Overview
LJKmfa provides macro-finance research and analysis produced by Dr Leo Krippner and LJK Limited. The material available on the website includes updates of Shadow Short Rates and other unconventional monetary policy indicators (e.g. Effective Monetary Stimulus, yield curve risk premiums), and macroeconomic analysis (e.g. the inflation expectations monitor). Further research and results will be added as they are developed.
Biography for Dr Leo Krippner
Dr Leo Krippner is the Managing Director of LJK Limited and a Senior Fellow with the Management School at the University of Waikato in New Zealand. He was most recently a Senior Advisor in the Research team of the Economics Department at the Reserve Bank of New Zealand, and has previously worked in private sector funds management including as Head of Investment Strategy managing diversified portfolios for AMP Capital Investors.
Dr Krippner’s main research interests have long been in macro-finance and term structure modelling, which was also the topic for his PhD thesis at the University of Waikato (following an MSc in Physics, and BSc majoring in Physics, Mathematics, and Chemistry). For the past decade he has applied such modelling to measure the stance of unconventional monetary policy and gauge its effect on the macroeconomy. Dr Krippner has published articles in various academic journals, including Mathmatical Finance, Journal of Banking and Finance, Journal of Money, Credit and Banking, and the Journal of Applied Econometrics.
Dr Krippner received the 2017 Economics in Central Banking award for his 2015 book “Zero Lower Bound Term Structure Modelling” and related work.
Mission, vision, and values
LJKmfa distills information useful to financial market practitioners and analysts by applying academic-level research methods to financial market and macroeconomic data.
