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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

A tractable framework for zero-lower-bound Gaussian term structure models

Krippner, Leo - 2013

Persistent link: https://www.econbiz.de/10009788818

A tractable framework for zero lower bound Gaussian term structure models

Krippner, Leo - 2013

Persistent link: https://www.econbiz.de/10010188623

Faster solutions for black zero lower bound term structure models

Krippner, Leo - 2013

Persistent link: https://www.econbiz.de/10010188944

Measuring the stance of monetary policy in zero lower bound environments

Krippner, Leo - In: Economics letters 118 (2013) 1, pp. 135-138

Persistent link: https://www.econbiz.de/10009706849

Measuring the stance of monetary policy in conventional and unconventional environments

Krippner, Leo - 2014

Persistent link: https://www.econbiz.de/10010244622

Efficient Jacobian evaluations for estimating zero lower bound term structure models

Krippner, Leo - 2014

Persistent link: https://www.econbiz.de/10010244633

Measuring the stance of monetary policy in zero lower bound environments

Krippner, Leo (contributor) - 2012

Persistent link: https://www.econbiz.de/10009583122

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

Asset markets and monetary policy shocks at the zero lower bound

Claus, Edda; Claus, Iris; Krippner, Leo - 2014

Persistent link: https://www.econbiz.de/10011341998