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 5 6 120
A note on currency-hedging 0 0 4 43 3 3 14 71
An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies 0 0 1 62 2 4 12 171
Análisis de Derechos Contingentes: Aplicación a Casas Comerciales 0 0 0 28 2 3 3 202
Análisis de Información Faltante en Encuestas Microeconómicas 0 0 0 27 0 0 1 142
Aplicaciones del Modelo Binomial para el Análisis de Riesgo 0 0 3 74 2 3 6 263
Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile 0 2 3 476 2 9 12 1,271
Banking Risk Exposure 0 0 2 113 1 1 4 367
Comportamiento de No Pago en Créditos de Consumo: Indicadores y Determinantes 0 0 0 52 1 2 4 110
Cubrir o no Cubrir: ¿Ese es el Dilema? 0 0 0 37 1 1 4 324
Estimación de la Curva de Rendimiento 0 0 0 77 1 2 4 182
Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU 0 1 1 99 3 6 7 284
Estimates of the US Shadow-Rate 0 0 1 5 0 1 4 16
Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile 0 0 1 132 2 3 7 411
Expectativas Financieras y Tasas Forward en Chile 0 0 1 29 0 0 2 66
Financial Forecast for the Relative Strength Index 0 0 2 177 3 5 10 436
Financial Stability, Monetary Policy and Central Banking: An Overview 0 1 2 135 1 2 6 600
Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator 0 0 0 21 0 1 1 96
How capital inflows translate into new bank lending: tracing the mechanism in Latin America 0 0 1 25 2 5 10 74
Inference Using Instrumental Variable Estimators 0 0 0 30 0 1 7 79
Inferencia Estadística 0 0 0 84 0 1 5 268
Measuring Equity Volatility: the case of Chilean Stock Index 0 0 0 83 2 6 9 267
Modeling S&P500 returns with GARCH models 2 5 5 30 7 13 18 82
Multiple imputation for household surveys: A comparison of methods 0 0 0 112 0 0 5 195
Pension Funds and the Yield Curve: The Role of Preference for Maturity 0 0 0 38 4 5 6 129
S&P 500 under Dynamic Gordon Model 0 2 2 27 2 5 8 85
Stock Index Volatility: the case of IPSA 0 0 0 69 2 2 2 135
Stress Tests for Banking Sector: A Technical Note 0 0 0 224 2 5 9 423
Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso 0 1 5 5 1 7 8 8
Tasa Máxima Convencional y Oferta de Créditos 0 2 4 38 1 3 7 162
The Determinants of Household Debt Defa 1 2 3 277 5 13 20 905
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 1 19 0 3 9 31
The Holt-Winters filter and the one-sided HP filter: A close correspondence 0 0 0 21 4 5 8 30
The Impact of Persistence in Volatility over the Probability of Default 1 1 1 50 3 4 5 206
The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio 0 0 0 54 0 1 6 123
The Yield Curve Under Nelson-Siegel 0 1 6 533 20 28 44 1,922
The impact of warnings published in a financial stability report on loan-to value ratios 0 0 0 48 0 3 8 109
Uso de la Aproximación TIR/Duración en la Estructura de Tasas: Resultados Cuantitativos Bajo Nelson - Siegel 0 0 0 38 0 2 3 119
When RSI met the Binomial-Tree 0 0 0 94 2 5 6 245
Total Working Papers 4 18 49 3,520 84 168 310 10,729

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 1 4 301
Análisis de Derechos Contingentes: Aplicación a Casas Comerciales 0 0 0 32 1 2 4 162
Consumer Banking and Credit Risk 0 0 0 58 0 3 3 182
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 2 3 6 150
Efecto de la Reserva Técnica sobre las Tasas de los Documentos del Banco Central a Noventa Días 0 0 0 14 0 0 1 65
Estimates of the US Shadow-Rate 0 0 0 1 0 1 2 14
Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model 0 0 2 61 2 4 13 156
FX-hedging for Latin American investors 1 3 7 10 10 22 31 39
FinanciaL Stability, Monetary Policy and Central Banking: an Overview 0 0 0 75 1 2 5 231
Imputación Múltiple en Encuestas Microeconómicas 0 0 0 61 0 0 2 169
Macro stress tests and crises: what can we learn? 0 0 0 114 4 5 9 318
Modeling S&P500 returns with GARCH models 2 2 6 10 18 19 34 51
Stress Tests for Banking Sector: A Technical Note 0 1 1 37 2 7 8 100
The Determinants of Household Debt Default 0 0 0 85 1 4 6 280
The Holt–Winters filter and the one-sided HP filter: A close correspondence 0 0 2 6 3 6 10 23
The effect of warnings published in a financial stability report on loan-to-value ratios 0 0 0 5 0 3 6 21
Volatilidad de Indices Accionarios: El caso del IPSA 0 0 1 81 4 6 8 299
Total Journal Articles 3 6 22 852 49 88 154 2,702

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 1 5 71 1 6 16 323
The Bank Lending Channel in Chile 0 0 0 60 3 3 4 294
The bank lending channel in Chile 0 0 0 59 0 3 7 284
Total Chapters 0 1 5 190 4 12 27 901

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 0 5 545
Total Software Items 0 0 0 94 0 0 5 545

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Statistics updated 2026-01-09