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 3 3 16 131
A note on currency-hedging 0 0 0 43 2 3 21 89
An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies 0 0 0 62 1 1 19 186
Análisis de Derechos Contingentes: Aplicación a Casas Comerciales 0 0 0 28 2 3 17 216
Análisis de Información Faltante en Encuestas Microeconómicas 0 0 0 27 2 2 9 151
Aplicaciones del Modelo Binomial para el Análisis de Riesgo 0 0 0 74 4 4 14 274
Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile 0 0 5 480 3 10 39 1,304
Banking Risk Exposure 0 0 1 114 2 2 14 380
Comportamiento de No Pago en Créditos de Consumo: Indicadores y Determinantes 0 2 2 54 1 5 10 119
Cubrir o no Cubrir: ¿Ese es el Dilema? 0 0 0 37 5 6 9 332
Estimación de la Curva de Rendimiento 0 0 0 77 2 2 9 190
Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU 0 0 1 99 2 2 16 295
Estimates of the US Shadow-Rate 0 0 0 5 0 2 17 32
Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile 0 0 0 132 2 2 10 418
Expectativas Financieras y Tasas Forward en Chile 0 1 2 31 2 3 10 76
Financial Forecast for the Relative Strength Index 0 0 0 177 1 1 15 446
Financial Stability, Monetary Policy and Central Banking: An Overview 0 0 0 135 1 3 14 613
Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator 0 0 0 21 2 2 7 102
How capital inflows translate into new bank lending: tracing the mechanism in Latin America 0 0 0 25 4 4 13 84
Inference Using Instrumental Variable Estimators 0 0 2 32 2 3 7 86
Inferencia Estadística 0 0 0 84 3 3 13 280
Measuring Equity Volatility: the case of Chilean Stock Index 0 0 0 83 5 6 21 283
Modeling S&P500 returns with GARCH models 0 0 7 32 4 8 47 117
Multiple imputation for household surveys: A comparison of methods 0 0 0 112 4 5 14 209
Pension Funds and the Yield Curve: The Role of Preference for Maturity 0 0 1 39 3 5 17 141
S&P 500 under Dynamic Gordon Model 1 1 2 28 4 5 20 101
Stock Index Volatility: the case of IPSA 0 0 0 69 3 4 26 159
Stress Tests for Banking Sector: A Technical Note 0 0 0 224 2 3 12 430
Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso 0 0 2 6 2 6 19 23
Tasa Máxima Convencional y Oferta de Créditos 0 0 2 38 4 7 24 183
The Determinants of Household Debt Defa 0 1 3 278 2 6 34 929
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 19 1 1 8 39
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 2 3 18 44
The Impact of Persistence in Volatility over the Probability of Default 0 0 2 51 2 3 15 217
The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio 0 0 0 54 0 1 15 137
The Yield Curve Under Nelson-Siegel 0 0 2 535 1 3 71 1,970
The impact of warnings published in a financial stability report on loan-to value ratios 1 2 2 50 5 6 21 127
Uso de la Aproximación TIR/Duración en la Estructura de Tasas: Resultados Cuantitativos Bajo Nelson - Siegel 0 0 0 38 0 1 5 122
When RSI met the Binomial-Tree 0 0 0 94 0 2 12 255
Total Working Papers 2 7 36 3,542 90 141 698 11,290

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 9 309
Análisis de Derechos Contingentes: Aplicación a Casas Comerciales 0 0 0 32 0 0 4 165
Consumer Banking and Credit Risk 0 0 0 58 3 3 12 193
Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas 0 0 0 56 1 1 3 144
Dinámica de la frecuencia de impago de los créditos de consumo en cuotas 0 0 0 14 1 1 8 156
Efecto de la Reserva Técnica sobre las Tasas de los Documentos del Banco Central a Noventa Días 0 0 0 14 2 2 10 75
Estimates of the US Shadow-Rate 0 0 0 1 2 2 13 27
Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model 0 0 0 61 3 3 15 168
FX-hedging for Latin American investors 0 0 3 10 4 4 41 61
FinanciaL Stability, Monetary Policy and Central Banking: an Overview 0 0 0 75 1 1 7 237
Imputación Múltiple en Encuestas Microeconómicas 0 0 0 61 4 5 14 183
Macro stress tests and crises: what can we learn? 0 0 0 114 2 3 19 332
Modeling S&P500 returns with GARCH models 0 0 5 13 2 3 47 79
Stress Tests for Banking Sector: A Technical Note 0 0 1 37 3 3 17 112
The Determinants of Household Debt Default 0 0 0 85 3 5 15 293
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 0 6 0 1 13 31
The effect of warnings published in a financial stability report on loan-to-value ratios 0 0 0 5 2 2 7 26
Volatilidad de Indices Accionarios: El caso del IPSA 0 0 0 81 1 2 16 309
Total Journal Articles 0 0 9 855 36 44 270 2,900

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 0 71 0 1 11 331
The Bank Lending Channel in Chile 0 0 1 61 1 3 14 305
The bank lending channel in Chile 0 0 0 59 2 3 18 299
Total Chapters 0 0 1 191 3 7 43 935

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 5 12 557
Total Software Items 0 0 0 94 2 5 12 557

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Statistics updated 2026-11-12