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 5 294 1 4 12 595
A New Framework for Yield Curve, Output and Inflation Relationships 0 0 0 211 0 0 1 498
A Yield Curve Perspective on Uncovered Interest Parity 0 0 4 273 1 4 21 1,225
A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates 2 5 15 79 6 15 36 122
A comment on Wu and Xia (2016) from a macroeconomic perspective 2 3 9 39 8 18 42 96
A model for interest rates near the zero lower bound: An overview and discussion 0 0 4 159 0 4 13 213
A theoretical foundation for the Nelson and Siegel class of yield curve models 0 0 2 105 0 1 3 299
A theoretical foundation for the Nelson and Siegel class of yield curve models 1 1 2 102 1 1 2 223
A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics 0 1 3 63 0 1 6 119
A tractable framework for zero lower bound Gaussian term structure models 0 0 4 120 0 2 22 243
A tractable framework for zero-lower-bound Gaussian term structure models 0 0 4 76 0 1 11 118
An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models 0 0 1 354 2 2 4 954
Asset markets and monetary policy shocks at the zero lower bound 0 0 2 109 1 1 9 79
Asset markets and monetary policy shocks at the zero lower bound 1 1 5 132 1 3 15 222
Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve 0 0 0 100 0 0 0 351
Efficient Jacobian evaluations for estimating zero lower bound term structure models 0 0 2 58 0 0 5 57
Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve 0 0 0 122 1 6 9 786
Faster solutions for Black zero lower bound term structure models 0 0 0 82 0 0 1 79
Forecasting New Zealand's economic growth using yield curve information 0 0 1 85 0 3 6 216
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 2 4 4 1,144
Measuring the stance of monetary policy in conventional and unconventional environments 1 3 19 213 2 8 42 320
Measuring the stance of monetary policy in zero lower bound environments 0 2 5 105 0 3 10 197
Measuring the stance of monetary policy in zero lower bound environments 1 4 8 53 3 6 17 109
Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation 0 0 0 544 1 1 2 1,558
Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach 0 1 5 390 1 3 17 1,167
Modifying Gaussian term structure models when interest rates are near the zero lower bound 1 1 6 120 3 7 20 337
Modifying Gaussian term structure models when interest rates are near the zero lower bound 1 1 2 55 1 2 8 170
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 2 73 1 1 7 170
Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound 0 2 3 106 1 5 14 114
Real-time forecasting with macro-finance models in the presence of a zero lower bound 0 1 12 72 3 9 40 55
Short-term risk premiums and policy rate expectations in the United States 0 2 2 27 1 5 9 32
Testing the predictive power of New Zealand bank bill futures rates 0 0 0 67 1 2 6 637
The effect of conventional and unconventional euro area monetary policy on macroeconomic variables 1 6 11 85 3 11 25 101
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 0 47 2 6 9 45
The interest rate pass-through in the euro area during the sovereign debt crisis 1 1 1 48 1 4 7 74
The interest rate pass-through in the euro area during the sovereign debt crisis 0 1 6 90 1 5 21 194
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 0 65 2 4 7 109
Will the real eigensystem VAR please stand up? A univariate primer 0 2 53 53 1 6 21 21
Total Working Papers 12 38 198 5,209 52 158 504 13,049


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models 0 1 2 39 0 2 3 68
A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models 0 0 0 188 0 1 2 482
A proposal for improving forward guidance 0 0 2 26 0 0 5 61
Asset market responses to conventional and unconventional monetary policy shocks in the United States 0 0 9 9 0 2 20 20
CONTEMPORARY TOPICS IN FINANCE: A COLLECTION OF LITERATURE SURVEYS 0 0 3 3 1 6 28 28
Connecting the dots: a yield curve perspective on New Zealand’s interest rates 0 0 0 17 5 6 8 77
Market expectations of the Official Cash Rate 2 2 2 121 6 7 10 400
Measuring the stance of monetary policy in zero lower bound environments 2 5 21 161 6 14 58 397
Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound 0 0 3 4 0 0 8 18
The interest rate pass-through in the euro area during the sovereign debt crisis 0 6 14 46 3 13 42 128
Total Journal Articles 4 14 56 614 21 51 184 1,679


Statistics updated 2019-09-09