22
H index
26
i10 index
4040
Citations
Rensselaer Polytechnic Institute | 22 H index 26 i10 index 4040 Citations RESEARCH PRODUCTION: 29 Articles 27 Papers 1 Books 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Arturo Estrella. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Policy Review | 4 |
Quarterly Review | 3 |
The Review of Economics and Statistics | 3 |
Current Issues in Economics and Finance | 2 |
Journal of Banking & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Research Paper / Federal Reserve Bank of New York | 12 |
Staff Reports / Federal Reserve Bank of New York | 7 |
NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
Year ![]() | Title of citing document ![]() |
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2024 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper |
2024 | A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269. Full description at Econpapers || Download paper |
2024 | A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153. Full description at Econpapers || Download paper |
2024 | Forecasting Recessions in Canada: An Autoregressive Probit Model Approach. (2024). Tuzcuoglu, Kerem ; Poulin-Moore, Antoine. In: Staff Working Papers. RePEc:bca:bocawp:24-10. Full description at Econpapers || Download paper |
2025 | Monetary aggregates and inflation: A new view on an old relationship. (2025). Colavecchio, Roberta ; Amisano, Gianni. In: BCL working papers. RePEc:bcl:bclwop:bclwp195. Full description at Econpapers || Download paper |
2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | Inflation Tales: The Heterogenous Price Effects from Current Account Dynamics. (2024). Afonso, Antonio ; Jalles, Joao ; Monteiro, Sofia ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11512. Full description at Econpapers || Download paper |
2024 | Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999. Full description at Econpapers || Download paper |
2024 | Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824. Full description at Econpapers || Download paper |
2024 | Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056. Full description at Econpapers || Download paper |
2024 | Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111. Full description at Econpapers || Download paper |
2024 | Deposit competition and effectiveness of bank capital requirements. (2024). Han, Ruoning ; Muyeed, Ahadul Kabir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001414. Full description at Econpapers || Download paper |
2024 | Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499. Full description at Econpapers || Download paper |
2024 | Conventional monetary interventions through the credit channel and the rise of non-bank institutions. (2024). Rivolta, Giulia ; Cafiso, Gianluca. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000894. Full description at Econpapers || Download paper |
2024 | The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper |
2024 | Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401208x. Full description at Econpapers || Download paper |
2024 | The leverage ratio, risk-taking and bank stability. (2024). Lang, Jan Hannes ; Grill, Michael ; Acosta-Smith, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301364. Full description at Econpapers || Download paper |
2024 | Linkages between financial and macroeconomic indicators in emerging markets and developing economies. (2024). Loungani, Prakash ; Biswas, Rita ; Michaelides, Michael ; Liang, Zhongwen. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000796. Full description at Econpapers || Download paper |
2024 | Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744. Full description at Econpapers || Download paper |
2024 | A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246. Full description at Econpapers || Download paper |
2024 | Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422. Full description at Econpapers || Download paper |
2024 | Is high debt Constraining monetary policy? evidence from inflation expectations. (2024). Kamber, Gunes ; Gelos, R. Gaston ; Harrison, Olamide ; Casiraghi, Marco ; Brandao-Marques, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001931. Full description at Econpapers || Download paper |
2024 | Household heterogeneity and the price puzzle in a new Keynesian model. (2024). Ida, Daisuke. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070424000028. Full description at Econpapers || Download paper |
2024 | Traditional output dynamics: A structural perspective. (2024). Malikane, Christopher. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000557. Full description at Econpapers || Download paper |
2024 | Cross-sectional financial conditions, business cycles and the lending channel. (2024). , Thiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000503. Full description at Econpapers || Download paper |
2024 | Money, output, and prices: 1967-2022. (2024). Horan, Patrick. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000760. Full description at Econpapers || Download paper |
2024 | Money/asset ratio as a predictor of inflation. (2024). Do, Nguyen Duc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001029. Full description at Econpapers || Download paper |
2024 | Do corporate credit spreads predict the real economy?. (2024). Bazzana, Flavio ; Chatterjee, Ujjal Kanti. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:272-286. Full description at Econpapers || Download paper |
2024 | Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x. Full description at Econpapers || Download paper |
