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A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates
Krippner, Leo - 2015
Persistent link: https://www.econbiz.de/10011758087
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The effect of conventional and unconventional euro area monetary policy on macroeconomic variables
Halberstadt, Arne; Krippner, Leo - 2016
We investigate the e ect of monetary policy on European macroeconomic variables using a small-scale vector autoregression (VAR) and the "Effective Monetary Stimulus" (EMS). The EMS is a monetary policy metric obtained from yield curve data that is designed to consistently reflect the overall...
Persistent link: https://www.econbiz.de/10011578396
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A comment on Wu and Xia (2016) from a macroeconomic perspective
Krippner, Leo - 2017 - Revised version
Persistent link: https://www.econbiz.de/10011747433
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Real-time forecasting with macro-finance models in the presence of a zero lower bound
Krippner, Leo; Lewis, Michelle - 2018
Persistent link: https://www.econbiz.de/10011884877
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A theoretical foundation for the Nelson-Siegel class of yield curve models
Krippner, Leo - In: Journal of applied econometrics 30 (2015) 1, pp. 97-118
Persistent link: https://www.econbiz.de/10011327646
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Modelling the yield curve with orthonomalised Laguerre polynomials : an intertemporally consistent approach with an economic interpretation
Krippner, Leo (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002175049
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Modelling the yield curve with orthonormalised Laguerre polynomials : a consistent cross-sectional and inter-temporal approach
Krippner, Leo (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002175059
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A macroeconomic foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo - 2008
Persistent link: https://www.econbiz.de/10003857125
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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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A theoretical foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo - 2012
Persistent link: https://www.econbiz.de/10009561195