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 1 12 1,318
Aggregate supply and demand shocks: a natural rate approach 0 1 3 203 0 1 12 1,296
Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis 0 1 1 551 0 2 19 1,759
Are \"deep\" parameters stable? the Lucas critique as an empirical hypothesis 0 1 2 312 1 4 20 1,280
Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 0 0 0 138 0 1 9 2,503
Consistent covariance matrix estimation in probit models with autocorrelated errors 0 0 0 342 0 1 19 1,364
Corporate leverage and taxes in the U.S. economy 0 0 0 0 0 1 7 265
Extracting business cycle fluctuations: what do time series filters really do? 0 1 1 242 1 3 10 583
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 1 1 751 0 3 13 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 1 15 1,638
Monetary cycles, financial cycles, and the business cycle 0 1 3 654 0 2 24 1,252
Monetary tightening cycles and the predictability of economic activity 0 1 1 215 1 3 19 526
One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory 0 0 0 170 0 0 8 951
Options positions: risk management and capital requirements 0 0 0 0 0 0 7 318
Predicting U.S. Recessions: Financial Variables as Leading Indicators 0 1 5 1,206 0 11 45 2,822
Predicting U.S. recessions: financial variables as leading indicators 0 1 2 1,072 0 6 35 2,759
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 0 196 0 0 14 1,157
Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty 0 0 0 268 0 1 23 877
Risk-Taking Channel of Monetary Policy 0 1 2 265 0 1 27 450
Taylor, Black and Scholes: series approximations and risk management pitfalls 0 0 5 430 0 0 20 1,646
The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank 0 1 3 380 0 2 28 1,308
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 5 7 43 1,606
The term structure of interest rates and its role in monetary policy for the European Central Bank 0 0 0 492 1 1 11 1,277
Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy 0 0 0 431 0 0 7 1,181
Total Working Papers 0 11 29 9,542 9 52 469 34,540


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 2 15 810
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 2 11 200
Capital ratios as predictors of bank failure 0 0 0 1,357 1 1 21 4,733
Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 0 33 0 0 6 122
Consistent margin requirements: are they feasible? 0 0 0 21 0 1 6 74
Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models 0 1 2 203 0 1 21 729
Estimating the funding gap of the Pension Benefit Guaranty Corporation 0 0 0 8 0 0 4 53
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 1 2 423 1 2 22 979
Is there a role for monetary aggregates in the conduct of monetary policy? 0 1 1 256 0 1 17 691
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 1 1 3 276 4 5 23 664
Monetary tightening cycles and the predictability of economic activity 0 1 1 152 1 4 22 465
Predicting U.S. Recessions: Financial Variables As Leading Indicators 3 14 35 898 12 49 139 2,764
Risk‐taking channel of monetary policy 0 1 3 34 0 2 17 125
Securitization and the efficacy of monetary policy 0 0 0 365 1 1 13 915
Sovereign and Banking Sector Debt: Interconnections through Guarantees 0 0 0 18 1 1 21 113
THE PRICE PUZZLE AND VAR IDENTIFICATION 0 0 0 59 0 5 34 214
The Future of Regulatory Capital: General Principles and Specific Proposals 0 0 0 18 1 1 9 71
The Term Structure as a Predictor of Real Economic Activity 1 1 16 1,871 2 12 79 3,833
The cyclical behavior of optimal bank capital 0 0 1 306 0 1 56 711
The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank 1 1 7 1,122 1 3 29 2,231
The price risk of options positions: measurement and capital requirements 0 0 0 20 0 0 9 93
The yield curve as a leading indicator: some practical issues 0 0 4 375 0 5 46 1,013
The yield curve as a predictor of U.S. recessions 0 2 5 619 3 11 56 1,588
Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor 0 0 0 48 0 0 8 160
Why Does the Yield Curve Predict Output and Inflation? 0 0 0 939 1 6 24 2,071
Total Journal Articles 6 24 80 9,921 30 116 738 26,763


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 6 257
Total Books 0 0 0 0 0 0 6 257


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 1 14 113
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 0 67 0 1 13 245
Total Chapters 0 0 0 104 0 2 27 358


Statistics updated 2026-08-07