Leo Krippner : Citation Profile


Are you Leo Krippner?

Australian National University (50% share)
University of Waikato (50% share)

11

H index

12

i10 index

856

Citations

RESEARCH PRODUCTION:

11

Articles

39

Papers

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 37
   Journals where Leo Krippner has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 31 (3.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr73
   Updated: 2024-01-16    RAS profile: 2021-12-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Leo Krippner.

Is cited by:

GUPTA, RANGAN (69)

Hubert, Paul (48)

Labondance, Fabien (33)

Rudebusch, Glenn (15)

Feldkircher, Martin (14)

Mouabbi, Sarah (14)

Hülsewig, Oliver (14)

Creel, Jerome (13)

Wohar, Mark (13)

Takats, Elod (12)

Comunale, Mariarosaria (12)

Cites to:

Rudebusch, Glenn (45)

Diebold, Francis (45)

Swanson, Eric (24)

Gürkaynak, Refet (23)

Estrella, Arturo (19)

Söderlind, Paul (16)

Singleton, Kenneth (16)

Svensson, Lars (16)

Aruoba, S. Boragan (15)

Christensen, Jens (14)

Jarrow, Robert (13)

Main data


Where Leo Krippner has published?


Journals with more than one article published# docs
Reserve Bank of New Zealand Bulletin2

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank2

Recent works citing Leo Krippner (2024 and 2023)


YearTitle of citing document
2023A Little Less Uncertain about the Relationship between Economic Policy Uncertainty and Economic Activity. (2023). de Carvalho, Fabia A. In: Working Papers Series. RePEc:bcb:wpaper:585.

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2023Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2023Negative rates, monetary policy transmission and cross-border lending via international financial centres. (2023). Meunier, Baptiste ; Lloyd, Simon ; Ho, Kelvin ; Froemel, Maren ; Everett, Mary ; Coman, Andra ; Ochowski, Dawid ; Andreeva, Desislava ; Wong, Eric ; Reinhardt, Dennis ; Pedrono, Justine. In: Bank of England working papers. RePEc:boe:boeewp:1010.

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2023(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Burgard, Jan Pablo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10219.

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2023The pass through of monetary policy to euro area bank interest rates. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-2.

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2023Negative rates, monetary policy transmission and cross-border lending via international financial centres. (2023). Froemel, Maren ; Everett, Mary ; Coman, Andra ; Andreeva, Desislava ; Ochowski, Dawid ; Wong, Eric ; Reinhardt, Dennis ; Pedrono, Justine. In: Working Paper Series. RePEc:ecb:ecbwps:20232775.

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2023Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834.

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2023Monetary/fiscal policy regimes in post-war Europe. (2023). Jacquinot, Pascal ; Bouabdallah, Othman ; Patella, Valeria. In: Working Paper Series. RePEc:ecb:ecbwps:20232871.

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2023What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875.

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2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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2023Monetary policy inertia and the paradox of flexibility. (2023). Bonciani, Dario ; Oh, Joonseok. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300074x.

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2023Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155.

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2023To lend or not to lend? The ECB as the ‘intermediary of last resort’. (2023). Burietz, Aurore ; Picault, Matthieu. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000408.

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2023The macroeconomic effects of unconventional monetary policy: Comparing euro area and US models with shadow rates. (2023). Vogel, Lukas ; Ratto, Marco ; Hohberger, Stefan. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s026499932300250x.

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2023Estimated monetary policy rules for the ECB with granular variations of forecast horizons for inflation and output. (2023). Klose, Jens. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s026499932300278x.

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2023Modelling monetary policy’s impact on labour markets under Covid-19. (2023). Evgenidis, Anastasios ; Fasianos, Apostolos. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002665.

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2023Surges during sudden stops: Substitution effect between sectoral capital inflows in extreme episodes. (2023). You, YU ; Yang, Zheng. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002884.

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2023Effect of monetary policy shocks on the racial unemployment rates in the US. (2023). Bennani, Hamza. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001200.

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2023Bank capital requirement shocks: A narrative perspective. (2023). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001507.

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2023Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557.

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2023The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025.

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2023ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211.

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2023A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667.

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2023Central bank mandates: How differences can influence the content and tone of central bank communication. (2023). Siklos, Pierre ; Kanelis, Dimitrios ; Bohl, Martin T. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001553.

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2023Industry effects of unconventional monetary policy, within and across countries. (2023). Goto, Eiji. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000761.

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2023Inflation targeting and inflation communication of the Federal Reserve: Words and deeds. (2023). Kempa, Bernd ; Hupper, Florian. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000908.

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2023Estimates of the US Shadow-Rate. (2023). Pia, Marco ; Alfaro, Rodrigo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000345.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023The sources of economic uncertainty: Evidence from eurozone markets. (2023). Liosi, Konstantina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000300.

