Arturo Estrella : Citation Profile


Are you Arturo Estrella?

Rensselaer Polytechnic Institute

21

H index

25

i10 index

3200

Citations

RESEARCH PRODUCTION:

29

Articles

27

Papers

1

Books

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   36 years (1983 - 2019). See details.
   Cites by year: 88
   Journals where Arturo Estrella has often published
   Relations with other researchers
   Recent citing documents: 153.    Total self citations: 25 (0.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pes29
   Updated: 2020-10-17    RAS profile: 2019-10-11    
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Relations with other researchers


Works with:

Shin, Hyun Song (2)

Adrian, Tobias (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Arturo Estrella.

Is cited by:

Chen, Nan-Kuang (30)

Kose, Ayhan (24)

Paya, Ivan (24)

Claessens, Stijn (24)

Leung, Charles (22)

Castelnuovo, Efrem (22)

Wohar, Mark (21)

GUPTA, RANGAN (21)

Gómez Biscarri, Javier (20)

Söderström, Ulf (20)

Pönkä, Harri (20)

Cites to:

Mishkin, Frederic (40)

Gertler, Mark (27)

Svensson, Lars (21)

Berger, Allen (19)

Bernanke, Ben (19)

Gali, Jordi (15)

Clarida, Richard (14)

Fuhrer, Jeffrey (11)

Andrews, Donald (11)

Rudebusch, Glenn (10)

Mester, Loretta (9)

Main data


Where Arturo Estrella has published?


Journals with more than one article published# docs
Economic Policy Review4
Quarterly Review3
The Review of Economics and Statistics3
Current Issues in Economics and Finance2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Research Paper / Federal Reserve Bank of New York12
Staff Reports / Federal Reserve Bank of New York7

Recent works citing Arturo Estrella (2020 and 2019)


YearTitle of citing document
2019House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Uju V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/067.

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2019Vulnerable Growth. (2019). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:4:p:1263-89.

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2019House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Andrew. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/067.

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2020Causes of the curve: Assessing risk in public and private financial economics. (2020). Barry, Todd J. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:109-130.

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2020The US Term Structure and Return Volatility in Global REIT Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Yuksel, Aydin. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:3:p:84-109.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2019A regime-switching model for the federal funds rate target. (2019). Sirchenko, Andrei. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1901.

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2019On expansions for the Black-Scholes prices and hedge parameters. (2019). Aguilar, Jean-Philippe. In: Papers. RePEc:arx:papers:1809.06736.

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2019Publish and Perish: Creative Destruction and Macroeconomic Theory. (2019). Chatelain, Jean-Bernard ; Ralf, Kirsten ; Jean- Bernard Chatelain, . In: Papers. RePEc:arx:papers:1908.10680.

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2020Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics. (2020). Duan, Puhong ; Faghan, Yaser ; Ghamisi, Pedram ; Mosavi, Amir. In: Papers. RePEc:arx:papers:2004.01509.

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2020Loss Rate Forecasting Framework Based on Macroeconomic Changes: Application to US Credit Card Industry. (2020). Handfield, Robert B ; Lengacher, David C ; Taghiyeh, Sajjad. In: Papers. RePEc:arx:papers:2006.07911.

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2019An Attempt to Predict Recession for the Indian Economy Using Leading Indicators. (2019). Kaur, Sumanpreet. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:171-190.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2019¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David. In: Borradores de Economia. RePEc:bdr:borrec:1077.

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2019Predicting recessions: financial cycle versus term spread. (2019). Author, Dora Xia ; Drehmann, Mathias ; Borio, Claudio. In: BIS Working Papers. RePEc:bis:biswps:818.

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2020Monetary base and federal government debt in the long‐run: A non‐linear analysis. (2020). Ahmed, Haydory Akbar . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:167-184.

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2020Some properties of inflation expectations in the euro area. (2020). Sorić, Petar ; Lolić, Ivana ; Matoec, Marina . In: Metroeconomica. RePEc:bla:metroe:v:71:y:2020:i:1:p:176-203.

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2020From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:758-780.

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2019What does peer-to-peer lending evidence say about the risk-taking channel of monetary policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_016.

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2019Alchemy of Financial Innovation: Securitization, Liquidity and Optimal Monetary Policy. (2019). Yang, Jungu. In: Working Papers. RePEc:bok:wpaper:1910.

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2019Does Business Confidence Matter for Investment?. (2019). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

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2019Predicting Recessions in the Euro Area: A Factor Approach. (2019). Parle, Conor ; Goodhead, Robert. In: Economic Letters. RePEc:cbi:ecolet:2/el/19.

