Leo Krippner : Citation Profile

Australian National University (33% share)
University of Waikato (33% share)
Singapore Management University (34% share)

12

H index

12

i10 index

1048

Citations

RESEARCH PRODUCTION:

13

Articles

42

Papers

RESEARCH ACTIVITY:

   27 years (1998 - 2025). See details.
   Cites by year: 38
   Journals where Leo Krippner has often published
   Relations with other researchers
   Recent citing documents: 131.    Total self citations: 31 (2.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr73
   Updated: 2026-01-03    RAS profile: 2025-09-07    
   Missing citations? Add them    Incorrect content? Let us know

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 (81)

Hubert, Paul (49)

Labondance, Fabien (33)

Wohar, Mark (21)

Hülsewig, Oliver (17)

Rudebusch, Glenn (15)

Temesvary, Judit (15)

Mouabbi, Sarah (15)

Takats, Elod (15)

Feldkircher, Martin (14)

Sahuc, Jean-Guillaume (14)

Cites to:

Rudebusch, Glenn (46)

Diebold, Francis (45)

Swanson, Eric (24)

Gürkaynak, Refet (23)

Estrella, Arturo (19)

Singleton, Kenneth (16)

Svensson, Lars (16)

Söderlind, Paul (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
Asian Economic Papers2
Economics Letters2

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

Recent works citing Leo Krippner (2025 and 2024)

YearTitle of citing document
2024Szacunki i projekcje naturalnej stopy procentowej dla Polski i strefy euro. (2024). Bielecki, Marcin ; Brzoza-Brzezina, Micha ; Baejowska, Aneta ; Kuziemska-Pawlak, Kamila ; Szafraski, Grzegorz. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361237.

Full description at Econpapers || Download paper

2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

Full description at Econpapers || Download paper

2024Asymmetries in Financial Spillovers. (2024). Pfarrhofer, Michael ; onorante, luca ; Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2410.16214.

Full description at Econpapers || Download paper

2025Data dependency, inflation projections and interest rate decisions. (2025). Cuciniello, Vincenzo ; Ferrero, Giuseppe ; Guglielminetti, Elisa ; Lin, Alessandro. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_930_25.

Full description at Econpapers || Download paper

2025Energy prices, inflation and the ECBs monetary policy during the 2021-22 energy crisis. (2025). Neri, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1481_25.

Full description at Econpapers || Download paper

2024Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14.

Full description at Econpapers || Download paper

2025Monetary Policy, Property Prices and Rents: Evidence from Local Housing Markets. (2025). Syrichas, Nicolas ; Groiss, Martin. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0058.

Full description at Econpapers || Download paper

2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

Full description at Econpapers || Download paper

2025Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2025). Levieuge, Grgory ; Sahuc, Jean-Guillaume ; Revelo, Jos Garca. In: Working papers. RePEc:bfr:banfra:1018.

Full description at Econpapers || Download paper

2024Capital Requirements in Light of Monetary Tightening. (2024). Matheron, Julien ; Kerdelhue, Lisa ; Espic, Aurelien. In: Working papers. RePEc:bfr:banfra:947.

Full description at Econpapers || Download paper

2024How does fiscal policy affect the transmission of monetary policy into cross-border bank lending? Cross-country evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar. In: BIS Working Papers. RePEc:bis:biswps:1226.

Full description at Econpapers || Download paper

2024Targeted Taylor rules: some evidence and theory. (2024). Mojon, Benoit ; Hofmann, Boris ; Manea, Cristina. In: BIS Working Papers. RePEc:bis:biswps:1234.

Full description at Econpapers || Download paper

2025Geopolitics meets monetary policy: decoding their impact on cross-border bank lending. (2025). Takats, Elod ; Stebunovs, Viktors ; Pradhan, Swapan-Kumar ; Temesvary, Judit. In: BIS Working Papers. RePEc:bis:biswps:1247.

Full description at Econpapers || Download paper

2024Impacts of Monetary Policy Shocks on Inflation and Output in New Zealand. (2024). Kirkby, Robert ; Vu, Huong Ngoc. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:160-187.

