Arturo Estrella : Citation Profile

Are you Arturo Estrella?

Rensselaer Polytechnic Institute

20

H index

23

i10 index

2956

Citations

RESEARCH PRODUCTION:

28

Articles

27

Papers

1

Books

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   35 years (1983 - 2018). See details.
   Cites by year: 84
   Journals where Arturo Estrella has often published
   Relations with other researchers
   Recent citing documents: 221.    Total self citations: 23 (0.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pes29
   Updated: 2019-10-06    RAS profile: 2019-01-11    
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Relations with other researchers

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:

Chen, Nan-Kuang (30)

Claessens, Stijn (24)

Kose, Ayhan (24)

Paya, Ivan (24)

Leung, Charles (22)

Castelnuovo, Efrem (22)

Wohar, Mark (20)

Gómez Biscarri, Javier (20)

Söderström, Ulf (19)

Rudebusch, Glenn (19)

Fritsche, Ulrich (19)

Cites to:

Mishkin, Frederic (40)

Gertler, Mark (27)

Svensson, Lars (22)

Berger, Allen (19)

Bernanke, Ben (19)

Gali, Jordi (15)

Clarida, Richard (14)

Fuhrer, Jeffrey (10)

Watson, Mark (9)

Rudebusch, Glenn (9)

Andrews, Donald (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
Journal of Banking & Finance2
Current Issues in Economics and 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 (2018 and 2017)

YearTitle of citing document
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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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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2019On expansions for the Black-Scholes prices and hedge parameters. (2018). Aguilar, Jean-Philippe. In: Papers. RePEc:arx:papers:1809.06736.

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2018Challenges in approximating the Black and Scholes call formula with hyperbolic tangents. (2018). Mininni, Michele ; Taglialatela, Giovanni ; Orlando, Giuseppe. In: Papers. RePEc:arx:papers:1810.04623.

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

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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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2018‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655.

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

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2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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2018The flattening of the yield curve in the United States. (2018). Fuertes, Alberto ; Berganza, Juan Carlos. In: Economic Bulletin. RePEc:bde:journl:y:2018:i:3:d:aa:n:6.

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2018Term structure and real-time learning. (2018). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: Working Papers. RePEc:bde:wpaper:1803.

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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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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018The financial cycle and recession risk. (2018). BORIO, Claudio ; Xia, Dora ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812g.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018Determinants of bank profitability in emerging markets. (2018). Murcia, Andrés ; Kohlscheen, Emanuel ; Contreras, Juan ; Pabon, Andres Murcia . In: BIS Working Papers. RePEc:bis:biswps:686.

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2018MONETARY POLICY AND ANTI‐CYCLICAL BANK CAPITAL REGULATION. (2018). Diaz, Roger Aliaga ; Pa, Mara ; Daz, Roger Aliagaa ; Powell, Andrew ; Olivero, Maria Pia ; Aliagadiaz, Roger. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:837-858.

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2018Mortgage†backed Securitization and SME Lending During the Financial and Economic Crisis: Evidence from the Italian Cooperative Banking System. (2018). Castellani, Davide. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:1:p:187-222.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

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2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

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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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2017WHAT IS THE IMPACT OF MONETARY POLICY ON SYSTEMIC RISK OF REPUBLIC OF MOLDOVAS BANKING SECTOR?. (2017). Lopotenco, Vadim. In: Contemporary Economy Journal. RePEc:brc:brccej:v:2:y:2017:i:1:p:157-163.

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2019Does Business Confidence Matter for Investment?. (2017). 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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2017Younger Federal District Court Judges Favor Presidential Power. (2017). Wilcox, Nathaniel ; Campbell, Tom. In: Working Papers. RePEc:chu:wpaper:17-23.

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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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2018A Large Canadian Database for Macroeconomic Analysis. (2018). Fortin-Gagnon, Olivier ; Surprenant, Stephane ; Stevanovic, Dalibor ; Leroux, Maxime . In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-25.

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2017Application of the Government of Jamaica Zero-coupon Curve to Modeling Yield Curve Risk. (2017). Coke, Oma. In: Monetaria. RePEc:cml:moneta:v:xxxix:y:2017:i:1:p:1-38.

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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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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018The Leading Premium. (2018). Croce, Mariano Massimiliano ; Schlag, Christian ; Marchuk, Tatyana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12631.

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2018The Slope of the Term Structure and Recessions: The Pre-Fed Evidence, 1857-1913. (2018). Stuart, Rebecca ; Gerlach, Stefan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13013.

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2017Heterogeneity in house price dynamics. (2017). Galati, Gabriele ; Teppa, Federica. In: DNB Working Papers. RePEc:dnb:dnbwpp:564.

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

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2018Sentiment and sign predictability of stock returns. (2018). Pönkä, Harri ; Pnk, Harri. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00948.

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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 ; Mirza, Harun ; Mozzanica, Mirco Balatti ; Giuzio, Margherita ; Budnik, Katarzyna ; Cera, Katharina ; di Iasio, Giovanni ; Sienko, Nadeda ; Sarychev, Andrei ; Sanna, Francesco ; Hansen, IB ; Nicoletti, Giulio ; Gross, Johannes ; Dimitrov, Ivan. In: Occasional Paper Series. RePEc:ecb:ecbops:2019226.

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2018From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: Working Paper Series. RePEc:ecb:ecbwps:20182149.

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2017Understanding How the Strategic Similarities between Energy Companies Influence the Post-mergers and Acquisitions Performances. (2017). Perrotta, G ; Levialdi, N ; Pillo, DI ; Capece, G. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-09.

