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 |
1 |
500 |
2 |
2 |
5 |
1,300 |
| Aggregate supply and demand shocks: a natural rate approach |
0 |
0 |
20 |
198 |
1 |
1 |
26 |
1,277 |
| Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis |
0 |
0 |
0 |
546 |
0 |
1 |
2 |
1,727 |
| Are \"deep\" parameters stable? the Lucas critique as an empirical hypothesis |
0 |
0 |
0 |
309 |
1 |
1 |
1 |
1,257 |
| 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 |
341 |
0 |
0 |
4 |
1,341 |
| 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 |
1 |
241 |
0 |
0 |
4 |
572 |
| Generalized canonical regression |
0 |
0 |
0 |
116 |
0 |
0 |
0 |
396 |
| How stable is the predictive power of the yield curve? evidence from Germany and the United States |
0 |
0 |
0 |
749 |
0 |
0 |
6 |
1,912 |
| Interest rate swaps: an alternative explanation |
0 |
0 |
0 |
3 |
0 |
2 |
4 |
1,822 |
| Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? |
0 |
1 |
2 |
603 |
0 |
1 |
24 |
1,619 |
| Monetary cycles, financial cycles, and the business cycle |
0 |
1 |
5 |
647 |
4 |
11 |
31 |
1,208 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
2 |
3 |
212 |
0 |
2 |
9 |
500 |
| One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory |
0 |
0 |
0 |
169 |
0 |
0 |
1 |
940 |
| Options positions: risk management and capital requirements |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
309 |
| Predicting U.S. Recessions: Financial Variables as Leading Indicators |
0 |
0 |
4 |
1,195 |
0 |
0 |
11 |
2,753 |
| Predicting U.S. recessions: financial variables as leading indicators |
1 |
1 |
6 |
1,062 |
2 |
2 |
26 |
2,702 |
| Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty |
1 |
2 |
2 |
193 |
1 |
2 |
4 |
1,133 |
| Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty |
0 |
1 |
3 |
268 |
0 |
1 |
4 |
851 |
| Risk-Taking Channel of Monetary Policy |
2 |
3 |
10 |
259 |
2 |
5 |
24 |
410 |
| Taylor, Black and Scholes: series approximations and risk management pitfalls |
2 |
4 |
6 |
419 |
3 |
8 |
16 |
1,605 |
| The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank |
1 |
3 |
41 |
366 |
4 |
13 |
181 |
1,237 |
| The implicit liabilities of the Pension Benefit Guaranty Corporation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
224 |
| The term structure as a predictor of real economic activity |
0 |
0 |
0 |
1 |
1 |
3 |
21 |
1,533 |
| The term structure of interest rates and its role in monetary policy for the European Central Bank |
1 |
1 |
4 |
491 |
2 |
2 |
7 |
1,262 |
| Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy |
1 |
2 |
6 |
428 |
1 |
2 |
11 |
1,160 |
| Total Working Papers |
9 |
21 |
115 |
9,454 |
24 |
59 |
423 |
33,802 |
| 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 |
2 |
3 |
785 |
| A prolegomenon to future capital requirements |
0 |
1 |
1 |
22 |
0 |
1 |
2 |
158 |
| Bank Capital and Risk: Is Voluntary Disclosure Enough? |
0 |
0 |
1 |
113 |
0 |
0 |
2 |
247 |
| CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS |
0 |
0 |
1 |
66 |
0 |
0 |
2 |
187 |
| Capital ratios as predictors of bank failure |
0 |
0 |
1 |
1,354 |
1 |
2 |
18 |
4,690 |
| Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
111 |
| Consistent margin requirements: are they feasible? |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
66 |
| Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models |
0 |
1 |
5 |
199 |
1 |
2 |
18 |
701 |
| Estimating the funding gap of the Pension Benefit Guaranty Corporation |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
48 |
| Formulas or supervision? Remarks on the future of regulatory capital |
0 |
0 |
1 |
153 |
0 |
0 |
3 |
498 |
| How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States |
0 |
0 |
4 |
411 |
0 |
1 |
13 |
941 |
| Is there a role for monetary aggregates in the conduct of monetary policy? |
0 |
0 |
3 |
253 |
0 |
2 |
12 |
670 |
| Mixing and matching: Prospective financial sector mergers and market valuation |
1 |
1 |
2 |
140 |
1 |
1 |
3 |
393 |
| Monetary Policy Shifts and the Stability of Monetary Policy Models |
1 |
1 |
3 |
270 |
1 |
1 |
8 |
623 |
| Monetary tightening cycles and the predictability of economic activity |
1 |
1 |
4 |
149 |
3 |
4 |
12 |
437 |
| Predicting U.S. Recessions: Financial Variables As Leading Indicators |
3 |
4 |
30 |
823 |
7 |
16 |
88 |
2,500 |
| Risk‐taking channel of monetary policy |
0 |
1 |
3 |
30 |
1 |
4 |
13 |
96 |
| Securitization and the efficacy of monetary policy |
0 |
0 |
0 |
363 |
0 |
0 |
2 |
890 |
| Sovereign and Banking Sector Debt: Interconnections through Guarantees |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
91 |
| THE PRICE PUZZLE AND VAR IDENTIFICATION |
0 |
2 |
8 |
52 |
0 |
3 |
15 |
151 |
| 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 |
3 |
7 |
35 |
1,817 |
7 |
18 |
82 |
3,650 |
| The cyclical behavior of optimal bank capital |
0 |
1 |
1 |
303 |
0 |
1 |
2 |
651 |
| The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank |
2 |
3 |
16 |
1,100 |
4 |
8 |
43 |
2,163 |
| The price risk of options positions: measurement and capital requirements |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
82 |
| The yield curve as a leading indicator: some practical issues |
1 |
2 |
9 |
360 |
1 |
4 |
29 |
911 |
| The yield curve as a predictor of U.S. recessions |
0 |
0 |
4 |
606 |
0 |
0 |
16 |
1,507 |
| Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor |
0 |
0 |
0 |
47 |
1 |
1 |
1 |
148 |
| Why Does the Yield Curve Predict Output and Inflation? |
0 |
0 |
0 |
939 |
2 |
10 |
30 |
2,002 |
| Total Journal Articles |
12 |
25 |
132 |
9,684 |
33 |
83 |
420 |
25,459 |
|
|
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