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


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 1 244
Total Books 0 0 0 0 0 0 1 244


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 1 1 1 34 1 2 2 85
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 1 52 1 1 4 201
Total Chapters 1 1 2 86 2 3 6 286


Statistics updated 2019-12-03