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 1 1 499 0 1 4 1,295
Aggregate supply and demand shocks: a natural rate approach 0 0 7 178 0 1 12 1,251
Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis 0 0 0 546 0 0 6 1,725
Are \"deep\" parameters stable? the Lucas critique as an empirical hypothesis 0 0 0 309 0 1 5 1,256
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 0 340 0 2 3 1,337
Corporate leverage and taxes in the U.S. economy 0 0 0 0 0 0 1 258
Extracting business cycle fluctuations: what do time series filters really do? 0 0 0 240 0 1 2 568
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 1 7 749 0 2 12 1,906
Interest rate swaps: an alternative explanation 0 0 0 3 1 1 3 1,819
Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? 0 0 1 601 1 1 3 1,596
Monetary cycles, financial cycles, and the business cycle 0 0 4 642 3 6 37 1,180
Monetary tightening cycles and the predictability of economic activity 0 0 8 209 0 5 21 491
One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory 0 1 1 169 0 1 2 939
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 1,191 0 1 12 2,742
Predicting U.S. recessions: financial variables as leading indicators 1 2 6 1,057 2 5 21 2,678
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 0 191 0 0 3 1,129
Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty 0 0 2 265 0 0 4 847
Risk-Taking Channel of Monetary Policy 0 1 10 249 1 5 28 387
Taylor, Black and Scholes: series approximations and risk management pitfalls 1 1 4 414 1 3 16 1,590
The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank 5 52 55 330 31 305 324 1,087
The implicit liabilities of the Pension Benefit Guaranty Corporation 0 0 0 0 0 1 2 223
The term structure as a predictor of real economic activity 0 0 0 1 1 2 26 1,513
The term structure of interest rates and its role in monetary policy for the European Central Bank 0 2 5 487 0 4 9 1,255
Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy 0 1 4 422 0 2 7 1,149
Total Working Papers 7 62 119 9,346 41 350 563 33,420


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 1 5 782
A prolegomenon to future capital requirements 0 0 0 21 0 0 0 156
Bank Capital and Risk: Is Voluntary Disclosure Enough? 0 0 1 112 1 1 2 246
CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS 0 0 2 65 0 0 4 185
Capital ratios as predictors of bank failure 0 0 4 1,353 1 3 14 4,673
Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 1 1 32 0 1 1 111
Consistent margin requirements: are they feasible? 0 1 2 20 0 1 4 64
Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models 2 2 4 196 6 6 13 689
Estimating the funding gap of the Pension Benefit Guaranty Corporation 0 0 0 7 0 0 1 48
Formulas or supervision? Remarks on the future of regulatory capital 0 0 0 152 0 0 0 495
How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States 1 1 12 408 1 1 24 929
Is there a role for monetary aggregates in the conduct of monetary policy? 0 0 7 250 1 1 12 659
Mixing and matching: Prospective financial sector mergers and market valuation 0 0 1 138 0 0 4 390
Monetary Policy Shifts and the Stability of Monetary Policy Models 1 1 1 268 2 2 9 617
Monetary tightening cycles and the predictability of economic activity 1 1 6 146 1 3 14 426
Predicting U.S. Recessions: Financial Variables As Leading Indicators 5 13 37 798 11 24 112 2,423
Risk‐taking channel of monetary policy 0 0 2 27 0 4 12 83
Securitization and the efficacy of monetary policy 0 0 2 363 0 0 8 888
Sovereign and Banking Sector Debt: Interconnections through Guarantees 0 0 0 17 0 0 2 91
THE PRICE PUZZLE AND VAR IDENTIFICATION 0 0 5 44 1 2 18 137
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 5 58 1,784 5 18 130 3,573
The cyclical behavior of optimal bank capital 0 0 2 302 0 2 5 649
The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank 0 0 19 1,084 2 3 44 2,122
The price risk of options positions: measurement and capital requirements 0 0 0 20 0 1 2 81
The yield curve as a leading indicator: some practical issues 0 0 7 351 3 5 30 885
The yield curve as a predictor of U.S. recessions 0 1 4 602 0 4 17 1,491
Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor 0 0 0 47 0 0 2 147
Why Does the Yield Curve Predict Output and Inflation? 0 0 0 939 3 7 29 1,975
Total Journal Articles 12 26 177 9,564 38 90 518 25,077


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 1 251
Total Books 0 0 0 0 0 0 1 251


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 0 1 1 94
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 1 2 3 59 1 2 5 218
Total Chapters 1 2 3 96 1 3 6 312


Statistics updated 2022-12-04