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


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


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 95
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty 0 0 2 60 2 2 4 221
Total Chapters 0 0 2 97 2 3 5 316


Statistics updated 2023-11-05