Full description at Econpapers || Download paper

2024Pass‐through of shocks into different U.S. prices. (2024). YILMAZKUDAY, HAKAN. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1300-1315.

Full description at Econpapers || Download paper

2024A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis. (2024). Yao, Wenying ; Poon, Aubrey ; Cross, Jamie ; Zhu, Dan. In: Working Papers. RePEc:bny:wpaper:0133.

Full description at Econpapers || Download paper

2024Japans Inflation under Global Inflation Synchronization. (2024). Kido, Yosuke ; Fukunaga, Ichiro ; Suita, Kotaro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e04.

Full description at Econpapers || Download paper

2025Second-Round Wage-Price Effects of Raw Material Costs: An Empirical Analysis Using a DSGE Model. (2025). Kato, Naoya ; Adachi, KO. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e10.

Full description at Econpapers || Download paper

2025The Pass Through of Monetary Policy to Euro Area Bank Interest Rates. (2025). Nektarios, Michail ; Kyriaki, Louka. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:2:p:131-192:n:1001.

Full description at Econpapers || Download paper

2024Macroprudential Capital Regulation and Fiscal Balances in the Euro Area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10968.

Full description at Econpapers || Download paper

2024Does Monetary Policy Influence Euro Area Fiscal Sustainability?. (2024). Pereira, Francisco ; Afonso, Antonio ; Gomes-Pereira, Francisco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11266.

Full description at Econpapers || Download paper

2024Economic Policy Uncertainty in Europe: Spillovers and Common Shocks. (2024). Šestořád, Tomáš ; Baxa, Jaromir ; Sestorad, Tomas. In: Working Papers. RePEc:cnb:wpaper:2024/9.

Full description at Econpapers || Download paper

2025Upgrading the Czech National Banks Core Forecasting Model g3+. (2025). Šestořád, Tomáš ; Žáček, Jan ; Brázdik, František ; Pokorny, Tomas ; Brazdik, Frantisek ; Musil, Karel ; Zacek, Jan ; Tonner, Jaromir. In: Working Papers. RePEc:cnb:wpaper:2025/7.

Full description at Econpapers || Download paper

2024Fiscal Policy and Inflation in the Euro Area. (2024). Ascari, Guido ; Smadu, Andra ; Mori, Lorenzo ; Bonam, Dennis. In: Working Papers. RePEc:dnb:dnbwpp:820.

Full description at Econpapers || Download paper

2024Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Garcia-Revelo, Jose ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13.

Full description at Econpapers || Download paper

2025Institutional investors and house prices. (2025). Ryan, Ellen ; Giuzio, Margherita ; Bandoni, Emil ; de Nora, Giorgia ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20253026.

Full description at Econpapers || Download paper

2024Estimation of DSGE models with the effective lower bound. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001902.

Full description at Econpapers || Download paper

2025The credit card and small business lending channels of monetary policy. (2025). Littlejohn, Maximillian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188925000119.

Full description at Econpapers || Download paper

2024Regulatory Effects of the Combinations of Aggregate and Structural Monetary Policy Instruments: an application of New Keynesian DSGE model to China. (2024). Wang, Li-Hui ; Li, Fu-An. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1120-1143.

Full description at Econpapers || Download paper

2024House prices and credit as transmission channels from monetary policy to inequality: Evidence from OECD countries. (2024). Vale, Sofia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:293-307.

Full description at Econpapers || Download paper

2025Fiscal policy and government bond yields: New evidence from the EU. (2025). Rzoca, Andrzej ; Ledchowski, Micha ; Cikowicz, Piotr. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000495.

Full description at Econpapers || Download paper

2025Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

Full description at Econpapers || Download paper

2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

Full description at Econpapers || Download paper

2024The comovement of bubbles’ responses to monetary policy shocks. (2024). Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001694.

Full description at Econpapers || Download paper

2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

Full description at Econpapers || Download paper

2024Fintech vs bank credit: How do they react to monetary policy?. (2024). Manea, Cristina ; Gambacorta, Leonardo ; De Fiore, Fiorella ; Cornelli, Giulio. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005013.

Full description at Econpapers || Download paper

2024Nowcasting the output gap with shadow rates. (2024). Kempa, Bernd ; Dubbert, Tore. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000661.

Full description at Econpapers || Download paper

2024The impact of the heterogenous fiscal policy stance of euro-area member states on ECB monetary policy. (2024). Jurkas, Linas. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000384.

Full description at Econpapers || Download paper

2024The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491.

Full description at Econpapers || Download paper

2025Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459.

Full description at Econpapers || Download paper

2025Energy supply shocks’ nonlinearities on output and prices. (2025). Tornese, Tommaso ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s001429212500087x.

Full description at Econpapers || Download paper

2025Monetary policy in the euro area: Active or passive?. (2025). Haque, Qazi ; Ascari, Guido ; Albonico, Alice. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s001429212500100x.

Full description at Econpapers || Download paper

2024Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

Full description at Econpapers || Download paper

2024Revisiting the relationship between oil supply news shocks and U.S. economic activity: Role of the zero lower bound. (2024). Sardar, Naafey ; Qureshi, Irfan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001786.

Full description at Econpapers || Download paper

2024Monetary policy uncertainty and ESG performance across energy firms. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sulong, Zunaidah ; Ji, Qiang ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004079.

Full description at Econpapers || Download paper

2024Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754.

Full description at Econpapers || Download paper

2025Oil price shocks and the connectedness of US state-level financial markets. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Cunado, Juncal ; Polat, Onur. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008375.

Full description at Econpapers || Download paper

2025Monetary policy and oil volatility smirk. (2025). Zhen, Fang ; Zhao, Junzhu ; Tian, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521925003874.

Full description at Econpapers || Download paper

2024Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459.

Full description at Econpapers || Download paper

2024Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach. (2024). Verbič, Miroslav ; Rant, Vasja ; Ok, Mitja ; Puc, Anja. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367.

Full description at Econpapers || Download paper

2024International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445.

Full description at Econpapers || Download paper

2024The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy. (2024). Doojav, Gan-Ochir ; Batjargal, Anand ; Purevdorj, Munkhbayar. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000872.

Full description at Econpapers || Download paper

2024Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416.

Full description at Econpapers || Download paper

2024The impact of demographic change on the natural rate of interest in Japan. (2024). Han, Fei. In: Japan and the World Economy. RePEc:eee:japwor:v:69:y:2024:i:c:s0922142523000634.

Full description at Econpapers || Download paper

2025The anchoring of inflation expectations in Japan: A learning-approach perspective. (2025). Okuma, Ryoichi ; Hogen, Yoshihiko. In: Japan and the World Economy. RePEc:eee:japwor:v:73:y:2025:i:c:s0922142524000562.

Full description at Econpapers || Download paper

2024ECB communication sentiments: How do they relate to the economic environment and financial markets?. (2024). Kaminskas, Rokas ; Jurkas, Linas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:131:y:2024:i:c:s0148619524000407.

Full description at Econpapers || Download paper

2024Effect of conventional and unconventional monetary policy shocks on housing prices in Canada. (2024). Nsafoah, Dennis ; Dery, Cosmas. In: Journal of Housing Economics. RePEc:eee:jhouse:v:64:y:2024:i:c:s1051137724000123.

Full description at Econpapers || Download paper

2025Navigating shifting tides: Time-varying monetary policy spillovers in core-peripheral housing markets in the Euro area. (2025). Suardi, Sandy ; Chiang, Shu-Hen ; Chen, Chien-Fu. In: Journal of Housing Economics. RePEc:eee:jhouse:v:69:y:2025:i:c:s105113772500049x.

Full description at Econpapers || Download paper

2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

Full description at Econpapers || Download paper

2024Losing traction? The real effects of monetary policy when interest rates are low. (2024). Hofmann, Boris ; Disyatat, Piti ; BORIO, Claudio ; Ahmed, Rashad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002000.

Full description at Econpapers || Download paper

2024Global supply chain pressures, inflation, and implications for monetary policy. (2024). Bonam, Dennis ; Ascari, Guido ; Smadu, Andra. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000160.

Full description at Econpapers || Download paper

2024The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251.

Full description at Econpapers || Download paper

2024Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000615.

Full description at Econpapers || Download paper

2025Industry growth at the lower bound. (2025). Skaperdas, Arsenios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s026156062500018x.

Full description at Econpapers || Download paper

2025Governance arrangements and the use of macroprudential policy. (2025). Shim, Seri ; Mehrotra, Aaron ; Kim, Soyoung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000427.

Full description at Econpapers || Download paper

2025Can exchange rate pass-throughs be perverse? A robust multiple-prior Bayesian SVAR approach*. (2025). Yoshida, Yushi ; Zhai, Weiyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000476.

Full description at Econpapers || Download paper

2025Japans inflation under global inflation synchronization. (2025). Kido, Yosuke ; Fukunaga, Ichiro ; Suita, Kotaro. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:77:y:2025:i:c:s0889158325000176.

Full description at Econpapers || Download paper

2025Short-run and long-run consequences of unconventional monetary policy in Japan. (2025). Fukuda, Shin-Ichi. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:77:y:2025:i:c:s0889158325000243.

Full description at Econpapers || Download paper

2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

Full description at Econpapers || Download paper

2024Asymmetric effects of monetary policy shocks on financial stability. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s170349492400029x.

Full description at Econpapers || Download paper

2024Monetary policy rules and the ECB rotation model. (2024). Klose, Jens. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000331.

Full description at Econpapers || Download paper

2025Are the effects of monetary policy larger in recessions? A reconciliation of the evidence. (2025). Stockwell, Thomas ; Piger, Jeremy. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000434.

Full description at Econpapers || Download paper

2024Fed and ECB reaction functions during quantitative easing: Three phases of monetary policy, both conventional and unconventional. (2024). Garzon, A J ; Hierro, L A ; Rodriguez-Rodriguez, F J. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:5:p:928-945.

Full description at Econpapers || Download paper

2024Fiscal stance role for ECB monetary policy. (2024). Pereira, Francisco Gomes ; Jurkas, Linas. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:6:p:1210-1227.

Full description at Econpapers || Download paper

2025Impact of government domestic borrowing on monetary policy rate pass-through in Tanzania. (2025). Mwakalila, Enock. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:1:p:150-165.

Full description at Econpapers || Download paper

2025Natural gas and the macroeconomy: Not all energy shocks are alike. (2025). Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000200.

Full description at Econpapers || Download paper

2025The nexus of peer-to-peer lending and monetary policy transmission: Evidence from the Peoples Republic of China. (2025). Beirne, John ; Renzhi, Nuobu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25001076.

Full description at Econpapers || Download paper

2024Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels. (2024). Salisu, Afees ; Cepni, Oguzhan ; Isah, Kazeem O. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000966.

Full description at Econpapers || Download paper

2024Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Phiri, Andrew ; Teplova, Tamara ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363.

Full description at Econpapers || Download paper

2024The impact of U.S. monetary policy on Chinese firms’ innovation. (2024). Zhou, Zhiguang ; Pei, Tingting ; Feng, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1097-1111.

Full description at Econpapers || Download paper

2024The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897.

Full description at Econpapers || Download paper

2024Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813.

Full description at Econpapers || Download paper

2025Quantifying a firms AI engagement: Constructing objective, data-driven, AI stock indices using 10-K filings. (2025). Saggu, Aman ; Ante, Lennart. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:212:y:2025:i:c:s0040162524007637.

Full description at Econpapers || Download paper

2024International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2024). Sousa, Ricardo ; Elsayed, Ahmed. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115305.

Full description at Econpapers || Download paper

2025How Macroeconomic Shocks Impact the Japanese Economy: Evidence from the stock market. (2025). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:25084.

Full description at Econpapers || Download paper

2024The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound. (2024). Martínez García, Enrique ; Zhang, Yixiang. In: Globalization Institute Working Papers. RePEc:fip:feddgw:98916.

Full description at Econpapers || Download paper

2024How Does Fiscal Policy affect the Transmission of Monetary Policy into Cross-border Bank Lending? Cross-country Evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar ; Takts, Eld. In: International Finance Discussion Papers. RePEc:fip:fedgif:1400.

Full description at Econpapers || Download paper

2024Pass-Through of Shocks into Different U.S. Prices. (2024). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2401.

Full description at Econpapers || Download paper

2024Integrating Macroeconomic and Technical Indicators into Forecasting the Stock Market: A Data-Driven Approach. (2024). Ferreira, Paulo ; Iqbal, Sohail ; Aslam, Faheem ; Latif, Saima. In: Economies. RePEc:gam:jecomi:v:13:y:2024:i:1:p:6-:d:1558024.

Full description at Econpapers || Download paper

2025What Can We Learn About the Monetary Policy Transmission Mechanism? Evidence from a Peripheral Country After a Political Revolution and COVID-19. (2025). Dardouri, Nesrine ; Aguir, Abdelkader. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:10:p:286-:d:1761494.

Full description at Econpapers || Download paper

2025Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty. (2025). GUPTA, RANGAN ; Nielsen, Joshua ; Sheng, Xin ; van Eyden, Rene. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:2:p:24-:d:1573116.

Full description at Econpapers || Download paper

2024Approximate Closed-Form Solutions for Pricing Zero-Coupon Bonds in the Zero Lower Bound Framework. (2024). Rakotondratsimba, Yves ; Jun, Jae-Yun. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:17:p:2690-:d:1466771.

Full description at Econpapers || Download paper

2024Calibration of the Ueno’s Shadow Rate Model of Interest Rates. (2024). Stehlkov, Beta ; Kotov, Lenka. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3564-:d:1521265.

Full description at Econpapers || Download paper

2025What Can We Learn About the Monetary Policy Transmission Mechanism? Evidence from a Peripheral Country After a Political Revolution and COVID-19. (2025). Dardouri, Nesrine ; Aguir, Abdelkader. In: Post-Print. RePEc:hal:journl:hal-05290329.

Full description at Econpapers || Download paper

2025Fiscal Inflation in Japan : The Role of Unfunded Fiscal Shocks. (2025). スナカワ, タケキ, ; 砂川, 武貴, ; Sunakawa, Takeki. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-151.

Full description at Econpapers || Download paper

2024MODELING AND ANALYSIS OF YIELD CURVE AND EXCHANGE RATE FORMATION IN PRO-MARKET MONETARY OPERATIONS. (2024). Mustika, Kusfisiami Wima ; Fista, Geyana Ledy ; Harun, Cicilia Anggadewi ; Sasongko, Aryo ; Safitri, Dila ; Kurniati, Puput ; Larasati, Karanissa ; Dinianyadharani, Aninditha Kemala. In: Working Papers. RePEc:idn:wpaper:wp092024.

Full description at Econpapers || Download paper

2025Fiscal Inflation in Japan: The Role of Unfunded Fiscal Shocks. (2025). Sunakawa, Takeki. In: IMES Discussion Paper Series. RePEc:ime:imedps:25-e-14.

Full description at Econpapers || Download paper

2024The interest rate pass-through by loan size: Evidence for Mexico, 2011-2019. (2024). Cotler, Pablo ; Carrillo, Rodrigo. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:19:y:2024:i:2:a:5.

Full description at Econpapers || Download paper

2024Does monetary policy influence euro area fiscal sustainability?. (2024). Pereira, Francisco ; Afonso, Antonio ; Gomes-Pereira, Francisco. In: Working Papers REM. RePEc:ise:remwps:wp03352024.

Full description at Econpapers || Download paper

2025Insights on measuring the economic impact of monetary policy and inequality. (2025). Laureti, Lucio ; Costantiello, Alberto ; Matarrese, Marco Maria ; Anobile, Fabio. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:4:d:10.1007_s10644-025-09889-w.