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2019Monetary policy expectations and risk-taking among U.S. banks. (2019). Kelly, Robert ; Byrne, David. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/19.

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2019What Does Peer-To-Peer Lending Evidence Say about the Risk-Taking Channel of Monetary Policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7792.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2019Prévisions de l’activité économique en temps de crise. (2019). Kotchoni, Rachidi ; Stevanovic, Dalibor ; Paquette-Dupuis, Manuel. In: CIRANO Project Reports. RePEc:cir:cirpro:2019rp-04.

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2019The inverted yield curve in the USA: How much time is left until a recession?. (2019). Motl, Martin. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2019/5.

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2020Toward a Macroprudential Regulatory Framework for Mutual Funds. (2020). Hasse, Jean-Baptiste ; Panopoulou, Ekaterini ; Candelon, Bertrand ; Argyropoulos, Christos. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_008.

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2019Behavioral learning equilibria in the New Keynesian model. (2019). Mavromatis, Kostas(Konstantinos) ; Hommes, Cars ; Zhu, Mei ; Ozden, Tolga. In: DNB Working Papers. RePEc:dnb:dnbwpp:654.

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2019Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2019). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:660.

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2019Macroprudential stress test of the euro area banking system JEL Classification: E37, E58, G21, G28. (2019). Volk, Matjaž ; Palligkinis, Spyros ; Pancaro, Cosimo ; Moccero, Diego ; Kleemann, Michael ; Covi, Giovanni ; Budnik, Katarzyna ; Nicoletti, Giulio ; Gross, Johannes ; Dimitrov, Ivan ; Mirza, Harun ; Mozzanica, Mirco Balatti ; Giuzio, Margherita ; Cera, Katharina ; di Iasio, Giovanni ; Sienko, Nadeda ; Sarychev, Andrei ; Sanna, Francesco ; Hansen, IB. In: Occasional Paper Series. RePEc:ecb:ecbops:2019226.

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2020Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions. (2020). van der Veken, Wouter ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202436.

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2019Oil and Gas Budget Revenues in Russia after Crisis in 2015. (2019). Mikhaylov, Alexey. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-43.

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2019Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:1.

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2019Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?. (2019). Racicot, François-Éric ; Mesly, Olivier ; Chkir, Imed. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:11-31.

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2019Trade-offs between macroeconomic and financial stability objectives. (2019). villieu, patrick ; Popescu, Alexandra ; Fouejieu, Armand . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:621-639.

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2020Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65.

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2019Predictive ability of financial variables in changing economic circumstances. (2019). Vataja, Juuso ; Rahko, Jaana ; Kuosmanen, Petri. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:37-47.

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2020Bank fee-based shocks and the U.S. business cycle. (2020). Theoret, Raymond ; Calmes, Christian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940817303595.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2020Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data. (2020). Bec, Frédérique ; Kanda, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305436.

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2020Modeling non-normal corporate bond yield spreads by copula. (2020). Jung, Hojin ; Kim, Dong H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301078.

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2020Forecasting US recessions: The role of economic uncertainty. (2020). Natoli, Filippo ; Ercolani, Valerio. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302020.

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2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

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2019Consumption growth predictability and asset prices. (2019). Min, Byoung-Kyu ; Lee, Changjun ; Roh, Tai-Yong . In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:95-118.

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2019Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables. (2019). Kemp, Alexander ; Liu, Jingzhen. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:672-686.

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2020Economic determinants of oil futures volatility: A term structure perspective. (2020). Prokopczuk, Marcel ; Nikitopoulos-Sklibosios, Christina ; Kang, Boda. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300827.

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2020Beyond common equity: The influence of secondary capital on bank insolvency risk. (2020). Cotter, John ; Conlon, Thomas ; Molyneux, Philip. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300103.

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2020Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries. (2020). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300218.

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2020A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175.

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2019Recession forecasting using Bayesian classification. (2019). Hall, Aaron Smalter ; Davig, Troy. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:848-867.

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2019Residential investment and recession predictability. (2019). Herstad, Eyo I ; Anundsen, Andre K ; Aastveit, Knut Are. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1790-1799.

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2020High-frequency credit spread information and macroeconomic forecast revision. (2020). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:358-372.

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2019Macroeconomic conditions, financial constraints, and firms’ financing decisions. (2019). Dasgupta, Sudipto ; Chen, Yunling ; Chang, Xin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:242-255.

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2019The moderating role of capital on the relationship between bank liquidity creation and failure risk. (2019). Cronje, Tom ; Cheung, Adrian ; Zheng, Chen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302262.

