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 |
2 |
5 |
1,305 |
Aggregate supply and demand shocks: a natural rate approach |
0 |
0 |
0 |
200 |
1 |
1 |
2 |
1,284 |
Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis |
0 |
0 |
2 |
548 |
0 |
1 |
3 |
1,730 |
Are \"deep\" parameters stable? the Lucas critique as an empirical hypothesis |
0 |
0 |
1 |
310 |
0 |
1 |
2 |
1,260 |
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 |
0 |
1 |
342 |
0 |
0 |
3 |
1,344 |
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 |
0 |
241 |
0 |
0 |
1 |
573 |
Generalized canonical regression |
0 |
0 |
0 |
116 |
1 |
1 |
1 |
397 |
How stable is the predictive power of the yield curve? evidence from Germany and the United States |
0 |
0 |
1 |
750 |
0 |
0 |
4 |
1,916 |
Interest rate swaps: an alternative explanation |
0 |
0 |
0 |
3 |
1 |
1 |
4 |
1,826 |
Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? |
1 |
1 |
1 |
604 |
1 |
1 |
4 |
1,623 |
Monetary cycles, financial cycles, and the business cycle |
0 |
0 |
2 |
649 |
0 |
3 |
14 |
1,226 |
Monetary tightening cycles and the predictability of economic activity |
0 |
0 |
1 |
214 |
0 |
0 |
5 |
507 |
One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory |
0 |
1 |
1 |
170 |
0 |
1 |
2 |
942 |
Options positions: risk management and capital requirements |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
310 |
Predicting U.S. Recessions: Financial Variables as Leading Indicators |
0 |
0 |
4 |
1,199 |
0 |
1 |
13 |
2,769 |
Predicting U.S. recessions: financial variables as leading indicators |
1 |
1 |
4 |
1,068 |
2 |
3 |
14 |
2,720 |
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty |
0 |
0 |
2 |
195 |
0 |
0 |
6 |
1,139 |
Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty |
0 |
0 |
0 |
268 |
0 |
0 |
2 |
854 |
Risk-Taking Channel of Monetary Policy |
1 |
2 |
4 |
263 |
1 |
3 |
10 |
421 |
Taylor, Black and Scholes: series approximations and risk management pitfalls |
0 |
1 |
2 |
423 |
0 |
2 |
14 |
1,622 |
The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank |
1 |
2 |
8 |
375 |
1 |
2 |
31 |
1,271 |
The implicit liabilities of the Pension Benefit Guaranty Corporation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
225 |
The term structure as a predictor of real economic activity |
0 |
0 |
0 |
1 |
1 |
2 |
16 |
1,554 |
The term structure of interest rates and its role in monetary policy for the European Central Bank |
0 |
0 |
1 |
492 |
0 |
1 |
3 |
1,265 |
Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy |
1 |
1 |
2 |
431 |
2 |
3 |
8 |
1,171 |
Total Working Papers |
5 |
9 |
37 |
9,500 |
11 |
29 |
168 |
34,006 |
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 |
7 |
793 |
A prolegomenon to future capital requirements |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
160 |
Bank Capital and Risk: Is Voluntary Disclosure Enough? |
0 |
0 |
0 |
113 |
0 |
1 |
1 |
249 |
CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS |
0 |
0 |
0 |
66 |
0 |
1 |
2 |
189 |
Capital ratios as predictors of bank failure |
1 |
1 |
3 |
1,357 |
2 |
3 |
15 |
4,706 |
Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
113 |
Consistent margin requirements: are they feasible? |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
67 |
Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models |
0 |
0 |
1 |
200 |
0 |
1 |
3 |
707 |
Estimating the funding gap of the Pension Benefit Guaranty Corporation |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
49 |
Formulas or supervision? Remarks on the future of regulatory capital |
1 |
1 |
1 |
155 |
1 |
1 |
1 |
500 |
How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States |
0 |
0 |
6 |
421 |
0 |
1 |
10 |
956 |
Is there a role for monetary aggregates in the conduct of monetary policy? |
0 |
0 |
0 |
255 |
0 |
0 |
1 |
673 |
Mixing and matching: Prospective financial sector mergers and market valuation |
0 |
3 |
3 |
143 |
0 |
4 |
6 |
399 |
Monetary Policy Shifts and the Stability of Monetary Policy Models |
0 |
0 |
1 |
272 |
4 |
4 |
12 |
637 |
Monetary tightening cycles and the predictability of economic activity |
0 |
0 |
2 |
151 |
0 |
0 |
3 |
441 |
Predicting U.S. Recessions: Financial Variables As Leading Indicators |
3 |
8 |
23 |
852 |
9 |
24 |
66 |
2,587 |
Risk‐taking channel of monetary policy |
0 |
0 |
1 |
31 |
0 |
0 |
7 |
107 |
Securitization and the efficacy of monetary policy |
1 |
1 |
2 |
365 |
3 |
3 |
6 |
899 |
Sovereign and Banking Sector Debt: Interconnections through Guarantees |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
91 |
THE PRICE PUZZLE AND VAR IDENTIFICATION |
0 |
1 |
5 |
59 |
0 |
3 |
18 |
174 |
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 |
5 |
8 |
22 |
1,846 |
5 |
14 |
53 |
3,725 |
The cyclical behavior of optimal bank capital |
0 |
0 |
0 |
304 |
0 |
0 |
2 |
654 |
The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank |
2 |
4 |
8 |
1,111 |
3 |
6 |
22 |
2,191 |
The price risk of options positions: measurement and capital requirements |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
83 |
The yield curve as a leading indicator: some practical issues |
0 |
1 |
7 |
370 |
2 |
9 |
34 |
960 |
The yield curve as a predictor of U.S. recessions |
0 |
0 |
4 |
612 |
0 |
4 |
13 |
1,524 |
Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor |
0 |
0 |
1 |
48 |
0 |
1 |
4 |
152 |
Why Does the Yield Curve Predict Output and Inflation? |
0 |
0 |
0 |
939 |
0 |
3 |
27 |
2,032 |
Total Journal Articles |
13 |
28 |
91 |
9,808 |
29 |
83 |
318 |
25,880 |
|
|