Full description at Econpapers || Download paper

2025Monetary Policy in the Euro Area: Active or Passive?. (2025). Haque, Qazi ; Ascari, Guido ; Albonico, Alice. In: Working Papers. RePEc:mib:wpaper:535.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Leo Krippner:

YearTitleTypeCited
2018CONTEMPORARY TOPICS IN FINANCE: A COLLECTION OF LITERATURE SURVEYS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article1
2013Measuring the stance of monetary policy in zero lower bound environments In: Economics Letters.
[Full Text][Citation analysis]		article448
2012Measuring 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: 448		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: 448		paper
2024Specifying and estimating vector autoregressions using their eigensystem representation In: Economics Letters.
[Full Text][Citation analysis]		article0
2018Asset market responses to conventional and unconventional monetary policy shocks in the United States In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2016The interest rate pass-through in the euro area during the sovereign debt crisis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article84
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: 84		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: 84		paper
2015The 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: 84		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84		paper
2011Modifying Gaussian term structure models when interest rates are near the zero lower bound In: CAMA Working Papers.
[Full Text][Citation analysis]		paper91
2012Modifying 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: 91		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.
[Full Text][Citation analysis]		paper4
2012A theoretical foundation for the Nelson and Siegel class of yield curve models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2009A 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
2013A tractable framework for zero-lower-bound Gaussian term structure models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper102
2013A 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: 102		paper
2013Faster solutions for Black zero lower bound term structure models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2013Efficient Jacobian evaluations for estimating zero lower bound term structure models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2014Measuring the stance of monetary policy in conventional and unconventional environments In: CAMA Working Papers.
[Full Text][Citation analysis]		paper50
2014Asset Markets and Monetary Policy Shocks at the Zero Lower Bound In: CAMA Working Papers.
[Full Text][Citation analysis]		paper33
2014Asset 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: 33		paper
2015A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates In: CAMA Working Papers.
[Full Text][Citation analysis]		paper56
2017A Comment on Wu and Xia (2016) from a Macroeconomic Perspective In: CAMA Working Papers.
[Full Text][Citation analysis]		paper5
2019Will the Real Eigensystem VAR Please Stand Up? A Univariate Primer In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2021Investigating a measure of conventional and unconventional stimulus for the euro area In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
2023Estimating and Applying Autoregression Models via Their Eigensystem Representation In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2023Estimating and Applying Autoregression Models Via Their Eigensystem Representation.(2023) In: Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2012A proposal for improving forward guidance In: Economic Synopses.
[Full Text][Citation analysis]		article2
2012A 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]		paper5
2016Short-term risk premiums and policy rate expectations in the United States In: Reserve Bank of New Zealand Analytical Notes series.
[Full Text][Citation analysis]		paper2
2001Market expectations of the Official Cash Rate In: Reserve Bank of New Zealand Bulletin.
[Full Text][Citation analysis]		article4
2010Connecting the dots: a yield curve perspective on New Zealand’s interest rates In: Reserve Bank of New Zealand Bulletin.
[Full Text][Citation analysis]		article2
1998Testing the predictive power of New Zealand bank bill futures rates In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2002Extracting 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]		paper3
2009Forecasting New Zealands economic growth using yield curve information In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper21
2016Monetary 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: 21		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.
[Full Text][Citation analysis]		paper1
2006A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article5
2025Comments by Leo Krippner, on Protectionism of Voters in the Philippines and Thailand: Comparative Approach to the Political Economy of Protection In: Asian Economic Papers.
[Full Text][Citation analysis]		article0
2008A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2003Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2003Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2005An 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]		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
2005A New Framework for Yield Curve, Output and Inflation Relationships In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2006A Yield Curve Perspective on Uncovered Interest Parity In: Working Papers in Economics.
[Full Text][Citation analysis]		paper6
2015A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article14
2020A Note of Caution on Shadow Rate Estimates In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article66
2016The effect of conventional and unconventional euro area monetary policy on macroeconomic variables In: Discussion Papers.
[Full Text][Citation analysis]		paper13

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team