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2020The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies?. (2020). Papadamou, Stephanos ; Siriopoulos, Costas ; Evgenidis, Anastasios. In: Journal of Business Research. RePEc:eee:jbrese:v:106:y:2020:i:c:p:221-232.

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2020Is the negative interest rate policy effective?. (2020). Czudaj, Robert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:174:y:2020:i:c:p:75-86.

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2019Forecasting recessions with time-varying models. (2019). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070419300758.

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2020Policy implications of the Lucas Critique empirically tested along the global financial crisis. (2020). Orhan, Mehmet ; Simsek, Esra ; Karimova, Amira. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:1:p:153-172.

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2019Capital regulation and banking bubbles. (2019). El Joueidi, Sarah ; Chevallier, Claire. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:84:y:2019:i:c:p:117-129.

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2020Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Ciccarelli, Matteo ; Canova, Fabio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:81-98.

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2019Are market views on banking industry useful for forecasting economic growth?. (2019). Zhao, LU ; Ye, Xiaoxia ; Lai, Van Son. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18301719.

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2019Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries. (2019). Vataja, Juuso ; Kuosmanen, Petri. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:211-222.

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2019Evaluation of monetary policy: Evidence of the role of money from Malaysia. (2019). el Alaoui, Abdelkader O ; Hanifa, Mohamed Hisham ; Yussof, Sheila Ainon ; Jusoh, Hashim Bin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:119-128.

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2020Term structure estimation with missing data: Application for emerging markets. (2020). Nagy, Krisztina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:347-360.

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2019Negative house price co-movements and US recessions. (2019). Eriksen, Jonas ; Christiansen, Charlotte ; Moller, Stig V. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:77:y:2019:i:c:p:382-394.

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2019Social acceptance of offshore wind energy development in South Korea: Results from a choice experiment survey. (2019). Yoo, Seung-Hoon ; Kim, Ju-Hee. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:113:y:2019:i:c:37.

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2019A re-evaluation of the term spread as a leading indicator. (2019). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:476-492.

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2020Measuring Chinese consumers’ perceived uncertainty. (2020). Jeon, Yoontae ; Lee, Kiryoung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:51-70.

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2019The role of oil prices on the Russian business cycle. (2019). Pönkä, Harri ; Zheng, YI ; Ponka, Harri. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:70-78.

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2020High excursions of Bessel and related random processes. (2020). Rodionov, Igor V ; Piterbarg, Vladimir I. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:8:p:4859-4872.

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2019Transport services and the valuation of flexibility over business cycles. (2019). Tvedt, Jostein. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:130:y:2019:i:c:p:517-528.

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2020Connecting Silos : On linking macroeconomics and finance, and the role of econometrics therein. (2020). van der Wel, M. In: ERIM Inaugural Address Series Research in Management. RePEc:ems:euriar:124748.

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2019Shocking aspects of monetary policy on income inequality in the euro area. (2019). El Herradi, Mehdi ; Creet, Jerome. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1915.

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2020Forecasting the state of the Finnish business cycle*. (2020). Pönkä, Harri ; Stenborg, Markku. In: Finnish Economic Papers. RePEc:fep:journl:v:29:y:2020:i:1:p:81-99.

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2020Predicting Recessions Using the Yield Curve: The Role of the Stance of Monetary Policy. (2020). Cooper, Daniel H ; Olivei, Giovanni P ; Fuhrer, Jeffrey C. In: Current Policy Perspectives. RePEc:fip:fedbcq:87522.

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2020Quantifying Risks to Sovereign Market Access: Methods and Challenges. (2020). Zigraiova, Diana ; Erce, Aitor ; Jiang, XU. In: Globalization Institute Working Papers. RePEc:fip:feddgw:87484.

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2019Treasury Yields and Corporate Bond Yield Spreads: An Empirical Analysis. (1996). Duffee, Gregory R. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:1996-20.

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2019Information in Yield Spread Trades. (2019). Park, Yang-Ho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-25.

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2019Binary Conditional Forecasts. (2019). Owyang, Michael ; McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2019-029.

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2020A Comparison of Fed Tightening Episodes since the 1980s. (2020). Kliesen, Kevin. In: Working Papers. RePEc:fip:fedlwp:87418.

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2019Influence of Macroeconomic Factors on the Return of Russian Stock Exchange Indices. (2019). Anufrieva, Elizaveta V. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:190406:p:75-87.

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2020Autoencoder-Based Three-Factor Model for the Yield Curve of Japanese Government Bonds and a Trading Strategy. (2020). Matsushima, Hiroyasu ; Izumi, Kiyoshi ; Sakaji, Hiroki ; Suimon, Yoshiyuki. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:82-:d:349570.

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2019The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Angelini, Eliana ; Foglia, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287.

