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 |
1 |
2 |
4 |
489 |
2 |
3 |
13 |
1,255 |
| Aggregate supply and demand shocks: a natural rate approach |
0 |
0 |
0 |
168 |
0 |
1 |
4 |
1,223 |
| Are "deep" parameters stable? the Lucas critique as an empirical hypothesis |
0 |
2 |
3 |
307 |
3 |
9 |
20 |
1,224 |
| Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis |
0 |
0 |
2 |
536 |
0 |
3 |
6 |
1,691 |
| Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 |
0 |
0 |
0 |
138 |
0 |
1 |
1 |
2,489 |
| Consistent covariance matrix estimation in probit models with autocorrelated errors |
3 |
3 |
7 |
337 |
4 |
4 |
13 |
1,317 |
| Corporate leverage and taxes in the U.S. economy |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
251 |
| Extracting business cycle fluctuations: what do time series filters really do? |
0 |
0 |
3 |
236 |
1 |
5 |
16 |
542 |
| Generalized canonical regression |
0 |
0 |
1 |
116 |
0 |
0 |
1 |
392 |
| How stable is the predictive power of the yield curve? evidence from Germany and the United States |
1 |
2 |
8 |
735 |
3 |
7 |
26 |
1,858 |
| Interest rate swaps: an alternative explanation |
0 |
0 |
0 |
3 |
0 |
2 |
9 |
1,801 |
| Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? |
0 |
0 |
4 |
594 |
0 |
3 |
16 |
1,562 |
| Monetary cycles, financial cycles, and the business cycle |
1 |
4 |
33 |
609 |
5 |
14 |
110 |
1,012 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
2 |
6 |
196 |
2 |
5 |
19 |
447 |
| One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory |
0 |
0 |
0 |
166 |
2 |
4 |
4 |
924 |
| Options positions: risk management and capital requirements |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
301 |
| Predicting U.S. Recessions: Financial Variables as Leading Indicators |
1 |
3 |
8 |
1,179 |
7 |
15 |
39 |
2,674 |
| Predicting U.S. recessions: financial variables as leading indicators |
2 |
12 |
31 |
1,027 |
12 |
35 |
102 |
2,570 |
| Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty |
1 |
2 |
2 |
188 |
1 |
5 |
5 |
1,114 |
| Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty |
0 |
0 |
1 |
258 |
2 |
4 |
13 |
820 |
| Risk-Taking Channel of Monetary Policy |
2 |
11 |
49 |
191 |
5 |
21 |
102 |
228 |
| Taylor, Black and Scholes: series approximations and risk management pitfalls |
0 |
0 |
5 |
399 |
2 |
5 |
21 |
1,522 |
| The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank |
1 |
3 |
5 |
262 |
5 |
7 |
22 |
707 |
| The implicit liabilities of the Pension Benefit Guaranty Corporation |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
217 |
| The term structure as a predictor of real economic activity |
0 |
0 |
0 |
1 |
12 |
36 |
102 |
1,373 |
| The term structure of interest rates and its role in monetary policy for the European Central Bank |
0 |
0 |
2 |
474 |
2 |
3 |
11 |
1,212 |
| Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy |
2 |
6 |
10 |
407 |
4 |
15 |
32 |
1,103 |
| Total Working Papers |
15 |
52 |
184 |
9,016 |
74 |
210 |
713 |
31,829 |
| 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 |
1 |
6 |
13 |
746 |
| A prolegomenon to future capital requirements |
1 |
1 |
1 |
20 |
1 |
4 |
5 |
148 |
| Bank Capital and Risk: Is Voluntary Disclosure Enough? |
0 |
0 |
1 |
110 |
1 |
3 |
6 |
234 |
| CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS |
0 |
0 |
2 |
57 |
0 |
0 |
3 |
167 |
| Capital ratios as predictors of bank failure |
2 |
3 |
6 |
1,340 |
2 |
4 |
30 |
4,603 |
| Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures |
0 |
0 |
0 |
31 |
1 |
3 |
3 |
106 |
| Consistent margin requirements: are they feasible? |
0 |
0 |
1 |
17 |
0 |
0 |
1 |
53 |
| Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models |
1 |
1 |
5 |
183 |
3 |
10 |
25 |
632 |
| Estimating the funding gap of the Pension Benefit Guaranty Corporation |
0 |
0 |
1 |
7 |
0 |
2 |
7 |
42 |
| Formulas or supervision? Remarks on the future of regulatory capital |
1 |
1 |
2 |
151 |
1 |
3 |
6 |
486 |
| How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States |
2 |
3 |
13 |
369 |
5 |
15 |
43 |
838 |
| Is there a role for monetary aggregates in the conduct of monetary policy? |
0 |
1 |
8 |
232 |
1 |
9 |
38 |
593 |
| Mixing and matching: Prospective financial sector mergers and market valuation |
0 |
0 |
1 |
136 |
0 |
3 |
10 |
374 |
| Monetary Policy Shifts and the Stability of Monetary Policy Models |
0 |
0 |
6 |
252 |
0 |
4 |
14 |
565 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
0 |
6 |
132 |
2 |
5 |
29 |
384 |
| Predicting U.S. Recessions: Financial Variables As Leading Indicators |
12 |
39 |
141 |
647 |
36 |
103 |
385 |
1,922 |
| Risk‐taking channel of monetary policy |
0 |
1 |
1 |
1 |
1 |
5 |
5 |
5 |
| Securitization and the efficacy of monetary policy |
1 |
2 |
7 |
351 |
1 |
2 |
17 |
846 |
| Sovereign and Banking Sector Debt: Interconnections through Guarantees |
0 |
0 |
0 |
17 |
2 |
5 |
6 |
77 |
| THE PRICE PUZZLE AND VAR IDENTIFICATION |
0 |
0 |
1 |
8 |
1 |
6 |
11 |
40 |
| The Future of Regulatory Capital: General Principles and Specific Proposals |
0 |
0 |
0 |
18 |
0 |
2 |
3 |
57 |
| The Term Structure as a Predictor of Real Economic Activity |
26 |
52 |
156 |
1,543 |
43 |
100 |
329 |
2,990 |
| The cyclical behavior of optimal bank capital |
2 |
2 |
7 |
279 |
5 |
9 |
24 |
595 |
| The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank |
5 |
12 |
65 |
978 |
12 |
37 |
136 |
1,898 |
| The price risk of options positions: measurement and capital requirements |
0 |
1 |
3 |
20 |
1 |
2 |
6 |
68 |
| The yield curve as a leading indicator: some practical issues |
1 |
3 |
10 |
312 |
3 |
7 |
24 |
755 |
| The yield curve as a predictor of U.S. recessions |
1 |
1 |
17 |
582 |
6 |
18 |
65 |
1,407 |
| Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor |
1 |
1 |
3 |
43 |
2 |
7 |
17 |
115 |
| Why Does the Yield Curve Predict Output and Inflation? |
1 |
4 |
22 |
920 |
2 |
20 |
60 |
1,865 |
| Total Journal Articles |
57 |
128 |
486 |
8,756 |
133 |
394 |
1,321 |
22,611 |
|
|
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