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Leo Krippner

This is information that was supplied by Leo Krippner in registering through RePEc. If you are Leo Krippner , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Leo
Middle Name:
Last Name:Krippner
Suffix:
RePEc Short-ID:pkr73
Wellington, New Zealand
http://www.rbnz.govt.nz/

: 64 4 471-3767
64 4 471-2270
P.O. Box 2498, Wellington
RePEc:edi:rbngvnz (more details at EDIRC)
Canberra, Australia
http://cama.anu.edu.au/

: +61 2 6125 4442
+61 2 6125 5124
H. W. Arndt Building #25A, The Australian National University, Canberra ACT 2601
RePEc:edi:cmanuau (more details at EDIRC)
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  1. Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2016/08, Reserve Bank of New Zealand.
  2. Julia von Borstel & Sandra Eickmeier & Leo Krippner, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," CAMA Working Papers 2015-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Leo Krippner, 2015. "A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates," CAMA Working Papers 2015-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Leo Krippner, 2014. "Measuring the stance of monetary policy in conventional and unconventional environments," CAMA Working Papers 2014-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Edda Claus & Iris Claus & Leo Krippner, 2014. "Asset markets and monetary policy shocks at the zero lower bound," CAMA Working Papers 2014-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. Leo Krippner, 2013. "A tractable framework for zero lower bound Gaussian term structure models," Reserve Bank of New Zealand Discussion Paper Series DP2013/02, Reserve Bank of New Zealand.
  7. Leo Krippner, 2013. "Faster solutions for Black zero lower bound term structure models," CAMA Working Papers 2013-66, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  8. Leo Krippner, 2013. "Efficient Jacobian evaluations for estimating zero lower bound term structure models," CAMA Working Papers 2013-77, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  9. Leo Krippner, 2012. "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)," CAMA Working Papers 2012-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Leo Krippner, 2012. "Modifying Gaussian term structure models when interest rates are near the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2012/02, Reserve Bank of New Zealand.
  11. Leo Krippner, 2012. "Measuring the stance of monetary policy in zero lower bound environments," Reserve Bank of New Zealand Discussion Paper Series DP2012/04, Reserve Bank of New Zealand.
  12. Leo Krippner, 2012. "A model for interest rates near the zero lower bound: An overview and discussion," Reserve Bank of New Zealand Analytical Notes series AN2012/05, Reserve Bank of New Zealand.
  13. Leo Krippner, 2010. "A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics," Reserve Bank of New Zealand Discussion Paper Series DP2010/11, Reserve Bank of New Zealand.
  14. Leo Krippner & Leif Anders Thorsrud, 2009. "Forecasting New Zealand's economic growth using yield curve information," Reserve Bank of New Zealand Discussion Paper Series DP2009/18, Reserve Bank of New Zealand.
  15. Leo Krippner, 2009. "A theoretical foundation for the Nelson and Siegel class of yield curve models," Reserve Bank of New Zealand Discussion Paper Series DP2009/10, Reserve Bank of New Zealand.
  16. Leo Krippner, 2008. "A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models," Research Paper Series 226, Quantitative Finance Research Centre, University of Technology, Sydney.
  17. Leo Krippner, 2006. "A Yield Curve Perspective on Uncovered Interest Parity," Working Papers in Economics 06/16, University of Waikato, Department of Economics.
  18. Leo Krippner, 2005. "An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics 05/01, University of Waikato, Department of Economics.
  19. Leo Krippner, 2005. "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," Working Papers in Economics 05/02, University of Waikato, Department of Economics.
  20. Leo Krippner, 2005. "A New Framework for Yield Curve, Output and Inflation Relationships," Working Papers in Economics 05/07, University of Waikato, Department of Economics.
  21. Leo Krippner, 2005. "Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve," Working Papers in Economics 05/03, University of Waikato, Department of Economics.
  22. Leo Krippner, 2003. "Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation," Working Papers in Economics 03/01, University of Waikato, Department of Economics.
  23. Leo Krippner, 2003. "Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach," Working Papers in Economics 03/02, University of Waikato, Department of Economics.
  24. Leo Krippner, 2002. "Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve," Reserve Bank of New Zealand Discussion Paper Series DP2002/01, Reserve Bank of New Zealand.
  25. Leo Krippner, 1998. "Testing the predictive power of New Zealand bank bill futures rates," Reserve Bank of New Zealand Discussion Paper Series G98/8, Reserve Bank of New Zealand.
  1. Leo Krippner, 2015. "A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 97-118, 01.
  2. Krippner, Leo, 2013. "Measuring the stance of monetary policy in zero lower bound environments," Economics Letters, Elsevier, vol. 118(1), pages 135-138.
  3. Leo Krippner & Daniel L. Thornton, 2012. "A proposal for improving forward guidance," Economic Synopses, Federal Reserve Bank of St. Louis.
  4. Leo Krippner, 2010. "Connecting the dots: a yield curve perspective on New Zealand’s interest rates," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 73, September.
  5. Leo Krippner, 2006. "A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models," Applied Mathematical Finance, Taylor & Francis Journals, vol. 13(1), pages 39-59.
  6. Leo Krippner & Michael Gordon, 2001. "Market expectations of the Official Cash Rate," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 64, June.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 28 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (23) 2005-02-06 2005-02-06 2005-03-20 2005-12-14 2007-02-10 2008-07-20 2009-09-19 2010-01-16 2011-01-16 2012-04-03 2012-11-17 2013-08-23 2013-10-02 2013-11-16 2013-12-29 2014-02-02 2014-06-02 2014-07-28 2015-05-30 2015-06-27 2015-08-19 2015-12-28 2016-02-17. Author is listed
  2. NEP-MON: Monetary Economics (18) 2002-06-13 2003-10-12 2005-02-06 2005-12-14 2007-02-10 2008-07-20 2011-11-07 2012-02-20 2012-04-03 2012-11-17 2014-02-02 2014-06-02 2014-07-28 2015-05-30 2015-06-27 2015-08-19 2016-02-17 2016-06-04. Author is listed
  3. NEP-CBA: Central Banking (9) 2002-06-13 2014-02-02 2014-06-02 2014-07-28 2015-05-30 2015-06-27 2015-08-19 2016-02-17 2016-06-04. Author is listed
  4. NEP-EEC: European Economics (4) 2015-05-30 2015-06-27 2015-08-19 2016-02-17
  5. NEP-FMK: Financial Markets (4) 2002-06-13 2003-10-12 2005-03-20 2007-02-10
  6. NEP-OPM: Open Economy Macroeconomics (3) 2015-06-27 2015-08-19 2016-02-17
  7. NEP-ECM: Econometrics (2) 2013-08-23 2013-12-29
  8. NEP-FIN: Finance (2) 2005-02-06 2005-03-20
  9. NEP-RMG: Risk Management (2) 2003-10-12 2005-03-20
  10. NEP-CMP: Computational Economics (1) 2013-10-02
  11. NEP-FDG: Financial Development & Growth (1) 2010-01-16
  12. NEP-FOR: Forecasting (1) 2010-01-16
  13. NEP-IFN: International Finance (1) 2007-02-10
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