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2019A Study on Global Investors’ Criteria for Investment in the Local Currency Bond Markets Using AHP Methods: The Case of the Republic of Korea. (2019). Park, Min Jae ; Jang, Jae Young. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:101-:d:272823.

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2019Men in Grey Suits: Shark Activity and Congestion of the Surfing Commons. (2019). Sankaran, Chandini ; Mixon, Franklin G. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3114-:d:236660.

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2020Yield Spread and Economic Policy Uncertainty: Evidence from Japan. (2020). Chang, Tsangyao ; Chiu, Chien-Liang ; Chen, Chan-Sheng ; Kuo, Pao-Lan ; Wang, Mei-Chih. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4302-:d:362496.

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2020An Efficient Deep Learning Based Model to Predict Interest Rate Using Twitter Sentiment. (2020). Afzal, Sitara ; Yasir, Muhammad ; Song, Oh-Young ; Shahzad, Farhan ; Malik, Nazish Yameen ; Chaudhary, Ghulam Mujtaba ; Latif, Khalid. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1660-:d:324085.

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2019Is inflation driven by survey-based, VAR-based or myopic expectations?. (2019). Bec, Frédérique ; Kanda, Patrick. In: Working Papers. RePEc:hal:wpaper:hal-02175836.

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2020MONETARY POLICY, MONETARY STABILITY AND ECONOMIC GROWTH IN THE DEMOCRATIC REPUBLIC OF CONGO. (2020). Katuala, Henock. In: Working Papers. RePEc:hal:wpaper:hal-02616124.

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2019Publish and Perish: Creative Destruction and Macroeconomic Theory. (2019). Chatelain, Jean-Bernard ; Ralf, Kirsten. In: Working Papers. RePEc:hal:wpaper:halshs-01720655.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Lajaunie, Quentin ; Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02549044.

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2020The Cyclical Patterns of Capital Buffers: Evidence from Japanese Banks. (2020). Kai, Karen Lai . In: Hitotsubashi Journal of commerce and management. RePEc:hit:hitjcm:v:53:y:2020:i:1:p:49-68.

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2020Misclassification-Errors-Adjusted Sahm Rule for Early Identification of Economic Recession. (2020). Sun, Jiandong ; Feng, Shuaizhang. In: Working Papers. RePEc:hka:wpaper:2020-029.

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2019FINANCIAL VULNERABILITY AND INCOME INEQUALITY: NEW EVIDENCE FROM OECD COUNTRIES. (2019). Apergis, Nicholas. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:21:y:2019:i:3f:p:1-14.

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2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

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2019Growth at Risk: Concept and Application in IMF Country Surveillance. (2019). Lafarguette, Romain ; Alter, Adrian ; Wang, Changchun ; Feng, Alan Xiaochen ; Jeasakul, Phakawa ; Elekdag, Selim ; Prasad, Ananthakrishnan. In: IMF Working Papers. RePEc:imf:imfwpa:19/36.

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2019Testing the Friedman-Schwartz hypothesis using time varying correlation. (2019). Ghosh, Taniya ; Parab, Prashant Mehul. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2019-001.

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2019A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion. (2019). Skiadopoulos, George ; Faccini, Renato ; Sarantopoulou-Chiourea, Sylvia ; Konstantinidi, Eirini. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:10:p:4927-4949.

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2019Is First in Family a Good Indicator for Widening University Participation?. (2019). Shure, Nikki ; Henderson, Morag ; Adamecz-Volgyi, Anna. In: IZA Discussion Papers. RePEc:iza:izadps:dp12826.

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More than 100 citations found, this list is not complete...

Arturo Estrella has edited the books:


YearTitleTypeCited

Works by Arturo Estrella:


