krippner, 2005 .

An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models

Leo Krippner, 2005 .

Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve

Leo Krippner, 2005 .

Forecasting New Zealand's economic growth using yield curve information

Leif Anders Thorsrud, Leo Krippner, 2009 .

DP 2018 / 04 Real-time forecasting with macro-finance models in the presence of a zero lower bound

Leo Krippner, M. Lewis, 2018 .

A Note of Caution on Shadow Rate Estimates

Leo Krippner, 2020, Journal of Money, Credit and Banking.

Asset market responses to conventional and unconventional monetary policy shocks in the United States

Edda Claus, Leo Krippner, I. Claus, 2018, Journal of Banking & Finance.

Zero Lower Bound Term Structure Modeling

Leo Krippner, 2015 .

Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound*

Edda Claus, Leo Krippner, I. Claus, 2016, Asian Economic Papers.

Asset Markets and Monetary Policy Shocks at the Zero Lower Bound

Edda Claus, Leo Krippner, I. Claus, 2014 .

The Effect of Conventional and Unconventional Euro Area Monetary Policy on Macroeconomic Variables

A. Halberstadt, Leo Krippner, 2016, Social Science Research Network.

A Comment on Wu and Xia (2016) from a Macroeconomic Perspective

Leo Krippner, 2017 .

Measuring the Stance of Monetary Policy in Conventional and Unconventional Environments

Leo Krippner, 2014 .

Testing the Predictive Power of New Zealand Bank Bill Futures Rates

Leo Krippner, 1998 .

UNIVERSITY OF WAIKATO Hamilton New Zealand A Yield Curve Perspective on Uncovered Interest Parity

Leo Krippner, 2006 .

DP 2013 / 02 A tractable framework for zero lower bound Gaussian term structure models

Leo Krippner, 2013 .