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 0 0 14 128
A note on currency-hedging 0 0 0 43 0 0 19 86
An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies 0 0 0 62 0 2 19 185
Análisis de Derechos Contingentes: Aplicación a Casas Comerciales 0 0 0 28 1 1 15 214
Análisis de Información Faltante en Encuestas Microeconómicas 0 0 0 27 0 2 8 149
Aplicaciones del Modelo Binomial para el Análisis de Riesgo 0 0 0 74 0 0 10 270
Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile 0 3 6 480 4 7 37 1,298
Banking Risk Exposure 0 1 1 114 0 1 13 378
Comportamiento de No Pago en Créditos de Consumo: Indicadores y Determinantes 2 2 2 54 3 3 10 117
Cubrir o no Cubrir: ¿Ese es el Dilema? 0 0 0 37 0 0 3 326
Estimación de la Curva de Rendimiento 0 0 0 77 0 0 9 188
Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU 0 0 1 99 0 0 16 293
Estimates of the US Shadow-Rate 0 0 0 5 1 3 16 31
Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile 0 0 0 132 0 0 8 416
Expectativas Financieras y Tasas Forward en Chile 1 1 2 31 1 1 8 74
Financial Forecast for the Relative Strength Index 0 0 0 177 0 0 16 445
Financial Stability, Monetary Policy and Central Banking: An Overview 0 0 2 135 0 0 13 610
Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator 0 0 0 21 0 0 5 100
How capital inflows translate into new bank lending: tracing the mechanism in Latin America 0 0 0 25 0 0 11 80
Inference Using Instrumental Variable Estimators 0 0 2 32 0 0 7 83
Inferencia Estadística 0 0 0 84 0 1 11 277
Measuring Equity Volatility: the case of Chilean Stock Index 0 0 0 83 0 1 17 277
Modeling S&P500 returns with GARCH models 0 0 7 32 1 2 43 110
Multiple imputation for household surveys: A comparison of methods 0 0 0 112 0 0 10 204
Pension Funds and the Yield Curve: The Role of Preference for Maturity 0 0 1 39 1 1 13 137
S&P 500 under Dynamic Gordon Model 0 0 2 27 0 1 16 96
Stock Index Volatility: the case of IPSA 0 0 0 69 0 6 22 155
Stress Tests for Banking Sector: A Technical Note 0 0 0 224 1 1 11 428
Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso 0 0 6 6 2 2 19 19
Tasa Máxima Convencional y Oferta de Créditos 0 0 3 38 2 2 20 178
The Determinants of Household Debt Defa 0 0 2 277 2 4 36 925
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 1 1 17 42
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 19 0 0 12 38
The Impact of Persistence in Volatility over the Probability of Default 0 0 2 51 0 0 13 214
The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio 0 0 0 54 1 2 15 137
The Yield Curve Under Nelson-Siegel 0 0 4 535 1 7 78 1,968
The impact of warnings published in a financial stability report on loan-to value ratios 0 0 0 48 0 1 16 121
Uso de la Aproximación TIR/Duración en la Estructura de Tasas: Resultados Cuantitativos Bajo Nelson - Siegel 0 0 0 38 1 1 6 122
When RSI met the Binomial-Tree 0 0 0 94 1 2 14 254
Total Working Papers 3 7 43 3,538 24 55 646 11,173

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 1 2 8 307
Análisis de Derechos Contingentes: Aplicación a Casas Comerciales 0 0 0 32 0 1 6 165
Consumer Banking and Credit Risk 0 0 0 58 0 0 11 190
Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas 0 0 0 56 0 0 2 143
Dinámica de la frecuencia de impago de los créditos de consumo en cuotas 0 0 1 14 0 0 10 155
Efecto de la Reserva Técnica sobre las Tasas de los Documentos del Banco Central a Noventa Días 0 0 0 14 0 2 9 73
Estimates of the US Shadow-Rate 0 0 0 1 0 0 12 25
Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model 0 0 0 61 0 0 16 165
FX-hedging for Latin American investors 0 0 3 10 0 1 43 57
FinanciaL Stability, Monetary Policy and Central Banking: an Overview 0 0 0 75 0 0 9 236
Imputación Múltiple en Encuestas Microeconómicas 0 0 0 61 0 2 10 178
Macro stress tests and crises: what can we learn? 0 0 0 114 1 3 19 330
Modeling S&P500 returns with GARCH models 0 1 5 13 0 4 45 76
Stress Tests for Banking Sector: A Technical Note 0 0 1 37 0 2 16 109
The Determinants of Household Debt Default 0 0 0 85 1 1 14 289
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 0 6 1 2 16 31
The effect of warnings published in a financial stability report on loan-to-value ratios 0 0 0 5 0 0 6 24
Volatilidad de Indices Accionarios: El caso del IPSA 0 0 0 81 0 1 14 307
Total Journal Articles 0 1 10 855 4 21 266 2,860

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 3 71 1 1 16 331
The Bank Lending Channel in Chile 0 0 1 61 0 0 12 302
The bank lending channel in Chile 0 0 0 59 1 2 17 297
Total Chapters 0 0 4 191 2 3 45 930

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 2 2 10 554
Total Software Items 0 0 0 94 2 2 10 554

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Statistics updated 2026-09-10