Access Statistics for Arturo Estrella

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 new measure of fit for equations with dichotomous dependent variables 0 0 0 500 0 2 5 1,305
Aggregate supply and demand shocks: a natural rate approach 0 0 0 200 1 1 2 1,284
Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis 0 0 2 548 0 1 3 1,730
Are \"deep\" parameters stable? the Lucas critique as an empirical hypothesis 0 0 1 310 0 1 2 1,260
Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 0 0 0 138 0 0 0 2,494
Consistent covariance matrix estimation in probit models with autocorrelated errors 0 0 1 342 0 0 3 1,344
Corporate leverage and taxes in the U.S. economy 0 0 0 0 0 0 0 258
Extracting business cycle fluctuations: what do time series filters really do? 0 0 0 241 0 0 1 573
Generalized canonical regression 0 0 0 116 1 1 1 397
How stable is the predictive power of the yield curve? evidence from Germany and the United States 0 0 1 750 0 0 4 1,916
Interest rate swaps: an alternative explanation 0 0 0 3 1 1 4 1,826
Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? 1 1 1 604 1 1 4 1,623
Monetary cycles, financial cycles, and the business cycle 0 0 2 649 0 3 14 1,226
Monetary tightening cycles and the predictability of economic activity 0 0 1 214 0 0 5 507
One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory 0 1 1 170 0 1 2 942
Options positions: risk management and capital requirements 0 0 0 0 0 0 1 310
Predicting U.S. Recessions: Financial Variables as Leading Indicators 0 0 4 1,199 0 1 13 2,769
Predicting U.S. recessions: financial variables as leading indicators 1 1 4 1,068 2 3 14 2,720
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 2 195 0 0 6 1,139
Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty 0 0 0 268 0 0 2 854
Risk-Taking Channel of Monetary Policy 1 2 4 263 1 3 10 421
Taylor, Black and Scholes: series approximations and risk management pitfalls 0 1 2 423 0 2 14 1,622
The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank 1 2 8 375 1 2 31 1,271
The implicit liabilities of the Pension Benefit Guaranty Corporation 0 0 0 0 0 0 0 225
The term structure as a predictor of real economic activity 0 0 0 1 1 2 16 1,554
The term structure of interest rates and its role in monetary policy for the European Central Bank 0 0 1 492 0 1 3 1,265
Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy 1 1 2 431 2 3 8 1,171
Total Working Papers 5 9 37 9,500 11 29 168 34,006


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Measure of Fit for Equations with Dichotomous Dependent Variables 0 0 0 0 0 0 7 793
A prolegomenon to future capital requirements 0 0 0 22 0 0 2 160
Bank Capital and Risk: Is Voluntary Disclosure Enough? 0 0 0 113 0 1 1 249
CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS 0 0 0 66 0 1 2 189
Capital ratios as predictors of bank failure 1 1 3 1,357 2 3 15 4,706
Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 0 33 0 0 1 113
Consistent margin requirements: are they feasible? 0 0 0 20 0 0 0 67
Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models 0 0 1 200 0 1 3 707
Estimating the funding gap of the Pension Benefit Guaranty Corporation 0 0 1 8 0 0 1 49
Formulas or supervision? Remarks on the future of regulatory capital 1 1 1 155 1 1 1 500
How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States 0 0 6 421 0 1 10 956
Is there a role for monetary aggregates in the conduct of monetary policy? 0 0 0 255 0 0 1 673
Mixing and matching: Prospective financial sector mergers and market valuation 0 3 3 143 0 4 6 399
Monetary Policy Shifts and the Stability of Monetary Policy Models 0 0 1 272 4 4 12 637
Monetary tightening cycles and the predictability of economic activity 0 0 2 151 0 0 3 441
Predicting U.S. Recessions: Financial Variables As Leading Indicators 3 8 23 852 9 24 66 2,587
Risk‐taking channel of monetary policy 0 0 1 31 0 0 7 107
Securitization and the efficacy of monetary policy 1 1 2 365 3 3 6 899
Sovereign and Banking Sector Debt: Interconnections through Guarantees 0 0 0 17 0 0 0 91
THE PRICE PUZZLE AND VAR IDENTIFICATION 0 1 5 59 0 3 18 174
The Future of Regulatory Capital: General Principles and Specific Proposals 0 0 0 18 0 0 0 62
The Term Structure as a Predictor of Real Economic Activity 5 8 22 1,846 5 14 53 3,725
The cyclical behavior of optimal bank capital 0 0 0 304 0 0 2 654
The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank 2 4 8 1,111 3 6 22 2,191
The price risk of options positions: measurement and capital requirements 0 0 0 20 0 0 1 83
The yield curve as a leading indicator: some practical issues 0 1 7 370 2 9 34 960
The yield curve as a predictor of U.S. recessions 0 0 4 612 0 4 13 1,524
Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor 0 0 1 48 0 1 4 152
Why Does the Yield Curve Predict Output and Inflation? 0 0 0 939 0 3 27 2,032
Total Journal Articles 13 28 91 9,808 29 83 318 25,880


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate leverage and taxes in the U.S. economy 0 0 0 0 0 0 0 251
Total Books 0 0 0 0 0 0 0 251


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Productivity, monetary policy and financial indicators 0 0 0 37 0 1 1 96
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 3 3 4 64 3 3 6 227
Total Chapters 3 3 4 101 3 4 7 323


Statistics updated 2025-02-05