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2023Household net saving positions and unconventional monetary policy transmission: Evidence from Japan. (2023). Renzhi, Nuobu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000987.

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2023Spillover effects of the unconventional monetary policy of the European Central Bank. (2023). Witkowski, Bartosz ; Goczek, Ukasz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:82-104.

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2023Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study. (2023). Xu, Xiangyun ; Shi, YU ; Xie, Lijuan ; Zhong, Changbiao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:51-62.

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2023An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay. (2023). Garcia-Hiernaux, Alfredo ; Brum-Civelli, Conrado. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:206-219.

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2023One size may not fit all: Financial fragmentation and European monetary policies. (2022). Gimet, Celine ; Gagnon, Mariehelene. In: Post-Print. RePEc:hal:journl:hal-03777950.

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2023Effect of monetary policy shocks on the racial unemployment rates in the US. (2023). Bennani, Hamza. In: Post-Print. RePEc:hal:journl:hal-04145798.

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2023The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model. (2023). Neuenkirch, Matthias ; Bennani, Hamza ; Burgard, Jan Pablo. In: Post-Print. RePEc:hal:journl:hal-04145813.

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2023The Effects of Unconventional Monetary Policy on Stock Markets and Household Incomes in Japan. (2023). Sonnenberg, Nils ; Sepp, Tim Florian ; Israel, Karl-Friedrich. In: Post-Print. RePEc:hal:journl:halshs-04024219.

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2023Do the projected fiscal deficits play a role in ECB monetary policymaking?. (2023). Pereira, Francisco Gomes ; Jurkas, Linas. In: Working Papers REM. RePEc:ise:remwps:wp02582023.

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2023Balance Sheet Expansionary Policies in the Euro Area: Macroeconomic Impacts and a Vulnerable versus Non-Vulnerable Comparison - A Bayesian Structural VAR Approach. (2023). Pereira, Francisco Gomes. In: Working Papers REM. RePEc:ise:remwps:wp02592023.

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2023ECB unconventional monetary policy and SME access to finance. (2023). Kapoor, Supriya ; Finnegan, Marie. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:3:d:10.1007_s11187-023-00730-0.

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2023Decomposing Long Bond Returns: A Decentralized Theory*. (2023). Wu, Liuren ; Carr, Peter. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:997-1026..

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2023Inflation Dynamics and Quantitative Easing. (2023). Yu, Sherry ; Khemraj, Tarron. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:4:d:10.1057_s41302-023-00257-y.

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2023Fiscal Policy and Stock Markets at the Effective Lower Bound. (2023). Gupta, Rangan ; Caraiani, Petre ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:202309.

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2023The euro area natural interest rate – Estimation and importance for monetary policy. (2023). Carvalho, Alexandre. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202307.

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2023Observed and expected interest rate pass-through under remarkably high market rates. (2023). Divino, Jose Angelo ; Haraguchi, Carlos. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02335-0.

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2023(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions. (2023). Neuenkirch, Matthias ; Umlandt, Dennis ; Burgard, Jan Pablo. In: Working Paper Series. RePEc:trr:qfrawp:202301.

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2023(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions. (2023). Neuenkirch, Matthias ; Umlandt, Dennis ; Burgard, Jan Pablo. In: Research Papers in Economics. RePEc:trr:wpaper:202301.

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2023UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION. (2023). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606.

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2023News sentiment and foreign portfolio investment in Brazil. (2023). Meurer, Roberto ; de Freitas, Leilane. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3332-3348.

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2023Macro?financial effects of monetary policy easing. (2023). Apostolakis, George ; Papadopoulos, Athanasios P ; Giannellis, Nikolaos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:715-738.

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2023Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023.

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2023Has the reaction function of the European Central Bank changed over time?. (2023). Tatar, Balint. In: IMFS Working Paper Series. RePEc:zbw:imfswp:183.

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2023Active driver or passive victim: On the role of international monetary policy transmission. (2023). von Schweinitz, Gregor ; Camehl, Annika. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32023.

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2023The effects of unconventional monetary policy on stock markets and household incomes in Japan. (2023). Sonnenberg, Nils ; Sepp, Tim Florian ; Israel, Karl-Friedrich. In: Working Papers. RePEc:zbw:leiwps:177.

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Works by Leo Krippner:


YearTitleTypeCited
2018CONTEMPORARY TOPICS IN FINANCE: A COLLECTION OF LITERATURE SURVEYS In: Journal of Economic Surveys.
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article0
2013Measuring the stance of monetary policy in zero lower bound environments In: Economics Letters.
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article346
2012Measuring the stance of monetary policy in zero lower bound environments.(2012) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 346
paper
2012Measuring the stance of monetary policy in zero lower bound environments.(2012) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 346
paper
2018Asset market responses to conventional and unconventional monetary policy shocks in the United States In: Journal of Banking & Finance.
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article11
2016The interest rate pass-through in the euro area during the sovereign debt crisis In: Journal of International Money and Finance.
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article72
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72
paper
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72
paper
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Discussion Papers.
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This paper has nother version. Agregated cites: 72
paper
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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This paper has nother version. Agregated cites: 72
paper
2011Modifying Gaussian term structure models when interest rates are near the zero lower bound In: CAMA Working Papers.
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paper80
2012Modifying Gaussian term structure models when interest rates are near the zero lower bound.(2012) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has nother version. Agregated cites: 80
paper
2012Modifying Gaussian term structure models when interest rates are near the zero lower bound (this is a revised version of CAMA working paper 36/2011) In: CAMA Working Papers.
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paper4
2012A theoretical foundation for the Nelson and Siegel class of yield curve models In: CAMA Working Papers.
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paper2
2009A theoretical foundation for the Nelson and Siegel class of yield curve models.(2009) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has nother version. Agregated cites: 2
paper
2013A tractable framework for zero-lower-bound Gaussian term structure models In: CAMA Working Papers.
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paper98
2013A tractable framework for zero lower bound Gaussian term structure models.(2013) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has nother version. Agregated cites: 98
paper
2013Faster solutions for Black zero lower bound term structure models In: CAMA Working Papers.
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paper0
2013Efficient Jacobian evaluations for estimating zero lower bound term structure models In: CAMA Working Papers.
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paper0
2014Measuring the stance of monetary policy in conventional and unconventional environments In: CAMA Working Papers.
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paper42
2014Asset markets and monetary policy shocks at the zero lower bound In: CAMA Working Papers.
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paper30
2014Asset markets and monetary policy shocks at the zero lower bound.(2014) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has nother version. Agregated cites: 30
paper
2015A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates In: CAMA Working Papers.
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paper48
2017A comment on Wu and Xia (2016) from a macroeconomic perspective In: CAMA Working Papers.
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paper4
2019Will the real eigensystem VAR please stand up? A univariate primer In: CAMA Working Papers.
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paper0
2021Investigating a measure of conventional and unconventional stimulus for the euro area In: CAMA Working Papers.
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paper0
2012A proposal for improving forward guidance In: Economic Synopses.
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article2
2012A model for interest rates near the zero lower bound: An overview and discussion In: Reserve Bank of New Zealand Analytical Notes series.
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paper5
2016Short-term risk premiums and policy rate expectations in the United States In: Reserve Bank of New Zealand Analytical Notes series.
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paper2
2001Market expectations of the Official Cash Rate In: Reserve Bank of New Zealand Bulletin.
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article4
2010Connecting the dots: a yield curve perspective on New Zealand’s interest rates In: Reserve Bank of New Zealand Bulletin.
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article2
1998Testing the predictive power of New Zealand bank bill futures rates In: Reserve Bank of New Zealand Discussion Paper Series.
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paper2
2002Extracting expectations of New Zealands Official Cash Rate from the bank-risk yield curve In: Reserve Bank of New Zealand Discussion Paper Series.
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paper2
2009Forecasting New Zealands economic growth using yield curve information In: Reserve Bank of New Zealand Discussion Paper Series.
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paper2
2010A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics In: Reserve Bank of New Zealand Discussion Paper Series.
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paper4
2016Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound In: Reserve Bank of New Zealand Discussion Paper Series.
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paper19
2016Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound.(2016) In: Asian Economic Papers.
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This paper has nother version. Agregated cites: 19
article
2018Real-time forecasting with macro-finance models in the presence of a zero lower bound In: Reserve Bank of New Zealand Discussion Paper Series.
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paper1
2006A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models In: Applied Mathematical Finance.
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article5
2008A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models In: Research Paper Series.
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paper0
2003Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation In: Working Papers in Economics.
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paper0
2003Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach In: Working Papers in Economics.
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paper0
2005An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models In: Working Papers in Economics.
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paper2
2005Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models In: Working Papers in Economics.
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paper0
2005Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve In: Working Papers in Economics.
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paper0
2005A New Framework for Yield Curve, Output and Inflation Relationships In: Working Papers in Economics.
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paper0
2006A Yield Curve Perspective on Uncovered Interest Parity In: Working Papers in Economics.
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paper5
2015A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models In: Journal of Applied Econometrics.
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article10
2020A Note of Caution on Shadow Rate Estimates In: Journal of Money, Credit and Banking.
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article40
2016The effect of conventional and unconventional euro area monetary policy on macroeconomic variables In: Discussion Papers.
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paper12

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