2024 | Same old song: On the macroeconomic and distributional effects of leaving a Low Interest Rate Environment. (2024). Russo, Alberto ; Botta, Alberto ; Caverzasi, Eugenio. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:552-570. Full description at Econpapers || Download paper |
2024 | Which Is Preferred between Electric or Hydrogen Cars for Carbon Neutrality in the Commercial Vehicle Transportation Sector of South Korea? Implications from a Public Opinion Survey. (2024). Yoo, Seung-Hoon ; Ahn, Hong-Su ; Hyun, Min-Ki. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:1098-:d:1345574. Full description at Econpapers || Download paper |
2024 | Dynamic Capital Structure Adjustment: An Integrated Analysis of Firm-Specific and Macroeconomic Factors in Korean Firms. (2024). Lee, Miyoung ; Sauka, Kudzai ; Choi, Sungsup Brian. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:1:p:26-:d:1355245. Full description at Econpapers || Download paper |
2024 | Analysis of Long-Term Bond Yields Using Deviations from Covered Interest Rate Parity. (2024). Jo, Gab-Je. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:117-:d:1355973. Full description at Econpapers || Download paper |
2024 | The Impact of Stock Price Crash Risk on Bank Dividend Payouts. (2024). Liu, YI ; Jin, Justin Yiqiang. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:209-:d:1395013. Full description at Econpapers || Download paper |
2024 | Inflation Tales: the Heterogenous Price Effects from Current Account Dynamics. (2024). Afonso, Antonio ; Alves, Jos ; Monteiro, Sofia ; Jalles, Joao. In: Working Papers REM. RePEc:ise:remwps:wp03592024. Full description at Econpapers || Download paper |
2024 | Scoring Six Detrending Methods on Timing, Lead-Lag Relations, and Cycle Periods: An Empirical Study of US and UK Recessions 1977–2020. (2024). Seip, Knut Lehre ; Zhang, Dan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10548-x. Full description at Econpapers || Download paper |
2024 | Chinas business cycle forecasting: a machine learning approach. (2024). Tang, Pan ; Zhang, Yuwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10549-w. Full description at Econpapers || Download paper |
2024 | The Inverted Yield Curve in a 3-Equation Model. (2024). Michl, Thomas ; Davis, Leila. In: Eastern Economic Journal. RePEc:pal:easeco:v:50:y:2024:i:2:d:10.1057_s41302-024-00264-7. Full description at Econpapers || Download paper |
2024 | Deposit interest rates and monetary policy transmission. (2024). Queir, Leonor ; Bonfim, Diana. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:re202411. Full description at Econpapers || Download paper |
2024 | Insurers’ M&A in the United States during the 1990-2022 period: Is the Fed monetary policy a causal factor. (2024). Dionne, Georges ; Mnasri, Mohamed ; Fenou, Akouete. In: Working Papers. RePEc:ris:crcrmw:2024_002. Full description at Econpapers || Download paper |
2024 | A Note on the Predictive Power of the Term Spread for the Output Gap. (2024). Zagaglia, Paolo. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_7. Full description at Econpapers || Download paper |
2024 | The Predictive Power of the Yield Spread Under the Veil of Time. (2024). Zagaglia, Paolo. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:13:y:2024:i:3:f:13_3_1. Full description at Econpapers || Download paper |
2024 | Rate Cycles. (2024). Kose, Ayhan ; Ha, Jongrim ; Forbes, Kristin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10876. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Downturns and changes in the yield slope. (2024). Abbritti, Mirko ; Moreno, Antonio ; Equiza, Juan ; Trani, Tommaso. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:673-701. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2002 | Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models In: American Economic Review. [Full Text][Citation analysis] | article | 256 |
1998 | A New Measure of Fit for Equations with Dichotomous Dependent Variables. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 215 |
1997 | A new measure of fit for equations with dichotomous dependent variables.(1997) In: Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 215 | paper | |
2005 | Productivity, monetary policy and financial indicators In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 1 |
2019 | Risk‐taking channel of monetary policy In: Financial Management. [Full Text][Citation analysis] | article | 19 |
2018 | Risk-Taking Channel of Monetary Policy.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
1991 | The Term Structure as a Predictor of Real Economic Activity. In: Journal of Finance. [Full Text][Citation analysis] | article | 953 |
1989 | The term structure as a predictor of real economic activity.(1989) In: Research Paper. [Citation analysis] This paper has nother version. Agregated cites: 953 | paper | |
2003 | CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 28 |
2015 | THE PRICE PUZZLE AND VAR IDENTIFICATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 20 |
2005 | Why Does the Yield Curve Predict Output and Inflation? In: Economic Journal. [Full Text][Citation analysis] | article | 176 |
2008 | Monetary tightening cycles and the predictability of economic activity In: Economics Letters. [Full Text][Citation analysis] | article | 30 |
2009 | Monetary tightening cycles and the predictability of economic activity.(2009) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
1997 | The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank In: European Economic Review. [Full Text][Citation analysis] | article | 342 |
2001 | Mixing and matching: Prospective financial sector mergers and market valuation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 42 |
