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 0 1 1 120 0 2 4 221
A comment on Wu and Xia (2016) from a macroeconomic perspective 0 0 2 75 0 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 0 2 3 146
A tractable framework for zero lower bound Gaussian term structure models 0 1 2 168 0 1 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 1 1 1 360 1 1 1 975
Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form 0 0 14 14 0 0 14 14
Asset markets and monetary policy shocks at the zero lower bound 0 0 0 116 0 1 1 107
Asset markets and monetary policy shocks at the zero lower bound 0 0 1 145 0 1 4 269
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 1 1 2 5 1 1 2 6
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 0 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 1 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 1 1,155
Measuring the stance of monetary policy in conventional and unconventional environments 1 4 5 274 3 9 16 474
Measuring the stance of monetary policy in zero lower bound environments 0 0 0 140 1 1 3 315
Measuring the stance of monetary policy in zero lower bound environments 0 0 1 70 1 4 7 205
Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation 0 0 0 549 0 2 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 0 137 1 1 5 445
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 (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 0 1 3 104 0 2 6 145
Short-term risk premiums and policy rate expectations in the United States 0 0 0 42 0 2 4 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 1 1 2 130 3 3 7 219
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 0 72 1 1 1 174
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 2 71 0 0 5 221
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 0 51 0 0 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 1 2 2 81
Total Working Papers 4 10 42 5,860 13 43 162 15,521


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 0 3 8 79 0 5 24 251
A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models 0 0 1 44 1 2 6 90
A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models 0 1 4 201 0 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 6 122
CONTEMPORARY TOPICS IN FINANCE: A COLLECTION OF LITERATURE SURVEYS 1 1 6 25 1 3 41 192
Connecting the dots: a yield curve perspective on New Zealand’s interest rates 0 0 1 21 0 2 11 109
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 3 11 28 307 7 21 55 771
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 0 1 8 313
Total Journal Articles 4 16 57 979 9 35 163 2,919


Statistics updated 2025-07-04