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 |
|
|
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