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 0 3 1,300
Aggregate supply and demand shocks: a natural rate approach 0 0 5 200 0 0 9 1,282
Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis 0 0 0 546 0 0 2 1,727
Are \"deep\" parameters stable? the Lucas critique as an empirical hypothesis 1 1 1 310 1 1 3 1,259
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 1 1 342 1 2 4 1,343
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 1 241 0 0 2 572
Generalized canonical regression 0 0 0 116 0 0 0 396
How stable is the predictive power of the yield curve? evidence from Germany and the United States 0 0 0 749 1 3 6 1,915
Interest rate swaps: an alternative explanation 0 0 0 3 1 1 3 1,823
Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? 0 0 1 603 1 2 3 1,621
Monetary cycles, financial cycles, and the business cycle 0 0 1 647 0 2 22 1,214
Monetary tightening cycles and the predictability of economic activity 0 0 3 213 0 1 7 503
One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory 0 0 0 169 0 0 1 940
Options positions: risk management and capital requirements 0 0 0 0 0 0 0 309
Predicting U.S. Recessions: Financial Variables as Leading Indicators 1 1 2 1,196 2 3 9 2,759
Predicting U.S. recessions: financial variables as leading indicators 0 2 6 1,066 2 5 17 2,711
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 2 2 4 195 4 4 7 1,137
Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty 0 0 1 268 0 0 2 852
Risk-Taking Channel of Monetary Policy 0 0 6 259 0 1 15 412
Taylor, Black and Scholes: series approximations and risk management pitfalls 0 0 7 421 2 3 15 1,611
The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank 2 3 9 370 7 12 39 1,252
The implicit liabilities of the Pension Benefit Guaranty Corporation 0 0 0 0 0 0 2 225
The term structure as a predictor of real economic activity 0 0 0 1 2 4 17 1,542
The term structure of interest rates and its role in monetary policy for the European Central Bank 0 1 2 492 0 1 3 1,263
Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy 1 1 4 430 2 3 8 1,166
Total Working Papers 7 12 54 9,475 26 48 199 33,886


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 3 786
A prolegomenon to future capital requirements 0 0 1 22 0 0 2 158
Bank Capital and Risk: Is Voluntary Disclosure Enough? 0 0 0 113 0 0 1 248
CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS 0 0 0 66 0 0 0 187
Capital ratios as predictors of bank failure 1 1 1 1,355 1 4 15 4,695
Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 1 33 0 0 1 112
Consistent margin requirements: are they feasible? 0 0 0 20 0 0 2 67
Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models 0 0 2 199 1 1 11 705
Estimating the funding gap of the Pension Benefit Guaranty Corporation 0 0 0 7 0 0 0 48
Formulas or supervision? Remarks on the future of regulatory capital 0 0 1 154 0 0 3 499
How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States 1 2 7 417 1 3 15 949
Is there a role for monetary aggregates in the conduct of monetary policy? 0 0 3 255 1 1 7 673
Mixing and matching: Prospective financial sector mergers and market valuation 0 0 1 140 1 1 2 394
Monetary Policy Shifts and the Stability of Monetary Policy Models 0 1 3 272 0 3 7 628
Monetary tightening cycles and the predictability of economic activity 0 0 3 149 0 0 8 438
Predicting U.S. Recessions: Financial Variables As Leading Indicators 1 5 20 834 3 14 67 2,535
Risk‐taking channel of monetary policy 0 1 4 31 0 1 15 101
Securitization and the efficacy of monetary policy 0 0 0 363 1 1 4 894
Sovereign and Banking Sector Debt: Interconnections through Guarantees 0 0 0 17 0 0 0 91
THE PRICE PUZZLE AND VAR IDENTIFICATION 0 0 4 54 5 6 17 162
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 3 5 28 1,829 9 17 76 3,689
The cyclical behavior of optimal bank capital 0 0 2 304 0 1 4 653
The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank 1 3 12 1,106 4 9 36 2,178
The price risk of options positions: measurement and capital requirements 0 0 0 20 0 0 1 82
The yield curve as a leading indicator: some practical issues 0 1 7 364 4 10 37 936
The yield curve as a predictor of U.S. recessions 0 0 2 608 1 2 14 1,513
Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor 0 0 0 47 0 1 2 149
Why Does the Yield Curve Predict Output and Inflation? 0 0 0 939 3 10 26 2,015
Total Journal Articles 7 19 102 9,736 35 85 376 25,647


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 0 1 95
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 0 60 1 1 3 222
Total Chapters 0 0 0 97 1 1 4 317


Statistics updated 2024-05-04