Leo Krippner

(2018, with E. Claus and I. Claus), "Asset market responses to conventional and unconventional monetary policy shocks in the United States", Journal of Banking and Finance, 97, 270-282.

(2018, with I. Claus), "Contemporary topics in finance: A collection of literature surveys", Journal of Economic Surveys, 32(5), 1221-28.

(2016, with E. Claus and I. Claus), "Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound", Asian Economic Papers, 15(3), 1-27.

(2016, with J. von Borstel and S. Eickmeier), "The interest rate pass-through in the euro area before and during the sovereign debt crisis", Journal of International Money and Finance, 68, 386-402.

(2015) "A theoretical foundation for the Nelson and Siegel class of yield curve models", Journal of Applied Econometrics, 30(1), 97-118. 

(2013) "Measuring the stance of monetary policy in zero lower bound environments", Economics Letters, 118(1), 135-138.

(2006) "A theoretically consistent version of the Nelson and Siegel class of yield curve models", Applied Mathematical Finance, 13(1), 39-59.

(1994, with W. Munro and M. Reid) "Transient macroscopic quantum superposition states in degenerate parametric oscillation: calculations in the large-quantum-noise limit using the positive P representation", Physical Review A, 50(5), 4330-4338.

(1993, with M. Reid) "Macroscopic quantum superposition states in nondegenerate parametric oscillation", Physical Review A, 47(1), 552-555.

(2015) "Zero Lower Bound Term Structure Modeling: A Practitioner's Guide", Palgrave Macmillan.

(2009) "Consistent Nelson and Siegel Yield Curve Models: Derivation and Applications", VDM Verlag.

(2019, with I. Claus) "Contemporary Topics in Finance: A Collection of Literature Surveys", Wiley-Blackwell

(2016, with M. Callaghan), "Short-term risk premiums and policy rate expectations in the United States", Analytical Note, Reserve Bank of New Zealand 2016/07.

(2012, with D. Thornton) "A proposal for improving forward guidance", Federal Reserve Bank of St. Louis Economic Synopses, 2012/28.

(2012), "A model for interest rates near the zero lower bound: An overview and discussion", Analytical Note, Reserve Bank of New Zealand 2012/05.

(2009) "Connecting the dots: a yield curve perspective on New Zealand's interest rates", Reserve Bank of New Zealand Bulletin, 73(3), 5-19.

(2001, with M. Gordon), "Market expectations of the Official Cash Rate", Reserve Bank of New Zealand Bulletin, 64(2), 25-39.

(2021, with A. Halberstadt) "Investigating a measure of conventional and unconventional stimulus for the euro area". Working Paper 27/2021, Centre for Applied Macroeconomic Analysis, Australian National University.

(2019) "Will the real eigensystem VAR please stand up? A univariate primer". Working Paper 1/2019, Centre for Applied Macroeconomic Analysis, Australian National University.

(2018, with M. Lewis), "Real-time forecasting with macro-finance models in the presence of a zero lower bound", Discussion Paper 2018/04, Reserve Bank of New Zealand.

(2016, with A. Halberstadt), "The effect of conventional and unconventional euro area monetary policy on macroeconomic variables". Discussion Paper, Deutsche Bundesbank, 49/2016.

(2009, with L. Thorsrud) "Forecasting New Zealand's economic growth using yield curve information", Discussion Paper 2009/18, Reserve Bank of New Zealand.

(2002) "Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve", Discussion Paper 2002/01, Reserve Bank of New Zealand.

(1998) "The predictive power of New Zealand bank bill futures rates", Discussion Paper 1998/08, Reserve Bank of New Zealand.