11
H index
12
i10 index
856
Citations
Australian National University (50% share) | 11 H index 12 i10 index 856 Citations RESEARCH PRODUCTION: 11 Articles 39 Papers RESEARCH ACTIVITY: 23 years (1998 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pkr73 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Reserve Bank of New Zealand Bulletin | 2 |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers / Deutsche Bundesbank | 2 |
Year | Title of citing document |
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2023 | A 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. Full description at Econpapers || Download paper |
2023 | Energy 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | ECB 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. Full description at Econpapers || Download paper |
2023 | One 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. Full description at Econpapers || Download paper |
2023 | Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123. Full description at Econpapers || Download paper |
2023 | Negative 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. Full description at Econpapers || Download paper |
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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Negative 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. Full description at Econpapers || Download paper |
2023 | Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834. Full description at Econpapers || Download paper |
2023 | Monetary/fiscal policy regimes in post-war Europe. (2023). Jacquinot, Pascal ; Bouabdallah, Othman ; Patella, Valeria. In: Working Paper Series. RePEc:ecb:ecbwps:20232871. Full description at Econpapers || Download paper |
2023 | What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875. Full description at Econpapers || Download paper |
2023 | Investor 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. Full description at Econpapers || Download paper |
2023 | Monetary 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. Full description at Econpapers || Download paper |
2023 | Monetary 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. Full description at Econpapers || Download paper |
2023 | To 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Estimated 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. Full description at Econpapers || Download paper |
2023 | Modelling 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. Full description at Econpapers || Download paper |
2023 | Surges 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. Full description at Econpapers || Download paper |
2023 | Effect 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. Full description at Econpapers || Download paper |
2023 | Bank 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. Full description at Econpapers || Download paper |
2023 | Long-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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | ECB 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Central 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. Full description at Econpapers || Download paper |
2023 | Industry 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. Full description at Econpapers || Download paper |
2023 | Inflation 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. Full description at Econpapers || Download paper |
2023 | Estimates 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Household 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. Full description at Econpapers || Download paper |
2023 | Spillover 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. Full description at Econpapers || Download paper |
2023 | Macro-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. Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2023 | One size may not fit all: Financial fragmentation and European monetary policies. (2022). Gimet, Celine ; Gagnon, Mariehelene. In: Post-Print. RePEc:hal:journl:hal-03777950. Full description at Econpapers || Download paper |
2023 | Effect of monetary policy shocks on the racial unemployment rates in the US. (2023). Bennani, Hamza. In: Post-Print. RePEc:hal:journl:hal-04145798. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Balance 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. Full description at Econpapers || Download paper |
2023 | ECB 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. Full description at Econpapers || Download paper |
2023 | Decomposing 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.. Full description at Econpapers || Download paper |
2023 | Inflation 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. Full description at Econpapers || Download paper |
2023 | Fiscal Policy and Stock Markets at the Effective Lower Bound. (2023). Gupta, Rangan ; Caraiani, Petre ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:202309. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Observed 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. Full description at Econpapers || Download paper |
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. Full description at Econpapers || Download paper |
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. Full description at Econpapers || Download paper |
2023 | UNCERTAINTY 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. Full description at Econpapers || Download paper |
2023 | News 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. Full description at Econpapers || Download paper |
2023 | Macro?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. Full description at Econpapers || Download paper |
2023 | Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023. Full description at Econpapers || Download paper |
2023 | Has the reaction function of the European Central Bank changed over time?. (2023). Tatar, Balint. In: IMFS Working Paper Series. RePEc:zbw:imfswp:183. Full description at Econpapers || Download paper |
2023 | Active 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | CONTEMPORARY TOPICS IN FINANCE: A COLLECTION OF LITERATURE SURVEYS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
2013 | Measuring the stance of monetary policy in zero lower bound environments In: Economics Letters. [Full Text][Citation analysis] | article | 346 |
2012 | Measuring the stance of monetary policy in zero lower bound environments.(2012) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 346 | paper | |
2012 | Measuring 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 | |
2018 | Asset market responses to conventional and unconventional monetary policy shocks in the United States In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
2016 | The interest rate pass-through in the euro area during the sovereign debt crisis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 72 |
2015 | The 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 | |
2015 | The 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 | |
2015 | The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2015 | The 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2011 | Modifying Gaussian term structure models when interest rates are near the zero lower bound In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 80 |
2012 | Modifying Gaussian term structure models when interest rates are near the zero lower bound.(2012) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
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) In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | A theoretical foundation for the Nelson and Siegel class of yield curve models In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | A theoretical foundation for the Nelson and Siegel class of yield curve models.(2009) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2013 | A tractable framework for zero-lower-bound Gaussian term structure models In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 98 |
2013 | A tractable framework for zero lower bound Gaussian term structure models.(2013) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | paper | |
2013 | Faster solutions for Black zero lower bound term structure models In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Efficient Jacobian evaluations for estimating zero lower bound term structure models In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Measuring the stance of monetary policy in conventional and unconventional environments In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 42 |
2014 | Asset markets and monetary policy shocks at the zero lower bound In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 30 |
2014 | Asset markets and monetary policy shocks at the zero lower bound.(2014) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2015 | A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 48 |
2017 | A comment on Wu and Xia (2016) from a macroeconomic perspective In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Will the real eigensystem VAR please stand up? A univariate primer In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Investigating a measure of conventional and unconventional stimulus for the euro area In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | A proposal for improving forward guidance In: Economic Synopses. [Full Text][Citation analysis] | article | 2 |
2012 | A model for interest rates near the zero lower bound: An overview and discussion In: Reserve Bank of New Zealand Analytical Notes series. [Full Text][Citation analysis] | paper | 5 |
2016 | Short-term risk premiums and policy rate expectations in the United States In: Reserve Bank of New Zealand Analytical Notes series. [Full Text][Citation analysis] | paper | 2 |
2001 | Market expectations of the Official Cash Rate In: Reserve Bank of New Zealand Bulletin. [Full Text][Citation analysis] | article | 4 |
2010 | Connecting the dots: a yield curve perspective on New Zealand’s interest rates In: Reserve Bank of New Zealand Bulletin. [Full Text][Citation analysis] | article | 2 |
1998 | Testing the predictive power of New Zealand bank bill futures rates In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2002 | Extracting expectations of New Zealands Official Cash Rate from the bank-risk yield curve In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2009 | Forecasting New Zealands economic growth using yield curve information In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2010 | A 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. [Full Text][Citation analysis] | paper | 4 |
2016 | Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] | paper | 19 |
2016 | Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound.(2016) In: Asian Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2018 | Real-time forecasting with macro-finance models in the presence of a zero lower bound In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
2006 | A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 5 |
2008 | A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2003 | Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2003 | Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2005 | An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
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 In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2005 | Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2005 | A New Framework for Yield Curve, Output and Inflation Relationships In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2006 | A Yield Curve Perspective on Uncovered Interest Parity In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
2015 | A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 10 |
2020 | A Note of Caution on Shadow Rate Estimates In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 40 |
2016 | The effect of conventional and unconventional euro area monetary policy on macroeconomic variables In: Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
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