Access Statistics for Rodrigo Alfaro

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 Note on Yield Spread and Output Growth 0 0 0 34 4 5 14 128
A note on currency-hedging 0 0 0 43 4 6 20 85
An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies 0 0 1 62 2 8 18 180
Análisis de Derechos Contingentes: Aplicación a Casas Comerciales 0 0 0 28 4 5 13 212
Análisis de Información Faltante en Encuestas Microeconómicas 0 0 0 27 3 4 6 147
Aplicaciones del Modelo Binomial para el Análisis de Riesgo 0 0 1 74 1 2 11 270
Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile 0 0 3 476 5 9 29 1,288
Banking Risk Exposure 0 0 1 113 2 4 12 376
Comportamiento de No Pago en Créditos de Consumo: Indicadores y Determinantes 0 0 0 52 1 2 7 114
Cubrir o no Cubrir: ¿Ese es el Dilema? 0 0 0 37 0 0 4 326
Estimación de la Curva de Rendimiento 0 0 0 77 1 1 10 188
Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU 0 0 1 99 1 2 15 292
Estimates of the US Shadow-Rate 0 0 1 5 3 6 15 27
Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile 0 0 1 132 1 1 11 416
Expectativas Financieras y Tasas Forward en Chile 0 0 2 30 0 4 7 72
Financial Forecast for the Relative Strength Index 0 0 1 177 3 6 17 444
Financial Stability, Monetary Policy and Central Banking: An Overview 0 0 2 135 1 5 15 610
Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator 0 0 0 21 2 2 5 100
How capital inflows translate into new bank lending: tracing the mechanism in Latin America 0 0 1 25 0 1 15 80
Inference Using Instrumental Variable Estimators 0 2 2 32 1 3 10 83
Inferencia Estadística 0 0 0 84 3 4 10 275
Measuring Equity Volatility: the case of Chilean Stock Index 0 0 0 83 3 4 17 276
Modeling S&P500 returns with GARCH models 0 1 6 31 9 15 42 107
Multiple imputation for household surveys: A comparison of methods 0 0 0 112 2 2 11 203
Pension Funds and the Yield Curve: The Role of Preference for Maturity 0 0 1 39 1 2 11 135
S&P 500 under Dynamic Gordon Model 0 0 2 27 1 1 14 94
Stock Index Volatility: the case of IPSA 0 0 0 69 3 10 16 149
Stress Tests for Banking Sector: A Technical Note 0 0 0 224 0 0 12 427
Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso 0 1 6 6 2 4 16 16
Tasa Máxima Convencional y Oferta de Créditos 0 0 4 38 1 6 18 173
The Determinants of Household Debt Defa 0 0 2 277 0 8 32 920
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 19 1 2 13 37
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 4 4 16 41
The Impact of Persistence in Volatility over the Probability of Default 0 0 2 51 3 4 12 213
The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio 0 0 0 54 3 6 14 135
The Yield Curve Under Nelson-Siegel 1 1 5 534 12 22 69 1,954
The impact of warnings published in a financial stability report on loan-to value ratios 0 0 0 48 4 7 18 120
Uso de la Aproximación TIR/Duración en la Estructura de Tasas: Resultados Cuantitativos Bajo Nelson - Siegel 0 0 0 38 1 1 5 121
When RSI met the Binomial-Tree 0 0 0 94 4 4 12 252
Total Working Papers 1 5 45 3,528 96 182 612 11,086

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Affine Nelson-Siegel model 0 0 0 132 2 3 7 305
Análisis de Derechos Contingentes: Aplicación a Casas Comerciales 0 0 0 32 1 1 5 164
Consumer Banking and Credit Risk 0 0 0 58 1 4 11 190
Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas 0 0 1 56 1 2 4 143
Dinámica de la frecuencia de impago de los créditos de consumo en cuotas 0 0 2 14 0 2 11 155
Efecto de la Reserva Técnica sobre las Tasas de los Documentos del Banco Central a Noventa Días 0 0 0 14 0 3 7 71
Estimates of the US Shadow-Rate 0 0 0 1 2 5 10 22
Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model 0 0 0 61 3 6 17 164
FX-hedging for Latin American investors 0 0 3 10 3 8 42 55
FinanciaL Stability, Monetary Policy and Central Banking: an Overview 0 0 0 75 0 1 9 236
Imputación Múltiple en Encuestas Microeconómicas 0 0 0 61 1 3 8 176
Macro stress tests and crises: what can we learn? 0 0 0 114 3 6 16 325
Modeling S&P500 returns with GARCH models 1 1 7 12 11 16 49 72
Stress Tests for Banking Sector: A Technical Note 0 0 1 37 3 4 14 107
The Determinants of Household Debt Default 0 0 0 85 2 4 13 287
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 0 6 2 3 14 29
The effect of warnings published in a financial stability report on loan-to-value ratios 0 0 0 5 1 2 8 24
Volatilidad de Indices Accionarios: El caso del IPSA 0 0 1 81 1 4 14 305
Total Journal Articles 1 1 15 854 37 77 259 2,830

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Stability, Monetary Policy, and Central Banking: An Overview 0 0 5 71 2 4 20 329
The Bank Lending Channel in Chile 1 1 1 61 5 7 12 302
The bank lending channel in Chile 0 0 0 59 2 6 16 293
Total Chapters 1 1 6 191 9 17 48 924

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MIRA: Stata module to compute Rubin's measure for multiple imputation regression analysis 0 0 0 94 4 7 12 552
Total Software Items 0 0 0 94 4 7 12 552

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Statistics updated 2026-05-06