Access Statistics for Arturo Estrella
Author contact details at EconPapers.
| 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 |
0 |
0 |
0 |
500 |
1 |
3 |
6 |
1,306 |
| Aggregate supply and demand shocks: a natural rate approach |
0 |
0 |
0 |
200 |
0 |
1 |
2 |
1,284 |
| Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis |
0 |
0 |
2 |
548 |
1 |
2 |
4 |
1,731 |
| Are \"deep\" parameters stable? the Lucas critique as an empirical hypothesis |
0 |
0 |
1 |
310 |
0 |
0 |
2 |
1,260 |
| Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 |
0 |
0 |
0 |
138 |
0 |
0 |
0 |
2,494 |
| Consistent covariance matrix estimation in probit models with autocorrelated errors |
0 |
0 |
0 |
342 |
0 |
0 |
2 |
1,344 |
| Corporate leverage and taxes in the U.S. economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
258 |
| Extracting business cycle fluctuations: what do time series filters really do? |
0 |
0 |
0 |
241 |
0 |
0 |
1 |
573 |
| Generalized canonical regression |
0 |
0 |
0 |
116 |
0 |
1 |
1 |
397 |
| How stable is the predictive power of the yield curve? evidence from Germany and the United States |
0 |
0 |
1 |
750 |
0 |
0 |
2 |
1,916 |
| Interest rate swaps: an alternative explanation |
0 |
0 |
0 |
3 |
3 |
4 |
7 |
1,829 |
| Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? |
0 |
1 |
1 |
604 |
0 |
1 |
3 |
1,623 |
| Monetary cycles, financial cycles, and the business cycle |
0 |
0 |
2 |
649 |
0 |
3 |
13 |
1,226 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
0 |
1 |
214 |
0 |
0 |
4 |
507 |
| One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory |
0 |
0 |
1 |
170 |
1 |
1 |
3 |
943 |
| Options positions: risk management and capital requirements |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
311 |
| Predicting U.S. Recessions: Financial Variables as Leading Indicators |
0 |
0 |
4 |
1,199 |
1 |
2 |
14 |
2,770 |
| Predicting U.S. recessions: financial variables as leading indicators |
0 |
1 |
4 |
1,068 |
0 |
3 |
14 |
2,720 |
| Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty |
0 |
0 |
2 |
195 |
2 |
2 |
8 |
1,141 |
| Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty |
0 |
0 |
0 |
268 |
0 |
0 |
2 |
854 |
| Risk-Taking Channel of Monetary Policy |
0 |
1 |
4 |
263 |
1 |
3 |
11 |
422 |
| Taylor, Black and Scholes: series approximations and risk management pitfalls |
0 |
1 |
2 |
423 |
0 |
2 |
14 |
1,622 |
| The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank |
1 |
3 |
8 |
376 |
2 |
4 |
28 |
1,273 |
| The implicit liabilities of the Pension Benefit Guaranty Corporation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
225 |
| The term structure as a predictor of real economic activity |
0 |
0 |
0 |
1 |
4 |
5 |
20 |
1,558 |
| The term structure of interest rates and its role in monetary policy for the European Central Bank |
0 |
0 |
0 |
492 |
1 |
2 |
3 |
1,266 |
| Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy |
0 |
1 |
2 |
431 |
0 |
2 |
7 |
1,171 |
| Total Working Papers |
1 |
8 |
35 |
9,501 |
18 |
42 |
173 |
34,024 |
| 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 |
0 |
0 |
7 |
793 |
| A prolegomenon to future capital requirements |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
160 |
| Bank Capital and Risk: Is Voluntary Disclosure Enough? |
0 |
0 |
0 |
113 |
0 |
1 |
1 |
249 |
| CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS |
0 |
0 |
0 |
66 |
0 |
1 |
2 |
189 |
| Capital ratios as predictors of bank failure |
0 |
1 |
3 |
1,357 |
1 |
3 |
13 |
4,707 |
| Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures |
0 |
0 |
0 |
33 |
1 |
1 |
2 |
114 |
| Consistent margin requirements: are they feasible? |
1 |
1 |
1 |
21 |
1 |
1 |
1 |
68 |
| Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models |
0 |
0 |
1 |
200 |
0 |
0 |
3 |
707 |
| Estimating the funding gap of the Pension Benefit Guaranty Corporation |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
49 |
| Formulas or supervision? Remarks on the future of regulatory capital |
0 |
1 |
1 |
155 |
0 |
1 |
1 |
500 |
| How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States |
0 |
0 |
5 |
421 |
1 |
2 |
10 |
957 |
| Is there a role for monetary aggregates in the conduct of monetary policy? |
0 |
0 |
0 |
255 |
0 |
0 |
1 |
673 |
| Mixing and matching: Prospective financial sector mergers and market valuation |
0 |
3 |
3 |
143 |
0 |
3 |
6 |
399 |
| Monetary Policy Shifts and the Stability of Monetary Policy Models |
1 |
1 |
2 |
273 |
1 |
5 |
13 |
638 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
0 |
2 |
151 |
0 |
0 |
3 |
441 |
| Predicting U.S. Recessions: Financial Variables As Leading Indicators |
2 |
7 |
24 |
854 |
10 |
28 |
74 |
2,597 |
| Risk‐taking channel of monetary policy |
0 |
0 |
1 |
31 |
0 |
0 |
7 |
107 |
| Securitization and the efficacy of monetary policy |
0 |
1 |
2 |
365 |
1 |
4 |
7 |
900 |
| Sovereign and Banking Sector Debt: Interconnections through Guarantees |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
91 |
| THE PRICE PUZZLE AND VAR IDENTIFICATION |
0 |
1 |
5 |
59 |
3 |
5 |
21 |
177 |
| The Future of Regulatory Capital: General Principles and Specific Proposals |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
62 |
| The Term Structure as a Predictor of Real Economic Activity |
4 |
10 |
25 |
1,850 |
11 |
20 |
62 |
3,736 |
| The cyclical behavior of optimal bank capital |
0 |
0 |
0 |
304 |
0 |
0 |
2 |
654 |
| The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank |
1 |
4 |
9 |
1,112 |
1 |
5 |
23 |
2,192 |
| The price risk of options positions: measurement and capital requirements |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
84 |
| The yield curve as a leading indicator: some practical issues |
0 |
0 |
7 |
370 |
1 |
7 |
32 |
961 |
| The yield curve as a predictor of U.S. recessions |
1 |
1 |
5 |
613 |
2 |
4 |
15 |
1,526 |
| Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor |
0 |
0 |
1 |
48 |
0 |
0 |
4 |
152 |
| Why Does the Yield Curve Predict Output and Inflation? |
0 |
0 |
0 |
939 |
2 |
4 |
26 |
2,034 |
| Total Journal Articles |
10 |
31 |
98 |
9,818 |
37 |
96 |
341 |
25,917 |
|
|
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