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 |
3 |
12 |
1,318 |
| Aggregate supply and demand shocks: a natural rate approach |
1 |
2 |
3 |
203 |
1 |
2 |
12 |
1,296 |
| Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis |
1 |
1 |
1 |
551 |
1 |
4 |
19 |
1,759 |
| Are \"deep\" parameters stable? the Lucas critique as an empirical hypothesis |
0 |
1 |
2 |
312 |
0 |
3 |
19 |
1,279 |
| Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 |
0 |
0 |
0 |
138 |
0 |
3 |
9 |
2,503 |
| Consistent covariance matrix estimation in probit models with autocorrelated errors |
0 |
0 |
0 |
342 |
0 |
3 |
20 |
1,364 |
| Corporate leverage and taxes in the U.S. economy |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
265 |
| Extracting business cycle fluctuations: what do time series filters really do? |
0 |
1 |
1 |
242 |
0 |
2 |
9 |
582 |
| Generalized canonical regression |
0 |
0 |
0 |
116 |
0 |
1 |
7 |
404 |
| How stable is the predictive power of the yield curve? evidence from Germany and the United States |
0 |
1 |
1 |
751 |
2 |
6 |
13 |
1,929 |
| Interest rate swaps: an alternative explanation |
0 |
0 |
0 |
3 |
0 |
0 |
9 |
1,839 |
| Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy? |
0 |
0 |
0 |
604 |
1 |
4 |
15 |
1,638 |
| Monetary cycles, financial cycles, and the business cycle |
0 |
1 |
3 |
654 |
0 |
4 |
24 |
1,252 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
1 |
1 |
215 |
0 |
4 |
18 |
525 |
| One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory |
0 |
0 |
0 |
170 |
0 |
0 |
8 |
951 |
| Options positions: risk management and capital requirements |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
318 |
| Predicting U.S. Recessions: Financial Variables as Leading Indicators |
0 |
2 |
5 |
1,206 |
3 |
17 |
45 |
2,822 |
| Predicting U.S. recessions: financial variables as leading indicators |
0 |
1 |
2 |
1,072 |
2 |
13 |
35 |
2,759 |
| Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty |
0 |
0 |
0 |
196 |
0 |
0 |
14 |
1,157 |
| Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty |
0 |
0 |
0 |
268 |
1 |
2 |
23 |
877 |
| Risk-Taking Channel of Monetary Policy |
0 |
2 |
2 |
265 |
0 |
5 |
27 |
450 |
| Taylor, Black and Scholes: series approximations and risk management pitfalls |
0 |
0 |
5 |
430 |
0 |
1 |
20 |
1,646 |
| The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank |
0 |
1 |
3 |
380 |
0 |
7 |
29 |
1,308 |
| The implicit liabilities of the Pension Benefit Guaranty Corporation |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
232 |
| The term structure as a predictor of real economic activity |
0 |
0 |
0 |
1 |
2 |
14 |
38 |
1,601 |
| The term structure of interest rates and its role in monetary policy for the European Central Bank |
0 |
0 |
0 |
492 |
0 |
0 |
10 |
1,276 |
| Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy |
0 |
0 |
0 |
431 |
0 |
1 |
7 |
1,181 |
| Total Working Papers |
2 |
14 |
29 |
9,542 |
13 |
105 |
463 |
34,531 |
| 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 |
4 |
16 |
810 |
| A prolegomenon to future capital requirements |
0 |
0 |
0 |
22 |
0 |
3 |
9 |
170 |
| Bank Capital and Risk: Is Voluntary Disclosure Enough? |
0 |
0 |
0 |
113 |
0 |
0 |
7 |
257 |
| CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS |
0 |
0 |
0 |
66 |
0 |
2 |
10 |
199 |
| Capital ratios as predictors of bank failure |
0 |
0 |
0 |
1,357 |
0 |
9 |
21 |
4,732 |
| Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures |
0 |
0 |
0 |
33 |
0 |
3 |
7 |
122 |
| Consistent margin requirements: are they feasible? |
0 |
0 |
0 |
21 |
1 |
1 |
6 |
74 |
| Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models |
0 |
2 |
2 |
203 |
0 |
2 |
21 |
729 |
| Estimating the funding gap of the Pension Benefit Guaranty Corporation |
0 |
0 |
0 |
8 |
0 |
1 |
4 |
53 |
| Formulas or supervision? Remarks on the future of regulatory capital |
0 |
0 |
0 |
155 |
0 |
5 |
6 |
506 |
| How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States |
0 |
1 |
2 |
423 |
0 |
5 |
21 |
978 |
| Is there a role for monetary aggregates in the conduct of monetary policy? |
1 |
1 |
1 |
256 |
1 |
2 |
17 |
691 |
| Mixing and matching: Prospective financial sector mergers and market valuation |
0 |
0 |
0 |
144 |
0 |
1 |
8 |
408 |
| Monetary Policy Shifts and the Stability of Monetary Policy Models |
0 |
0 |
2 |
275 |
1 |
2 |
20 |
660 |
| Monetary tightening cycles and the predictability of economic activity |
0 |
1 |
1 |
152 |
0 |
9 |
21 |
464 |
| Predicting U.S. Recessions: Financial Variables As Leading Indicators |
3 |
14 |
33 |
895 |
18 |
59 |
132 |
2,752 |
| Risk‐taking channel of monetary policy |
0 |
1 |
3 |
34 |
1 |
6 |
17 |
125 |
| Securitization and the efficacy of monetary policy |
0 |
0 |
0 |
365 |
0 |
2 |
13 |
914 |
| Sovereign and Banking Sector Debt: Interconnections through Guarantees |
0 |
0 |
0 |
18 |
0 |
0 |
20 |
112 |
| THE PRICE PUZZLE AND VAR IDENTIFICATION |
0 |
0 |
0 |
59 |
4 |
7 |
34 |
214 |
| The Future of Regulatory Capital: General Principles and Specific Proposals |
0 |
0 |
0 |
18 |
0 |
1 |
8 |
70 |
| The Term Structure as a Predictor of Real Economic Activity |
0 |
0 |
15 |
1,870 |
2 |
21 |
79 |
3,831 |
| The cyclical behavior of optimal bank capital |
0 |
0 |
1 |
306 |
1 |
4 |
56 |
711 |
| The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank |
0 |
0 |
6 |
1,121 |
1 |
5 |
29 |
2,230 |
| The price risk of options positions: measurement and capital requirements |
0 |
0 |
0 |
20 |
0 |
3 |
9 |
93 |
| The yield curve as a leading indicator: some practical issues |
0 |
0 |
4 |
375 |
3 |
8 |
46 |
1,013 |
| The yield curve as a predictor of U.S. recessions |
1 |
2 |
5 |
619 |
2 |
13 |
54 |
1,585 |
| Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor |
0 |
0 |
0 |
48 |
0 |
1 |
8 |
160 |
| Why Does the Yield Curve Predict Output and Inflation? |
0 |
0 |
0 |
939 |
3 |
7 |
28 |
2,070 |
| Total Journal Articles |
5 |
22 |
75 |
9,915 |
39 |
186 |
727 |
26,733 |
|
|
LogEc is hosted by the
Örebro University School of Business.