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 1 7 10 124
A note on currency-hedging 0 0 2 43 0 11 19 79
An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies 0 0 1 62 4 7 15 176
Análisis de Derechos Contingentes: Aplicación a Casas Comerciales 0 0 0 28 0 7 8 207
Análisis de Información Faltante en Encuestas Microeconómicas 0 0 0 27 0 1 2 143
Aplicaciones del Modelo Binomial para el Análisis de Riesgo 0 0 1 74 1 8 10 269
Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile 0 0 3 476 2 12 22 1,281
Banking Risk Exposure 0 0 1 113 1 7 9 373
Comportamiento de No Pago en Créditos de Consumo: Indicadores y Determinantes 0 0 0 52 0 3 6 112
Cubrir o no Cubrir: ¿Ese es el Dilema? 0 0 0 37 0 3 4 326
Estimación de la Curva de Rendimiento 0 0 0 77 0 6 9 187
Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU 0 0 1 99 1 10 14 291
Estimates of the US Shadow-Rate 0 0 1 5 0 5 9 21
Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile 0 0 1 132 0 6 10 415
Expectativas Financieras y Tasas Forward en Chile 0 1 2 30 0 2 3 68
Financial Forecast for the Relative Strength Index 0 0 1 177 2 7 13 440
Financial Stability, Monetary Policy and Central Banking: An Overview 0 0 2 135 2 8 12 607
Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator 0 0 0 21 0 2 3 98
How capital inflows translate into new bank lending: tracing the mechanism in Latin America 0 0 1 25 1 8 15 80
Inference Using Instrumental Variable Estimators 1 1 1 31 1 2 8 81
Inferencia Estadística 0 0 0 84 1 4 7 272
Measuring Equity Volatility: the case of Chilean Stock Index 0 0 0 83 0 7 13 272
Modeling S&P500 returns with GARCH models 1 3 6 31 3 20 31 95
Multiple imputation for household surveys: A comparison of methods 0 0 0 112 0 6 10 201
Pension Funds and the Yield Curve: The Role of Preference for Maturity 0 1 1 39 1 9 10 134
S&P 500 under Dynamic Gordon Model 0 0 2 27 0 10 15 93
Stock Index Volatility: the case of IPSA 0 0 0 69 5 11 11 144
Stress Tests for Banking Sector: A Technical Note 0 0 0 224 0 6 13 427
Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso 1 1 6 6 2 7 14 14
Tasa Máxima Convencional y Oferta de Créditos 0 0 4 38 2 8 14 169
The Determinants of Household Debt Defa 0 1 2 277 3 15 28 915
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 19 1 5 12 36
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 0 11 12 37
The Impact of Persistence in Volatility over the Probability of Default 0 2 2 51 0 6 8 209
The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio 0 0 0 54 2 8 11 131
The Yield Curve Under Nelson-Siegel 0 0 4 533 3 33 51 1,935
The impact of warnings published in a financial stability report on loan-to value ratios 0 0 0 48 3 7 15 116
Uso de la Aproximación TIR/Duración en la Estructura de Tasas: Resultados Cuantitativos Bajo Nelson - Siegel 0 0 0 38 0 1 4 120
When RSI met the Binomial-Tree 0 0 0 94 0 5 9 248
Total Working Papers 3 10 45 3,526 42 301 489 10,946

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 2 4 302
Análisis de Derechos Contingentes: Aplicación a Casas Comerciales 0 0 0 32 0 2 4 163
Consumer Banking and Credit Risk 0 0 0 58 2 6 9 188
Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas 0 0 1 56 0 0 2 141
Dinámica de la frecuencia de impago de los créditos de consumo en cuotas 0 0 2 14 1 6 10 154
Efecto de la Reserva Técnica sobre las Tasas de los Documentos del Banco Central a Noventa Días 0 0 0 14 2 5 6 70
Estimates of the US Shadow-Rate 0 0 0 1 0 3 5 17
Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model 0 0 0 61 2 6 15 160
FX-hedging for Latin American investors 0 1 6 10 4 22 42 51
FinanciaL Stability, Monetary Policy and Central Banking: an Overview 0 0 0 75 0 5 9 235
Imputación Múltiple en Encuestas Microeconómicas 0 0 0 61 0 4 5 173
Macro stress tests and crises: what can we learn? 0 0 0 114 1 6 11 320
Modeling S&P500 returns with GARCH models 0 3 6 11 2 25 37 58
Stress Tests for Banking Sector: A Technical Note 0 0 1 37 0 5 11 103
The Determinants of Household Debt Default 0 0 0 85 1 5 10 284
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 1 6 1 7 13 27
The effect of warnings published in a financial stability report on loan-to-value ratios 0 0 0 5 1 2 8 23
Volatilidad de Indices Accionarios: El caso del IPSA 0 0 1 81 1 7 11 302
Total Journal Articles 0 4 18 853 18 118 212 2,771

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 17 326
The Bank Lending Channel in Chile 0 0 0 60 1 5 6 296
The bank lending channel in Chile 0 0 0 59 4 7 14 291
Total Chapters 0 0 5 190 6 16 37 913

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 7 547
Total Software Items 0 0 0 94 2 2 7 547

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Statistics updated 2026-03-04