2004 | The cyclical behavior of optimal bank capital In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 135 |
1997 | Is there a role for monetary aggregates in the conduct of monetary policy? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 224 |
1996 | Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy?.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 224 | paper | |
1999 | Are \deep\ parameters stable? the Lucas critique as an empirical hypothesis In: Working Papers. [Full Text][Citation analysis] | paper | 59 |
1999 | Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis.(1999) In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
1996 | The yield curve as a predictor of U.S. recessions In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 88 |
2006 | The yield curve as a leading indicator: some practical issues In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 100 |
1995 | A prolegomenon to future capital requirements In: Economic Policy Review. [Full Text][Citation analysis] | article | 9 |
1998 | Formulas or supervision? Remarks on the future of regulatory capital In: Economic Policy Review. [Full Text][Citation analysis] | article | 7 |
2000 | Capital ratios as predictors of bank failure In: Economic Policy Review. [Full Text][Citation analysis] | article | 132 |
2002 | Securitization and the efficacy of monetary policy In: Economic Policy Review. [Full Text][Citation analysis] | article | 73 |
1990 | Corporate leverage and taxes in the U.S. economy In: Monograph. [Citation analysis] | book | 0 |
1990 | Corporate leverage and taxes in the U.S. economy.(1990) In: Research Paper. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1988 | Estimating the funding gap of the Pension Benefit Guaranty Corporation In: Quarterly Review. [Full Text][Citation analysis] | article | 0 |
1988 | Consistent margin requirements: are they feasible? In: Quarterly Review. [Full Text][Citation analysis] | article | 2 |
1994 | The price risk of options positions: measurement and capital requirements In: Quarterly Review. [Full Text][Citation analysis] | article | 7 |
1988 | Interest rate swaps: an alternative explanation In: Research Paper. [Citation analysis] | paper | 13 |
1989 | The implicit liabilities of the Pension Benefit Guaranty Corporation In: Research Paper. [Citation analysis] | paper | 0 |
1994 | Options positions: risk management and capital requirements In: Research Paper. [Citation analysis] | paper | 3 |
1995 | Taylor, Black and Scholes: series approximations and risk management pitfalls In: Research Paper. [Full Text][Citation analysis] | paper | 9 |
1995 | The term structure of interest rates and its role in monetary policy for the European Central Bank In: Research Paper. [Full Text][Citation analysis] | paper | 54 |
1995 | The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
1996 | Predicting U.S. recessions: financial variables as leading indicators In: Research Paper. [Full Text][Citation analysis] | paper | 476 |
1995 | Predicting U.S. Recessions: Financial Variables as Leading Indicators.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 476 | paper | |
1998 | Predicting U.S. Recessions: Financial Variables As Leading Indicators.(1998) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 476 | article | |
1997 | Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy In: Research Paper. [Full Text][Citation analysis] | paper | 5 |
1997 | Aggregate supply and demand shocks: a natural rate approach. In: Research Paper. [Full Text][Citation analysis] | paper | 3 |
1998 | Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty In: Research Paper. [Full Text][Citation analysis] | paper | 141 |
1999 | Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty.(1999) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 141 | chapter | |
2000 | Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 141 | paper | |
2000 | How stable is the predictive power of the yield curve? evidence from Germany and the United States In: Staff Reports. [Full Text][Citation analysis] | paper | 214 |
2003 | How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 214 | article | |
2005 | One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory In: Staff Reports. [Full Text][Citation analysis] | paper | 4 |
2007 | Generalized canonical regression In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2007 | Extracting business cycle fluctuations: what do time series filters really do? In: Staff Reports. [Full Text][Citation analysis] | paper | 4 |
1998 | Consistent covariance matrix estimation in probit models with autocorrelated errors In: Staff Reports. [Full Text][Citation analysis] | paper | 26 |
2010 | Monetary cycles, financial cycles, and the business cycle In: Staff Reports. [Full Text][Citation analysis] | paper | 30 |
2004 | Bank Capital and Risk: Is Voluntary Disclosure Enough? In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 15 |
2015 | Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor In: Journal of Economic and Financial Studies (JEFS). [Full Text][Citation analysis] | article | 2 |
1996 | Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
1983 | Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2012 | Sovereign and Banking Sector Debt: Interconnections through Guarantees In: OECD Journal: Financial Market Trends. [Full Text][Citation analysis] | article | 5 |
1998 | The Future of Regulatory Capital: General Principles and Specific Proposals In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 1 |
2003 | Monetary Policy Shifts and the Stability of Monetary Policy Models In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 110 |
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