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 7 9 1,315
Aggregate supply and demand shocks: a natural rate approach 0 0 1 201 0 6 10 1,294
Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis 0 0 2 550 1 10 22 1,753
Are \"deep\" parameters stable? the Lucas critique as an empirical hypothesis 1 1 1 311 2 9 13 1,273
Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 0 0 0 138 1 4 6 2,500
Consistent covariance matrix estimation in probit models with autocorrelated errors 0 0 0 342 1 11 15 1,359
Corporate leverage and taxes in the U.S. economy 0 0 0 0 2 5 5 263
Extracting business cycle fluctuations: what do time series filters really do? 0 0 0 241 2 5 6 579
Generalized canonical regression 0 0 0 116 1 5 6 403
How stable is the predictive power of the yield curve? evidence from Germany and the United States 0 0 0 750 1 3 6 1,922
Interest rate swaps: an alternative explanation 0 0 0 3 3 7 10 1,839
Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? 0 0 0 604 0 8 11 1,634
Monetary cycles, financial cycles, and the business cycle 0 0 3 652 1 12 20 1,246
Monetary tightening cycles and the predictability of economic activity 0 0 0 214 1 12 13 520
One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory 0 0 0 170 0 6 6 949
Options positions: risk management and capital requirements 0 0 0 0 3 6 6 317
Predicting U.S. Recessions: Financial Variables as Leading Indicators 0 1 4 1,203 0 17 32 2,802
Predicting U.S. recessions: financial variables as leading indicators 0 1 3 1,071 6 12 21 2,741
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 1 196 1 10 16 1,157
Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty 0 0 0 268 5 15 20 874
Risk-Taking Channel of Monetary Policy 0 0 0 263 6 15 20 442
Taylor, Black and Scholes: series approximations and risk management pitfalls 0 3 7 430 3 13 22 1,644
The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank 0 0 3 379 1 10 26 1,299
The implicit liabilities of the Pension Benefit Guaranty Corporation 0 0 0 0 0 3 4 229
The term structure as a predictor of real economic activity 0 0 0 1 6 14 27 1,585
The term structure of interest rates and its role in monetary policy for the European Central Bank 0 0 0 492 2 7 9 1,275
Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy 0 0 0 431 0 1 7 1,178
Total Working Papers 1 6 25 9,526 49 233 368 34,392


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 6 13 806
A prolegomenon to future capital requirements 0 0 0 22 1 5 7 167
Bank Capital and Risk: Is Voluntary Disclosure Enough? 0 0 0 113 1 4 8 257
CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS 0 0 0 66 3 6 8 197
Capital ratios as predictors of bank failure 0 0 0 1,357 0 8 16 4,723
Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 0 33 1 2 5 119
Consistent margin requirements: are they feasible? 0 0 0 21 0 3 4 72
Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models 0 0 1 201 2 7 19 726
Estimating the funding gap of the Pension Benefit Guaranty Corporation 0 0 0 8 1 2 3 52
Formulas or supervision? Remarks on the future of regulatory capital 0 0 0 155 0 1 1 501
How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States 1 1 1 422 1 7 15 972
Is there a role for monetary aggregates in the conduct of monetary policy? 0 0 0 255 3 12 14 687
Mixing and matching: Prospective financial sector mergers and market valuation 0 0 1 144 0 4 6 405
Monetary Policy Shifts and the Stability of Monetary Policy Models 0 1 2 275 2 8 19 657
Monetary tightening cycles and the predictability of economic activity 0 0 0 151 1 9 14 455
Predicting U.S. Recessions: Financial Variables As Leading Indicators 2 10 25 879 12 40 88 2,685
Risk‐taking channel of monetary policy 0 1 2 33 1 4 11 118
Securitization and the efficacy of monetary policy 0 0 0 365 2 5 12 912
Sovereign and Banking Sector Debt: Interconnections through Guarantees 0 0 1 18 4 14 19 110
THE PRICE PUZZLE AND VAR IDENTIFICATION 0 0 0 59 3 19 24 201
The Future of Regulatory Capital: General Principles and Specific Proposals 0 0 0 18 1 6 7 69
The Term Structure as a Predictor of Real Economic Activity 1 7 19 1,869 6 29 67 3,803
The cyclical behavior of optimal bank capital 0 1 2 306 17 37 40 694
The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank 0 2 9 1,121 3 14 32 2,224
The price risk of options positions: measurement and capital requirements 0 0 0 20 0 2 5 89
The yield curve as a leading indicator: some practical issues 0 2 5 375 3 26 44 1,005
The yield curve as a predictor of U.S. recessions 0 1 4 617 1 17 39 1,565
Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor 0 0 0 48 1 6 7 159
Why Does the Yield Curve Predict Output and Inflation? 0 0 0 939 1 11 27 2,061
Total Journal Articles 4 26 72 9,890 72 314 574 26,491


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 2 4 4 255
Total Books 0 0 0 0 2 4 4 255


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 3 9 12 109
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 2 67 1 8 14 242
Total Chapters 0 0 2 104 4 17 26 351


Statistics updated 2026-03-04