Access Statistics for Arturo Estrella

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new measure of fit for equations with dichotomous dependent variables 8 21 69 343 10 29 110 884
Aggregate supply and demand shocks: a natural rate approach 1 1 14 147 5 12 56 1,101
Are "deep" parameters stable? the Lucas critique as an empirical hypothesis 1 3 7 221 5 11 39 799
Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis 7 17 31 399 18 38 114 1,346
Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 0 3 16 109 20 55 328 2,196
Consistent covariance matrix estimation in probit models with autocorrelated errors 0 5 25 250 4 17 71 1,018
Corporate leverage and taxes in the U.S. economy 0 0 0 0 1 5 15 201
Extracting business cycle fluctuations: what do time series filters really do? 3 7 35 116 6 27 94 181
Generalized canonical regression 2 7 25 67 5 18 72 179
How stable is the predictive power of the yield curve? evidence from Germany and the United States 4 8 42 575 11 23 101 1,400
Interest rate swaps: an alternative explanation 0 0 0 3 14 39 179 1,567
Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? 3 11 42 410 8 25 81 1,133
Monetary tightening cycles and the predictability of economic activity 35 35 35 35 15 15 15 15
One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory 0 4 20 121 10 48 158 607
Options positions: risk management and capital requirements 0 0 0 0 1 6 31 226
Predicting U.S. Recessions: Financial Variables as Leading Indicators 11 35 153 681 21 60 267 1,432
Predicting U.S. recessions: financial variables as leading indicators 6 38 107 522 25 72 243 1,191
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 1 5 17 140 5 13 46 935
Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty 3 9 31 198 7 22 67 608
Taylor, Black and Scholes: series approximations and risk management pitfalls 3 12 38 235 4 22 106 897
The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank 1 7 21 142 2 12 42 321
The implicit liabilities of the Pension Benefit Guaranty Corporation 0 0 0 0 1 3 19 172
The term structure as a predictor of real economic activity 0 0 0 1 6 22 122 834
The term structure of interest rates and its role in monetary policy for the European Central Bank 6 22 59 277 11 34 93 750
Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy 3 10 42 242 11 24 93 687
Total Working Papers 98 260 829 5,234 226 652 2,562 20,680

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Measure of Fit for Equations with Dichotomous Dependent Variables 0 0 0 0 9 23 78 462
A prolegomenon to future capital requirements 2 3 12 90 3 8 33 273
Bank Capital and Risk: Is Voluntary Disclosure Enough? 1 4 12 18 1 6 19 42
CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS 2 6 15 16 4 12 38 38
Capital ratios as predictors of bank failure 19 35 156 1,097 39 82 483 3,810
Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 2 27 1 1 5 84
Consistent margin requirements: are they feasible? 0 0 0 0 0 2 10 145
Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models 4 10 23 102 5 12 49 357
Estimating the funding gap of the Pension Benefit Guaranty Corporation 0 0 0 0 1 3 9 254
Formulas or supervision? Remarks on the future of regulatory capital 0 0 9 127 1 4 24 344
How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States 1 7 37 214 4 18 66 495
Is there a role for monetary aggregates in the conduct of monetary policy? 1 4 18 102 4 8 30 241
Mixing and matching: Prospective financial sector mergers and market valuation 0 3 14 80 2 11 41 211
Monetary Policy Shifts and the Stability of Monetary Policy Models 4 8 19 150 5 10 36 327
Monetary tightening cycles and the predictability of economic activity 0 4 35 42 3 11 62 89
Predicting U.S. Recessions: Financial Variables As Leading Indicators 6 12 50 164 13 31 109 678
Securitization and the efficacy of monetary policy 2 3 26 235 8 18 69 551
The Future of Regulatory Capital: General Principles and Specific Proposals 0 0 7 9 0 0 10 14
The Term Structure as a Predictor of Real Economic Activity 12 46 212 730 23 78 375 1,216
The cyclical behavior of optimal bank capital 1 11 36 113 2 15 54 221
The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank 6 18 77 379 8 31 115 655
The price risk of options positions: measurement and capital requirements 0 0 0 1 1 5 13 347
The yield curve as a leading indicator: some practical issues 7 12 50 91 12 35 118 205
The yield curve as a predictor of U.S. recessions 1 6 37 467 8 18 90 1,011
Why Does the Yield Curve Predict Output and Inflation? 12 38 139 396 24 65 229 759
Total Journal Articles 81 230 986 4,650 181 507 2,165 12,829

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate leverage and taxes in the U.S. economy 0 0 0 0 0 3 27 209
Total Books 0 0 0 0 0 3 27 209

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Productivity, monetary policy and financial indicators 1 3 11 12 1 6 19 25
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 1 5 5 5 11 18 18
Total Chapters 1 4 16 17 6 17 37 43

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Statistics updated 2009-12-07