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 1 1 501 2 4 16 1,322
Aggregate supply and demand shocks: a natural rate approach 0 0 3 203 1 1 12 1,297
Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis 0 0 1 551 0 2 20 1,761
Are \"deep\" parameters stable? the Lucas critique as an empirical hypothesis 0 0 2 312 3 5 23 1,284
Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 0 0 0 138 0 0 9 2,503
Consistent covariance matrix estimation in probit models with autocorrelated errors 0 0 0 342 0 1 20 1,365
Corporate leverage and taxes in the U.S. economy 0 0 0 0 0 0 7 265
Extracting business cycle fluctuations: what do time series filters really do? 0 0 1 242 2 4 12 586
Generalized canonical regression 0 0 0 116 0 0 7 404
How stable is the predictive power of the yield curve? evidence from Germany and the United States 0 0 1 751 0 0 11 1,929
Interest rate swaps: an alternative explanation 0 0 0 3 0 0 8 1,839
Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? 0 0 0 604 0 0 14 1,638
Monetary cycles, financial cycles, and the business cycle 0 0 2 654 0 0 21 1,252
Monetary tightening cycles and the predictability of economic activity 0 0 1 215 0 1 19 526
One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory 0 0 0 170 0 1 9 952
Options positions: risk management and capital requirements 0 0 0 0 1 1 8 319
Predicting U.S. Recessions: Financial Variables as Leading Indicators 1 1 6 1,207 3 3 46 2,825
Predicting U.S. recessions: financial variables as leading indicators 0 0 2 1,072 2 5 39 2,764
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 0 196 1 1 13 1,158
Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty 0 0 0 268 0 0 22 877
Risk-Taking Channel of Monetary Policy 0 0 2 265 0 0 24 450
Taylor, Black and Scholes: series approximations and risk management pitfalls 0 0 5 430 1 1 21 1,647
The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank 0 0 2 380 2 4 29 1,312
The implicit liabilities of the Pension Benefit Guaranty Corporation 0 0 0 0 0 0 7 232
The term structure as a predictor of real economic activity 0 0 0 1 0 6 39 1,607
The term structure of interest rates and its role in monetary policy for the European Central Bank 0 0 0 492 1 2 12 1,278
Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy 0 0 0 431 1 1 7 1,182
Total Working Papers 2 2 29 9,544 20 43 475 34,574


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 1 16 811
A prolegomenon to future capital requirements 0 0 0 22 0 0 9 170
Bank Capital and Risk: Is Voluntary Disclosure Enough? 0 0 0 113 0 0 7 257
CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS 0 0 0 66 1 3 13 202
Capital ratios as predictors of bank failure 0 0 0 1,357 0 2 20 4,734
Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 0 33 0 0 5 122
Consistent margin requirements: are they feasible? 0 0 0 21 1 1 7 75
Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models 0 0 2 203 0 0 20 729
Estimating the funding gap of the Pension Benefit Guaranty Corporation 0 0 0 8 1 1 5 54
Formulas or supervision? Remarks on the future of regulatory capital 0 0 0 155 0 0 6 506
How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States 0 0 2 423 1 2 23 980
Is there a role for monetary aggregates in the conduct of monetary policy? 0 0 1 256 0 3 20 694
Mixing and matching: Prospective financial sector mergers and market valuation 0 0 0 144 0 0 8 408
Monetary Policy Shifts and the Stability of Monetary Policy Models 0 1 3 276 0 4 22 664
Monetary tightening cycles and the predictability of economic activity 0 0 1 152 0 1 21 465
Predicting U.S. Recessions: Financial Variables As Leading Indicators 0 9 39 904 4 34 155 2,786
Risk‐taking channel of monetary policy 0 0 2 34 0 0 14 125
Securitization and the efficacy of monetary policy 0 0 0 365 0 1 12 915
Sovereign and Banking Sector Debt: Interconnections through Guarantees 0 0 0 18 0 1 21 113
THE PRICE PUZZLE AND VAR IDENTIFICATION 0 0 0 59 0 0 34 214
The Future of Regulatory Capital: General Principles and Specific Proposals 0 0 0 18 1 3 11 73
The Term Structure as a Predictor of Real Economic Activity 1 2 15 1,872 4 10 82 3,841
The cyclical behavior of optimal bank capital 0 0 1 306 0 0 56 711
The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank 0 2 6 1,123 1 3 26 2,233
The price risk of options positions: measurement and capital requirements 0 0 0 20 0 1 8 94
The yield curve as a leading indicator: some practical issues 0 0 4 375 2 5 47 1,018
The yield curve as a predictor of U.S. recessions 0 0 4 619 2 7 57 1,592
Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor 0 0 0 48 0 0 7 160
Why Does the Yield Curve Predict Output and Inflation? 0 0 0 939 0 1 24 2,071
Total Journal Articles 1 14 80 9,929 19 84 756 26,817


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 1 7 258
Total Books 0 0 0 0 0 1 7 258


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 13 113
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 0 67 3 4 15 249
Total Chapters 0 0 0 104 3 4 28 362


Statistics updated 2026-10-11