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 3 487 2 4 12 1,252
Aggregate supply and demand shocks: a natural rate approach 0 0 0 168 0 0 3 1,222
Are "deep" parameters stable? the Lucas critique as an empirical hypothesis 0 0 2 305 2 5 12 1,214
Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis 0 1 2 536 0 1 3 1,688
Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 0 0 0 138 0 0 3 2,488
Consistent covariance matrix estimation in probit models with autocorrelated errors 0 0 4 334 1 1 7 1,311
Corporate leverage and taxes in the U.S. economy 0 0 0 0 0 0 0 250
Extracting business cycle fluctuations: what do time series filters really do? 0 0 3 235 1 3 16 536
Generalized canonical regression 0 1 1 116 0 1 4 392
How stable is the predictive power of the yield curve? evidence from Germany and the United States 0 1 4 731 4 6 18 1,847
Interest rate swaps: an alternative explanation 0 0 0 3 0 2 7 1,798
Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? 2 2 5 594 2 2 17 1,558
Monetary cycles, financial cycles, and the business cycle 3 8 35 601 22 35 107 981
Monetary tightening cycles and the predictability of economic activity 0 1 4 194 2 6 16 441
One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory 0 0 0 166 0 0 1 920
Options positions: risk management and capital requirements 0 0 0 0 0 0 2 300
Predicting U.S. Recessions: Financial Variables as Leading Indicators 0 1 5 1,175 0 7 26 2,658
Predicting U.S. recessions: financial variables as leading indicators 2 4 19 1,012 5 19 72 2,527
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 0 186 0 0 0 1,109
Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty 0 0 1 258 4 4 10 816
Risk-Taking Channel of Monetary Policy 3 10 56 173 7 25 110 196
Taylor, Black and Scholes: series approximations and risk management pitfalls 1 1 4 398 2 5 18 1,515
The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank 0 1 4 258 0 4 20 696
The implicit liabilities of the Pension Benefit Guaranty Corporation 0 0 0 0 0 1 2 215
The term structure as a predictor of real economic activity 0 0 0 1 12 24 69 1,321
The term structure of interest rates and its role in monetary policy for the European Central Bank 0 0 1 473 0 3 7 1,208
Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy 0 2 6 401 3 7 18 1,087
Total Working Papers 11 33 159 8,943 69 165 580 31,546


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 2 4 8 740
A prolegomenon to future capital requirements 0 0 0 19 0 1 3 144
Bank Capital and Risk: Is Voluntary Disclosure Enough? 0 1 2 110 0 2 9 231
CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS 0 1 2 57 1 2 5 167
Capital ratios as predictors of bank failure 0 1 6 1,337 1 6 31 4,595
Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures 0 0 0 31 0 0 0 103
Consistent margin requirements: are they feasible? 1 1 4 17 1 1 7 53
Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models 0 0 5 182 0 3 15 620
Estimating the funding gap of the Pension Benefit Guaranty Corporation 0 1 1 7 0 2 9 40
Formulas or supervision? Remarks on the future of regulatory capital 1 1 1 150 1 1 5 482
How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States 2 3 8 364 4 12 30 817
Is there a role for monetary aggregates in the conduct of monetary policy? 0 1 13 230 4 5 40 577
Mixing and matching: Prospective financial sector mergers and market valuation 0 0 2 136 0 3 10 371
Monetary Policy Shifts and the Stability of Monetary Policy Models 0 1 6 251 1 3 14 560
Monetary tightening cycles and the predictability of economic activity 1 1 5 131 1 4 26 377
Predicting U.S. Recessions: Financial Variables As Leading Indicators 6 30 115 596 20 102 309 1,778
Securitization and the efficacy of monetary policy 1 2 6 349 5 9 18 844
Sovereign and Banking Sector Debt: Interconnections through Guarantees 0 0 0 17 0 0 1 72
THE PRICE PUZZLE AND VAR IDENTIFICATION 0 0 2 8 0 2 6 34
The Future of Regulatory Capital: General Principles and Specific Proposals 0 0 0 18 0 0 1 55
The Term Structure as a Predictor of Real Economic Activity 9 31 121 1,475 21 76 270 2,858
The cyclical behavior of optimal bank capital 1 2 7 276 2 3 21 583
The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank 3 18 74 965 9 31 139 1,855
The price risk of options positions: measurement and capital requirements 0 0 3 19 0 0 3 64
The yield curve as a leading indicator: some practical issues 0 0 4 306 1 4 18 745
The yield curve as a predictor of U.S. recessions 1 3 16 580 2 7 45 1,379
Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor 2 2 2 42 2 3 12 106
Why Does the Yield Curve Predict Output and Inflation? 0 5 23 914 0 17 49 1,840
Total Journal Articles 28 105 428 8,587 78 303 1,104 22,090


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 1 244
Total Books 0 0 0 0 0 0 1 244


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 33 0 0 0 83
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 1 52 1 1 3 200
Total Chapters 0 0 1 85 1 1 3 283


Statistics updated 2019-08-03