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2018Pricing in Oil Market and Using Probit Model for Analysis of Stock Market Effects. (2018). Mikhaylov, Alexey Yurievich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-8.

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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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2017Japan’s quantitative monetary easing policy: Effect on the level and volatility of yield spreads. (2017). Hanabusa, Kunihiro. In: Journal of Asian Economics. RePEc:eee:asieco:v:53:y:2017:i:c:p:56-66.

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2017Nonparametric estimation of dynamic discrete choice models for time series data. (2017). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:108:y:2017:i:c:p:97-120.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2017Contagion risk for Australian banks from global systemically important banks: Evidence from extreme events. (2017). Akhter, Selim ; Daly, Kevin. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:191-205.

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2017The financial cycles in four East Asian economies. (2017). Pontines, Victor. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:51-66.

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2018On the sources of the Great Moderation: Role of monetary policy and intermediate inputs. (2018). Batabyal, Sourav ; Khaznaji, Maher ; Islam, Faridul. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:1-9.

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2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195.

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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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2018Inflation targeting and income velocity in developing economies: Some international evidence. (2018). Kakinaka, Makoto ; Soe, Than Than. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:44-61.

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2018The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations. (2018). Lange, Ronald Henry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:80-91.

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2018On credit and output: Is the supply of credit relevant?. (2018). Wojnilower, Joshua . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:38-56.

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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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2017An alternative bandwidth selection method for estimating functional coefficient models. (2017). Chen, Xirong ; Li, QI ; Huang, Ta-Cheng . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:27-31.

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2017On testing for structural break of coefficients in factor-augmented regression models. (2017). Chen, Sanpan ; Zhang, Jianhua ; Cui, Guowei. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:141-145.

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2017Inference and testing breaks in large dynamic panels with strong cross sectional dependence. (2017). Hidalgo, Javier ; Schafgans, Marcia . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:259-274.

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2018Economic policy uncertainty effects for forecasting future real economic activity. (2018). Junttila, Juha ; Vataja, Juuso . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:569-583.

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2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

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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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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

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2017Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186.

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2017Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Campos, I ; Reyes, T ; Cortazar, G. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2017Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries. (2017). Cermeño, Rodolfo ; Curto, Jose Dias ; Cermeo, Rodolfo ; Ribeiro, Pedro Pires . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:107-114.

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2018Inflation and equity mutual fund flows. (2018). Krishnamurthy, Srinivasan ; Warr, Richard S ; Pelletier, Denis. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:52-69.

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2017Capital and resolution policies: The US interbank market. (2017). Capponi, Agostino ; Ong, Stephen J ; Oet, Mikhail V ; Dooley, John M. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:229-239.

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2017Why do banks choose to finance with equity?. (2017). Sorokina, Nonna Y ; Patel, Ajay ; Thornton, John H. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:36-52.

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2017An international forensic perspective of the determinants of bank CDS spreads. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:60-70.

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2018Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France. (2018). de Bandt, Olivier ; Pessarossi, Pierre ; Maitre, Alexis ; Camara, Boubacar. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:175-186.

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2017Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Kunze, Frederik ; Spiwoks, Markus ; Bizer, Kilian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.

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2017When does the yield curve contain predictive power? Evidence from a data-rich environment. (2017). Hannikainen, Jari. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1044-1064.

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2017Predicting recessions with boosted regression trees. (2017). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759.

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2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275.

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2018Forecasting bank failures and stress testing: A machine learning approach. (2018). Gogas, Periklis ; Agrapetidou, Anna ; Papadimitriou, Theophilos. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:440-455.

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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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2017Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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2017Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. (2017). Nguyen, Duc Khuong ; Paltalidis, Nikos ; Gounopoulos, Dimitrios ; Boubaker, Sabri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:35-52.

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2018Bank liquidity creation and recessions. (2018). Chatterjee, Ujjal K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:64-75.

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2018A theory of intermediated investment with hyperbolic discounting investors. (2018). Gao, Feng ; He, Ping ; Lex, A ; Alex, . In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:70-100.

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2017International house price cycles, monetary policy and credit. (2017). Bauer, Gregory. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114.

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2018Monetary facts revisited. (2018). Hofmann, Boris ; Gertler, Pavel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:154-170.

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2018Cross-border asset holdings and comovements in sovereign bond markets. (2018). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:189-206.

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2018The decline in the predictive power of the US term spread: A structural interpretation. (2018). Morell, Joe. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:314-331.

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2017Expectations as a source of macroeconomic persistence: Evidence from survey expectations in a dynamic macro model. (2017). Fuhrer, Jeff . In: Journal of Monetary Economics. RePEc:eee:moneco:v:86:y:2017:i:c:p:22-35.

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2018Predicting economic growth with stock networks. (2018). Heiberger, Raphael H. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:489:y:2018:i:c:p:102-111.

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2017Yield spread and the income distribution. (2017). Berisha, Edmond. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:363-377.

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2018Comparing the forecasting ability of financial conditions indices: The case of South Africa. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Majumdar, Anandamayee ; Thompson, Kirsten ; van Eyden, Renee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:245-259.

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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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2017Do analysts forecasts of term spread differential help predict directional change in exchange rates?. (2017). Baghestani, Hamid ; Toledo, Hugo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:62-69.

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2017Further evidence on bear market predictability: The role of the external finance premium. (2017). Chen, Shiu-Sheng ; Chou, Yu-Hsi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:106-121.

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2018Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets. (2018). Sowmya, Subramaniam ; Prasanna, Krishna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:178-192.

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2018Multi-moment risk, hedging strategies, & the business cycle. (2018). Racicot, François-Éric ; