Leo Krippner - Central Bank Research Hub

Papers by year: All | 2012 | 2010 | 2009 | 2002

	Title	Other author(s)
Full text	Modifying Gaussian term structure models when interest rates are near the zero lower bound Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_02, 19.11.2012)
Full text	Measuring the stance of monetary policy in zero lower bound environments Reserve Bank of New Zealand Discussion Papers [View] (Paper: dp12_04, 16.11.2012)
Full text	A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/11, 14.12.2010)
Full text	Forecasting New Zealand's economic growth using yield curve information Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/18, 21.12.2009)	Leif Anders Thorsrud
Full text	A theoretical foundation for the Nelson and Siegel class of yield curve models Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/10, 01.10.2009) JEL: E43, G12
Abstract Full text	Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2002/01, 01.04.2002)

Papers by year: All | 2012 | 2010 | 2009 | 2002