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type_genre:"Arbeitspapier"
~person:"Krippner, Leo"
~subject:"Kapitaleinkommen"
~subject:"Rentenmarkt"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Kapitaleinkommen
Rentenmarkt
Yield curve
25
Zinsstruktur
25
Estimation
12
Schätzung
12
USA
12
United States
12
Low-interest-rate policy
11
Niedrigzinspolitik
11
Capital income
7
Econometric model
6
Interest rate policy
6
Zinspolitik
6
zero lower bound
6
Ă–konometrisches Modell
6
shadow short rate
5
1954-2004
4
Forecasting model
4
Prognoseverfahren
4
Theorie
4
Theory
4
Time series analysis
4
Zeitreihenanalyse
4
2002-2012
3
2008
3
Fälligkeit
3
Geldpolitik
3
Geldpolitische Transmission
3
Japan
3
Maturity
3
Measurement
3
Messung
3
Monetary policy
3
Monetary transmission
3
State space model
3
Statistical distribution
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Statistische Verteilung
3
Zustandsraummodell
3
term structure model
3
1954-2005
2
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Arbeitspapier
Collection of articles written by one author
Graue Literatur
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Non-commercial literature
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English
7
Author
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Krippner, Leo
Chernov, Mikhail
10
Diebold, Francis X.
9
Backus, David
8
Favero, Carlo A.
8
Christensen, Jens H. E.
6
Ehrmann, Michael
6
Fratzscher, Marcel
6
Kim, Don H.
6
Li, Canlin
6
Wright, Jonathan H.
6
Akram, Tanweer
5
Bauer, Michael D.
5
Caporale, Guglielmo Maria
5
Hördahl, Peter
5
Meldrum, Andrew
5
Rudebusch, Glenn D.
5
Sarno, Lucio
5
Andreasen, Martin Møller
4
Boyarchenko, Nina
4
Campbell, John Y.
4
Dewachter, Hans
4
Duffee, Greg
4
Durham, J. Benson
4
Iania, Leonardo
4
Kaminska, Iryna
4
Lustig, Hanno
4
Mönch, Emanuel
4
Schuster, Philipp
4
Uhrig-Homburg, Marliese
4
Valente, Giorgio
4
Viceira, Luis M.
4
Zinna, Gabriele
4
Altavilla, Carlo
3
Berardi, Andrea
3
Cao, Shuo
3
Das, Anupam
3
Feld, Lars P.
3
Gehde-Trapp, Monika
3
Giannone, Domenico
3
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Waikato Management School / Department of Economics
2
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Working paper in economics
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
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ECONIS (ZBW)
7
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1
A macroeconomic foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo
-
2008
Persistent link: https://www.econbiz.de/10003857125
Saved in:
2
A new framework for yield curve, output and inflation relationships
Krippner, Leo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003224663
Saved in:
3
Attributing returns and optimising United States swaps portfolios using an intertemporally-consistent and arbitrage-free model of the yield curve
Krippner, Leo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003128979
Saved in:
4
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
Krippner, Leo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003129229
Saved in:
5
An intertemporally-consistent and arbitrage-free version of the Nelson and Siegel class of yield curve models
Krippner, Leo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003129240
Saved in:
6
Modelling the yield curve with orthonomalised Laguerre polynomials : an intertemporally consistent approach with an economic interpretation
Krippner, Leo
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002175049
Saved in:
7
Modelling the yield curve with orthonormalised Laguerre polynomials : a consistent cross-sectional and inter-temporal approach
Krippner, Leo
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002175059
Saved in:
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