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 |
3 |
487 |
2 |
4 |
12 |
1,252 |
| Aggregate supply and demand shocks: a natural rate approach |
0 |
0 |
0 |
168 |
0 |
0 |
3 |
1,222 |
| Are "deep" parameters stable? the Lucas critique as an empirical hypothesis |
0 |
0 |
2 |
305 |
2 |
5 |
12 |
1,214 |
| Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis |
0 |
1 |
2 |
536 |
0 |
1 |
3 |
1,688 |
| Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 |
0 |
0 |
0 |
138 |
0 |
0 |
3 |
2,488 |
| Consistent covariance matrix estimation in probit models with autocorrelated errors |
0 |
0 |
4 |
334 |
1 |
1 |
7 |
1,311 |
| Corporate leverage and taxes in the U.S. economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
250 |
| Extracting business cycle fluctuations: what do time series filters really do? |
0 |
0 |
3 |
235 |
1 |
3 |
16 |
536 |
| Generalized canonical regression |
0 |
1 |
1 |
116 |
0 |
1 |
4 |
392 |
| How stable is the predictive power of the yield curve? evidence from Germany and the United States |
0 |
1 |
4 |
731 |
4 |
6 |
18 |
1,847 |
| Interest rate swaps: an alternative explanation |
0 |
0 |
0 |
3 |
0 |
2 |
7 |
1,798 |
| Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? |
2 |
2 |
5 |
594 |
2 |
2 |
17 |
1,558 |
| Monetary cycles, financial cycles, and the business cycle |
3 |
8 |
35 |
601 |
22 |
35 |
107 |
981 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
1 |
4 |
194 |
2 |
6 |
16 |
441 |
| One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory |
0 |
0 |
0 |
166 |
0 |
0 |
1 |
920 |
| Options positions: risk management and capital requirements |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
300 |
| Predicting U.S. Recessions: Financial Variables as Leading Indicators |
0 |
1 |
5 |
1,175 |
0 |
7 |
26 |
2,658 |
| Predicting U.S. recessions: financial variables as leading indicators |
2 |
4 |
19 |
1,012 |
5 |
19 |
72 |
2,527 |
| Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty |
0 |
0 |
0 |
186 |
0 |
0 |
0 |
1,109 |
| Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty |
0 |
0 |
1 |
258 |
4 |
4 |
10 |
816 |
| Risk-Taking Channel of Monetary Policy |
3 |
10 |
56 |
173 |
7 |
25 |
110 |
196 |
| Taylor, Black and Scholes: series approximations and risk management pitfalls |
1 |
1 |
4 |
398 |
2 |
5 |
18 |
1,515 |
| The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank |
0 |
1 |
4 |
258 |
0 |
4 |
20 |
696 |
| The implicit liabilities of the Pension Benefit Guaranty Corporation |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
215 |
| The term structure as a predictor of real economic activity |
0 |
0 |
0 |
1 |
12 |
24 |
69 |
1,321 |
| The term structure of interest rates and its role in monetary policy for the European Central Bank |
0 |
0 |
1 |
473 |
0 |
3 |
7 |
1,208 |
| Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy |
0 |
2 |
6 |
401 |
3 |
7 |
18 |
1,087 |
| Total Working Papers |
11 |
33 |
159 |
8,943 |
69 |
165 |
580 |
31,546 |
| 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 |
2 |
4 |
8 |
740 |
| A prolegomenon to future capital requirements |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
144 |
| Bank Capital and Risk: Is Voluntary Disclosure Enough? |
0 |
1 |
2 |
110 |
0 |
2 |
9 |
231 |
| CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS |
0 |
1 |
2 |
57 |
1 |
2 |
5 |
167 |
| Capital ratios as predictors of bank failure |
0 |
1 |
6 |
1,337 |
1 |
6 |
31 |
4,595 |
| Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
103 |
| Consistent margin requirements: are they feasible? |
1 |
1 |
4 |
17 |
1 |
1 |
7 |
53 |
| Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models |
0 |
0 |
5 |
182 |
0 |
3 |
15 |
620 |
| Estimating the funding gap of the Pension Benefit Guaranty Corporation |
0 |
1 |
1 |
7 |
0 |
2 |
9 |
40 |
| Formulas or supervision? Remarks on the future of regulatory capital |
1 |
1 |
1 |
150 |
1 |
1 |
5 |
482 |
| How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States |
2 |
3 |
8 |
364 |
4 |
12 |
30 |
817 |
| Is there a role for monetary aggregates in the conduct of monetary policy? |
0 |
1 |
13 |
230 |
4 |
5 |
40 |
577 |
| Mixing and matching: Prospective financial sector mergers and market valuation |
0 |
0 |
2 |
136 |
0 |
3 |
10 |
371 |
| Monetary Policy Shifts and the Stability of Monetary Policy Models |
0 |
1 |
6 |
251 |
1 |
3 |
14 |
560 |
| Monetary tightening cycles and the predictability of economic activity |
1 |
1 |
5 |
131 |
1 |
4 |
26 |
377 |
| Predicting U.S. Recessions: Financial Variables As Leading Indicators |
6 |
30 |
115 |
596 |
20 |
102 |
309 |
1,778 |
| Securitization and the efficacy of monetary policy |
1 |
2 |
6 |
349 |
5 |
9 |
18 |
844 |
| Sovereign and Banking Sector Debt: Interconnections through Guarantees |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
72 |
| THE PRICE PUZZLE AND VAR IDENTIFICATION |
0 |
0 |
2 |
8 |
0 |
2 |
6 |
34 |
| The Future of Regulatory Capital: General Principles and Specific Proposals |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
55 |
| The Term Structure as a Predictor of Real Economic Activity |
9 |
31 |
121 |
1,475 |
21 |
76 |
270 |
2,858 |
| The cyclical behavior of optimal bank capital |
1 |
2 |
7 |
276 |
2 |
3 |
21 |
583 |
| The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank |
3 |
18 |
74 |
965 |
9 |
31 |
139 |
1,855 |
| The price risk of options positions: measurement and capital requirements |
0 |
0 |
3 |
19 |
0 |
0 |
3 |
64 |
| The yield curve as a leading indicator: some practical issues |
0 |
0 |
4 |
306 |
1 |
4 |
18 |
745 |
| The yield curve as a predictor of U.S. recessions |
1 |
3 |
16 |
580 |
2 |
7 |
45 |
1,379 |
| Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor |
2 |
2 |
2 |
42 |
2 |
3 |
12 |
106 |
| Why Does the Yield Curve Predict Output and Inflation? |
0 |
5 |
23 |
914 |
0 |
17 |
49 |
1,840 |
| Total Journal Articles |
28 |
105 |
428 |
8,587 |
78 |
303 |
1,104 |
22,090 |
|
|
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