Access Statistics for Leo Krippner

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models 0 0 0 299 0 0 0 612
A New Framework for Yield Curve, Output and Inflation Relationships 0 0 0 212 0 0 1 515
A Yield Curve Perspective on Uncovered Interest Parity 0 0 0 279 0 0 1 1,258
A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates 1 1 1 120 1 2 4 221
A comment on Wu and Xia (2016) from a macroeconomic perspective 0 0 2 75 1 2 9 239
A model for interest rates near the zero lower bound: An overview and discussion 0 0 0 174 0 0 4 260
A theoretical foundation for the Nelson and Siegel class of yield curve models 0 0 0 111 0 1 2 320
A theoretical foundation for the Nelson and Siegel class of yield curve models 0 0 0 106 0 0 0 237
A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics 0 0 0 72 2 2 3 146
A tractable framework for zero lower bound Gaussian term structure models 1 1 2 168 1 3 7 422
A tractable framework for zero-lower-bound Gaussian term structure models 0 0 1 86 0 1 3 263
An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models 0 0 0 359 0 0 0 974
Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form 0 0 14 14 0 1 14 14
Asset markets and monetary policy shocks at the zero lower bound 0 0 1 145 0 1 4 269
Asset markets and monetary policy shocks at the zero lower bound 0 0 0 116 1 1 2 107
Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve 0 0 0 101 0 0 4 370
Efficient Jacobian evaluations for estimating zero lower bound term structure models 0 0 0 60 0 1 3 98
Estimating and Applying Autoregression Models Via Their Eigensystem Representation 0 0 1 4 0 0 1 5
Estimating and Applying Autoregression Models via Their Eigensystem Representation 0 0 2 29 0 0 5 35
Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve 0 0 0 123 0 0 0 796
Faster solutions for Black zero lower bound term structure models 0 0 0 86 0 5 5 103
Forecasting New Zealand's economic growth using yield curve information 0 0 0 94 0 0 1 237
Investigating a measure of conventional and unconventional stimulus for the euro area 0 0 1 27 0 0 2 37
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 0 0 0 433 0 0 2 1,155
Measuring the stance of monetary policy in conventional and unconventional environments 2 3 4 273 3 6 14 471
Measuring the stance of monetary policy in zero lower bound environments 0 0 1 70 3 3 6 204
Measuring the stance of monetary policy in zero lower bound environments 0 0 0 140 0 1 2 314
Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation 0 0 0 549 0 4 10 1,590
Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach 0 0 1 410 0 0 3 1,227
Modifying Gaussian term structure models when interest rates are near the zero lower bound 0 0 1 63 0 1 6 198
Modifying Gaussian term structure models when interest rates are near the zero lower bound 0 0 0 137 0 0 4 444
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) 0 0 0 84 0 1 2 201
Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound 0 0 0 121 0 0 2 166
Real-time forecasting with macro-finance models in the presence of a zero lower bound 1 2 3 104 1 3 7 145
Short-term risk premiums and policy rate expectations in the United States 0 0 1 42 0 2 5 82
Testing the predictive power of New Zealand bank bill futures rates 0 0 0 67 0 0 2 645
The effect of conventional and unconventional euro area monetary policy on macroeconomic variables 0 0 1 129 0 1 4 216
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 2 71 0 1 5 221
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 0 72 0 0 0 173
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 0 51 0 1 4 148
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 0 100 0 0 1 290
Will the real eigensystem VAR please stand up? A univariate primer 0 0 0 80 0 1 1 80
Total Working Papers 5 7 39 5,856 13 45 155 15,508


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note of Caution on Shadow Rate Estimates 1 3 9 79 2 9 27 251
A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models 0 0 1 44 0 2 6 89
A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models 1 1 4 201 1 1 4 517
A proposal for improving forward guidance 0 0 0 28 0 0 0 72
Asset market responses to conventional and unconventional monetary policy shocks in the United States 0 0 4 43 0 0 7 122
CONTEMPORARY TOPICS IN FINANCE: A COLLECTION OF LITERATURE SURVEYS 0 0 5 24 0 2 42 191
Connecting the dots: a yield curve perspective on New Zealand’s interest rates 0 0 1 21 0 3 12 109
Market expectations of the Official Cash Rate 0 0 0 125 0 0 2 434
Measuring the stance of monetary policy in zero lower bound environments 7 10 25 304 13 18 49 764
Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound 0 0 0 8 0 0 0 42
Specifying and estimating vector autoregressions using their eigensystem representation 0 0 1 1 0 0 6 6
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 4 97 1 1 8 313
Total Journal Articles 9 14 54 975 17 36 163 2,910


Statistics updated 2025-06-06