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 0 5 1,306
Aggregate supply and demand shocks: a natural rate approach 0 0 0 200 0 0 2 1,284
Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis 1 2 2 550 1 9 11 1,740
Are \"deep\" parameters stable? the Lucas critique as an empirical hypothesis 0 0 0 310 0 0 1 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 0 342 0 0 1 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 0 573
Generalized canonical regression 0 0 0 116 0 0 1 397
How stable is the predictive power of the yield curve? evidence from Germany and the United States 0 0 0 750 0 0 0 1,916
Interest rate swaps: an alternative explanation 0 0 0 3 0 1 6 1,830
Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? 0 0 1 604 0 0 1 1,623
Monetary cycles, financial cycles, and the business cycle 1 2 4 651 1 2 12 1,228
Monetary tightening cycles and the predictability of economic activity 0 0 1 214 0 0 4 507
One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory 0 0 1 170 0 0 3 943
Options positions: risk management and capital requirements 0 0 0 0 0 0 1 311
Predicting U.S. Recessions: Financial Variables as Leading Indicators 0 1 4 1,201 1 4 17 2,777
Predicting U.S. recessions: financial variables as leading indicators 1 1 4 1,070 1 3 8 2,724
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 1 1 196 0 1 4 1,143
Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty 0 0 0 268 0 0 1 854
Risk-Taking Channel of Monetary Policy 0 0 3 263 1 1 9 423
Taylor, Black and Scholes: series approximations and risk management pitfalls 0 2 4 425 1 4 13 1,626
The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank 0 1 5 377 0 4 21 1,279
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 2 4 19 1,563
The term structure of interest rates and its role in monetary policy for the European Central Bank 0 0 0 492 0 0 3 1,266
Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy 0 0 1 431 0 2 7 1,174
Total Working Papers 3 10 31 9,513 8 35 150 34,068


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 4 794
A prolegomenon to future capital requirements 0 0 0 22 1 1 2 161
Bank Capital and Risk: Is Voluntary Disclosure Enough? 0 0 0 113 1 1 2 250
CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS 0 0 0 66 0 0 2 189
Capital ratios as predictors of bank failure 0 0 1 1,357 2 3 14 4,711
Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 0 33 0 1 2 115
Consistent margin requirements: are they feasible? 0 0 1 21 0 0 1 68
Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models 0 1 1 201 0 1 2 708
Estimating the funding gap of the Pension Benefit Guaranty Corporation 0 0 0 8 0 0 0 49
Formulas or supervision? Remarks on the future of regulatory capital 0 0 1 155 0 0 1 500
How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States 0 0 3 421 0 0 7 957
Is there a role for monetary aggregates in the conduct of monetary policy? 0 0 0 255 0 1 1 674
Mixing and matching: Prospective financial sector mergers and market valuation 0 1 4 144 0 1 6 400
Monetary Policy Shifts and the Stability of Monetary Policy Models 0 0 1 273 0 2 10 640
Monetary tightening cycles and the predictability of economic activity 0 0 1 151 0 2 4 443
Predicting U.S. Recessions: Financial Variables As Leading Indicators 2 6 24 862 6 19 73 2,620
Risk‐taking channel of monetary policy 0 0 0 31 1 1 5 108
Securitization and the efficacy of monetary policy 0 0 2 365 1 1 7 901
Sovereign and Banking Sector Debt: Interconnections through Guarantees 0 0 1 18 0 0 1 92
THE PRICE PUZZLE AND VAR IDENTIFICATION 0 0 2 59 1 3 10 180
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 2 4 22 1,855 4 14 55 3,752
The cyclical behavior of optimal bank capital 0 1 1 305 0 1 2 655
The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank 1 2 8 1,115 2 6 17 2,201
The price risk of options positions: measurement and capital requirements 0 0 0 20 0 0 2 84
The yield curve as a leading indicator: some practical issues 1 1 4 371 1 5 21 967
The yield curve as a predictor of U.S. recessions 1 1 4 614 1 3 15 1,531
Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor 0 0 0 48 0 0 1 152
Why Does the Yield Curve Predict Output and Inflation? 0 0 0 939 2 8 20 2,042
Total Journal Articles 7 17 81 9,840 23 74 287 26,006


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 0 251
Total Books 0 0 0 0 0 0 0 251


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 1 1 4 99
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 7 67 0 1 9 232
Total Chapters 0 0 7 104 1 2 13 331


Statistics updated 2025-07-04