Icon of open book, ANU

Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form
Vol: 71/2024 Author name: Krippner L Year: 2024 Month: December
  • Krippner
  • Model Uncertainty and Macro-Econometrics
Icon of open book, ANU

Estimating and Applying Autoregression Models via Their Eigensystem Representation
Vol: 47/2023 Authors:  Leo Krippner Month: October Year: 2023
  • Krippner
  • Finance and the Macroeconomy
Icon of open book, ANU

Investigating a measure of conventional and unconventional stimulus for the euro area
Vol: 27/2021 Author name: Halberstadt A; Krippner L Year: 2021 Month: March
  • Krippner
  • Macroeconomic Policy Frameworks program
Icon of open book, ANU

Will the Real Eigensystem VAR Please Stand Up? A Univariate Primer
Vol: 01/2019 Author: Leo Krippner Month: January Year: 2019
  • Krippner
  • Finance and the Macroeconomy
Icon of open book, ANU

The interest rate pass-through in the euro area during the sovereign debt crisis
Vol: 15/2015 Author name: Borstel J; Eickmeier S; Krippner L Year: 2015 Month: May
  • Eickmeier
  • Krippner
  • Finance and the Macroeconomy program
Icon of open book, ANU

A Comment on Wu and Xia (2016) from a Macroeconomic Perspective
Vol: 41/2017 Author: Leo Krippner Month: July Year: 2017
  • Krippner
  • Finance and the Macroeconomy
Icon of open book, ANU

Measuring the Stance of Monetary Policy in Conventional and Unconventional Environments
Vol: 06/2014 Author: Leo Krippner Month: January Year: 2014
  • Krippner
  • Finance and the Macroeconomy
Icon of open book, ANU

Efficient Jacobian Evaluations for Estimating Zero Lower Bound Term Structure Models
Vol: 77/2013 Author: Leo Krippner Month: December Year: 2013
  • Krippner
  • Finance and the Macroeconomy
Icon of open book, ANU

A Tractable Framework for Zero-Lower-Bound Gaussian Term Structure Models
Vol: 49/2013 Author: Leo Krippner Month: August Year: 2013
  • Krippner
  • Finance and the Macroeconomy
Icon of open book, ANU

Asset Markets and Monetary Policy Shocks at the Zero Lower Bound
Vol: 42/2014 Authors: Edda Claus, Iris Claus, Leo Krippner Month: May Year: 2014
  • Claus
  • Claus I
  • Krippner
  • Finance and the Macroeconomy
Icon of open book, ANU

A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates
Vol: 48/2015 Author name: Krippner L Year: 2015 Month: December
  • Krippner
  • Finance and the Macroeconomy program
Icon of open book, ANU

Modifying Gaussian Term Structure Models When Interest Rates Are near the Zero
Vol: 05/2012 Author: Leo Krippner Month: February Year: 2012
  • Krippner
  • Finance and the Macroeconomy
Icon of open book, ANU

Modifying Gaussian Term Structure Models When Interest Rates Are near the Zero Lower Bound
Vol: 36/2011 Author: Leo Krippner Month: October Year: 2011
  • Krippner
  • Finance and the Macroeconomy
Icon of open book, ANU

Faster Solutions for Black Zero Lower Bound Term Structure Models
Vol: 66/2013 Author: Leo Krippner Month: September Year: 2013
  • Krippner
  • Finance and the Macroeconomy
Icon of open book, ANU

Measuring the Stance of Monetary Policy in Zero Lower Bound Environments
Vol: 35/2012 Author: Leo Krippner Month: July Year: 2012
  • Krippner
  • Finance and the Macroeconomy
Icon of open book, ANU

A Theoretical Foundation for the Nelson and Siegel Class of Yield Curve Models
Vol: 11/2012 Author: Leo Krippner Month: March Year: 2012
  • Krippner
  • Finance and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics