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 2 612
A New Framework for Yield Curve, Output and Inflation Relationships 0 0 0 212 0 1 3 514
A Yield Curve Perspective on Uncovered Interest Parity 0 1 1 279 0 2 4 1,257
A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates 1 3 6 118 2 4 10 216
A comment on Wu and Xia (2016) from a macroeconomic perspective 0 2 4 72 1 3 6 227
A model for interest rates near the zero lower bound: An overview and discussion 1 1 1 174 1 1 3 255
A theoretical foundation for the Nelson and Siegel class of yield curve models 0 0 0 106 0 0 2 237
A theoretical foundation for the Nelson and Siegel class of yield curve models 0 0 0 111 0 0 2 318
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 1 72 0 0 2 143
A tractable framework for zero lower bound Gaussian term structure models 2 2 5 166 3 4 20 415
A tractable framework for zero-lower-bound Gaussian term structure models 0 0 1 85 3 4 18 260
An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models 0 2 2 358 0 2 5 973
Asset markets and monetary policy shocks at the zero lower bound 0 0 0 116 0 0 0 105
Asset markets and monetary policy shocks at the zero lower bound 0 0 0 144 0 1 3 265
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 0 366
Efficient Jacobian evaluations for estimating zero lower bound term structure models 0 0 0 60 0 0 0 95
Estimating and Applying Autoregression Models Via Their Eigensystem Representation 0 0 3 3 0 0 4 4
Estimating and Applying Autoregression Models via Their Eigensystem Representation 0 1 26 26 1 2 29 29
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 1 86 0 0 1 97
Forecasting New Zealand's economic growth using yield curve information 0 0 0 94 0 0 0 236
Investigating a measure of conventional and unconventional stimulus for the euro area 0 0 2 26 0 1 8 35
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 1 1 1,153
Measuring the stance of monetary policy in conventional and unconventional environments 2 4 7 269 3 6 17 456
Measuring the stance of monetary policy in zero lower bound environments 0 0 2 69 0 0 16 198
Measuring the stance of monetary policy in zero lower bound environments 1 1 4 140 1 1 13 312
Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation 0 0 2 549 0 0 5 1,580
Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach 0 2 4 409 1 7 11 1,224
Modifying Gaussian term structure models when interest rates are near the zero lower bound 1 1 1 61 1 1 2 191
Modifying Gaussian term structure models when interest rates are near the zero lower bound 0 0 0 137 2 4 8 440
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) 2 2 4 84 3 4 9 199
Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound 0 1 2 121 1 5 7 164
Real-time forecasting with macro-finance models in the presence of a zero lower bound 0 0 1 101 0 2 7 138
Short-term risk premiums and policy rate expectations in the United States 0 0 1 41 0 1 8 77
Testing the predictive power of New Zealand bank bill futures rates 0 0 0 67 0 0 0 643
The effect of conventional and unconventional euro area monetary policy on macroeconomic variables 1 2 2 128 1 3 6 212
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 0 72 0 1 4 173
The interest rate pass-through in the euro area during the sovereign debt crisis 1 1 1 51 1 1 15 144
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 2 100 0 0 13 289
The interest rate pass-through in the euro area during the sovereign debt crisis 0 0 0 69 0 0 14 216
Will the real eigensystem VAR please stand up? A univariate primer 0 0 0 79 0 1 2 78
Total Working Papers 12 26 86 5,811 25 63 280 15,342


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 0 8 69 1 2 33 221
A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models 0 0 0 43 0 0 1 82
A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models 0 0 2 197 0 1 4 513
A proposal for improving forward guidance 0 0 0 28 0 0 1 72
Asset market responses to conventional and unconventional monetary policy shocks in the United States 1 1 6 39 3 7 18 115
CONTEMPORARY TOPICS IN FINANCE: A COLLECTION OF LITERATURE SURVEYS 1 3 7 19 4 14 49 140
Connecting the dots: a yield curve perspective on New Zealand’s interest rates 0 0 0 20 0 1 1 97
Market expectations of the Official Cash Rate 0 0 0 125 1 2 5 432
Measuring the stance of monetary policy in zero lower bound environments 3 10 32 275 6 26 74 710
Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound 0 0 1 8 0 0 2 42
The interest rate pass-through in the euro area during the sovereign debt crisis 1 1 7 92 1 2 30 302
Total Journal Articles 6 15 63 915 16 55 218 2,726


Statistics updated 2024-05-04