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 4 14 128
A note on currency-hedging 0 0 0 43 1 7 20 86
An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies 0 0 1 62 3 7 21 183
Análisis de Derechos Contingentes: Aplicación a Casas Comerciales 0 0 0 28 1 6 14 213
Análisis de Información Faltante en Encuestas Microeconómicas 0 0 0 27 0 4 6 147
Aplicaciones del Modelo Binomial para el Análisis de Riesgo 0 0 1 74 0 1 11 270
Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile 1 1 4 477 3 10 32 1,291
Banking Risk Exposure 0 0 0 113 1 4 12 377
Comportamiento de No Pago en Créditos de Consumo: Indicadores y Determinantes 0 0 0 52 0 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 0 1 9 188
Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU 0 0 1 99 1 2 16 293
Estimates of the US Shadow-Rate 0 0 1 5 1 7 16 28
Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile 0 0 1 132 0 1 11 416
Expectativas Financieras y Tasas Forward en Chile 0 0 1 30 1 5 7 73
Financial Forecast for the Relative Strength Index 0 0 1 177 1 5 18 445
Financial Stability, Monetary Policy and Central Banking: An Overview 0 0 2 135 0 3 14 610
Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator 0 0 0 21 0 2 5 100
How capital inflows translate into new bank lending: tracing the mechanism in Latin America 0 0 1 25 0 0 15 80
Inference Using Instrumental Variable Estimators 0 1 2 32 0 2 9 83
Inferencia Estadística 0 0 0 84 1 4 11 276
Measuring Equity Volatility: the case of Chilean Stock Index 0 0 0 83 0 4 17 276
Modeling S&P500 returns with GARCH models 1 1 7 32 1 13 43 108
Multiple imputation for household surveys: A comparison of methods 0 0 0 112 1 3 11 204
Pension Funds and the Yield Curve: The Role of Preference for Maturity 0 0 1 39 1 2 12 136
S&P 500 under Dynamic Gordon Model 0 0 2 27 1 2 15 95
Stock Index Volatility: the case of IPSA 0 0 0 69 0 5 16 149
Stress Tests for Banking Sector: A Technical Note 0 0 0 224 0 0 10 427
Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso 0 0 6 6 1 3 17 17
Tasa Máxima Convencional y Oferta de Créditos 0 0 4 38 3 7 21 176
The Determinants of Household Debt Defa 0 0 2 277 1 6 33 921
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 0 4 16 41
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 19 1 2 14 38
The Impact of Persistence in Volatility over the Probability of Default 0 0 2 51 1 5 13 214
The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio 0 0 0 54 0 4 13 135
The Yield Curve Under Nelson-Siegel 1 2 6 535 7 26 74 1,961
The impact of warnings published in a financial stability report on loan-to value ratios 0 0 0 48 0 4 18 120
Uso de la Aproximación TIR/Duración en la Estructura de Tasas: Resultados Cuantitativos Bajo Nelson - Siegel 0 0 0 38 0 1 5 121
When RSI met the Binomial-Tree 0 0 0 94 0 4 12 252
Total Working Papers 3 5 46 3,531 32 172 632 11,118

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 0 3 7 305
Análisis de Derechos Contingentes: Aplicación a Casas Comerciales 0 0 0 32 0 1 5 164
Consumer Banking and Credit Risk 0 0 0 58 0 2 11 190
Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas 0 0 1 56 0 2 4 143
Dinámica de la frecuencia de impago de los créditos de consumo en cuotas 0 0 2 14 0 1 11 155
Efecto de la Reserva Técnica sobre las Tasas de los Documentos del Banco Central a Noventa Días 0 0 0 14 0 1 7 71
Estimates of the US Shadow-Rate 0 0 0 1 3 8 13 25
Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model 0 0 0 61 1 5 18 165
FX-hedging for Latin American investors 0 0 3 10 1 5 42 56
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 0 3 8 176
Macro stress tests and crises: what can we learn? 0 0 0 114 2 7 17 327
Modeling S&P500 returns with GARCH models 0 1 6 12 0 14 46 72
Stress Tests for Banking Sector: A Technical Note 0 0 1 37 0 4 14 107
The Determinants of Household Debt Default 0 0 0 85 1 4 13 288
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 0 6 0 2 14 29
The effect of warnings published in a financial stability report on loan-to-value ratios 0 0 0 5 0 1 7 24
Volatilidad de Indices Accionarios: El caso del IPSA 0 0 1 81 1 4 14 306
Total Journal Articles 0 1 14 854 9 68 260 2,839

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 1 4 20 330
The Bank Lending Channel in Chile 0 1 1 61 0 6 12 302
The bank lending channel in Chile 0 0 0 59 2 4 18 295
Total Chapters 0 1 6 191 3 14 50 927

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 0 5 11 552
Total Software Items 0 0 0 94 0 5 11 552

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Statistics updated 2026-06-04