YearTitleTypeCited
2002Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models In: American Economic Review.
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article224
1998A New Measure of Fit for Equations with Dichotomous Dependent Variables. In: Journal of Business & Economic Statistics.
[Citation analysis]
article179
1997A new measure of fit for equations with dichotomous dependent variables.(1997) In: Research Paper.
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This paper has another version. Agregated cites: 179
paper
2005Productivity, monetary policy and financial indicators In: BIS Papers chapters.
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chapter1
2019Risk‐taking channel of monetary policy In: Financial Management.
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article4
2018Risk-Taking Channel of Monetary Policy.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1991 The Term Structure as a Predictor of Real Economic Activity. In: Journal of Finance.
[Full Text][Citation analysis]
article743
1989The term structure as a predictor of real economic activity.(1989) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 743
paper
2003CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS In: Econometric Theory.
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article22
2015THE PRICE PUZZLE AND VAR IDENTIFICATION In: Macroeconomic Dynamics.
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article5
2005Why Does the Yield Curve Predict Output and Inflation? In: Economic Journal.
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article146
2008Monetary tightening cycles and the predictability of economic activity In: Economics Letters.
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article18
2009Monetary tightening cycles and the predictability of economic activity.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
1997The 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.
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article274
2001Mixing and matching: Prospective financial sector mergers and market valuation In: Journal of Banking & Finance.
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article30
2004The cyclical behavior of optimal bank capital In: Journal of Banking & Finance.
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article116
1997Is there a role for monetary aggregates in the conduct of monetary policy? In: Journal of Monetary Economics.
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article184
1996Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy?.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 184
paper
1999Are \\deep\\ parameters stable? the Lucas critique as an empirical hypothesis In: Working Papers.
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paper47
1996The yield curve as a predictor of U.S. recessions In: Current Issues in Economics and Finance.
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article68
2006The yield curve as a leading indicator: some practical issues In: Current Issues in Economics and Finance.
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article63
1995A prolegomenon to future capital requirements In: Economic Policy Review.
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article9
1998Formulas or supervision? Remarks on the future of regulatory capital In: Economic Policy Review.
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article6
2000Capital ratios as predictors of bank failure In: Economic Policy Review.
[Full Text][Citation analysis]
article106
2002Securitization and the efficacy of monetary policy In: Economic Policy Review.
[Full Text][Citation analysis]
article47
1990Corporate leverage and taxes in the U.S. economy In: Monograph.
[Citation analysis]
book0
1990Corporate leverage and taxes in the U.S. economy.(1990) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1988Estimating the funding gap of the Pension Benefit Guaranty Corporation In: Quarterly Review.
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article0
1988Consistent margin requirements: are they feasible? In: Quarterly Review.
[Full Text][Citation analysis]
article2
1994The price risk of options positions: measurement and capital requirements In: Quarterly Review.
[Full Text][Citation analysis]
article3
1988Interest rate swaps: an alternative explanation In: Research Paper.
[Citation analysis]
paper13
1989The implicit liabilities of the Pension Benefit Guaranty Corporation In: Research Paper.
[Citation analysis]
paper0
1994Options positions: risk management and capital requirements In: Research Paper.
[Citation analysis]
paper3
1995Taylor, Black and Scholes: series approximations and risk management pitfalls In: Research Paper.
[Full Text][Citation analysis]
paper7
1995The term structure of interest rates and its role in monetary policy for the European Central Bank In: Research Paper.
[Full Text][Citation analysis]
paper49
1995The 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 another version. Agregated cites: 49
paper
1996Predicting U.S. recessions: financial variables as leading indicators In: Research Paper.
[Full Text][Citation analysis]
paper351
1995Predicting U.S. Recessions: Financial Variables as Leading Indicators.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 351
paper
1998Predicting U.S. Recessions: Financial Variables As Leading Indicators.(1998) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 351
article
1997Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy In: Research Paper.
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paper5
1997Aggregate supply and demand shocks: a natural rate approach. In: Research Paper.
[Full Text][Citation analysis]
paper2
1998Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty In: Research Paper.
[Full Text][Citation analysis]
paper109
1999Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty.(1999) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109
chapter
2000Rethinking 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 another version. Agregated cites: 109
paper
2000How stable is the predictive power of the yield curve? evidence from Germany and the United States In: Staff Reports.
[Full Text][Citation analysis]
paper180
2003How 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 another version. Agregated cites: 180
article
2005One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory In: Staff Reports.
[Full Text][Citation analysis]
paper3
2007Generalized canonical regression In: Staff Reports.
[Full Text][Citation analysis]
paper0
2007Extracting business cycle fluctuations: what do time series filters really do? In: Staff Reports.
[Full Text][Citation analysis]
paper4
1998Consistent covariance matrix estimation in probit models with autocorrelated errors In: Staff Reports.
[Full Text][Citation analysis]
paper26
2010Monetary cycles, financial cycles, and the business cycle In: Staff Reports.
[Full Text][Citation analysis]
paper23
2004Bank Capital and Risk: Is Voluntary Disclosure Enough? In: Journal of Financial Services Research.
[Full Text][Citation analysis]
article10
2015Valuing 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]
article0
1996Comment 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]
article1
1983Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2012Sovereign and Banking Sector Debt: Interconnections through Guarantees In: OECD Journal: Financial Market Trends.
[Full Text][Citation analysis]
article4
1999Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]
paper14
1998The Future of Regulatory Capital: General Principles and Specific Proposals In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]
article1
2003Monetary Policy Shifts and the Stability of Monetary Policy Models In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article92

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