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Measuring the stance of monetary policy in zero lower bound environments
Krippner, Leo - 2012
Persistent link: https://www.econbiz.de/10009575327
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Measuring the stance of monetary policy in conventional and unconventional environments
Krippner, Leo - 2014
Persistent link: https://www.econbiz.de/10010244622
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Efficient Jacobian evaluations for estimating zero lower bound term structure models
Krippner, Leo - 2014
Persistent link: https://www.econbiz.de/10010244633
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A tractable framework for zero-lower-bound Gaussian term structure models
Krippner, Leo - 2013
Persistent link: https://www.econbiz.de/10009788818
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A theoretical foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo - 2012
Persistent link: https://www.econbiz.de/10009561195
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Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo - 2012
Persistent link: https://www.econbiz.de/10009561215
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Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo - 2011
Persistent link: https://www.econbiz.de/10009405654
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Faster solutions for black zero lower bound term structure models
Krippner, Leo - 2013
Persistent link: https://www.econbiz.de/10010188944
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Will the real eigensystem VAR please stand up? : a univariate primer
Krippner, Leo - 2019
Persistent link: https://www.econbiz.de/10012223627
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Estimating and applying autoregression models via their eigensystem representation
Krippner, Leo - 2023
Persistent link: https://www.econbiz.de/10014432302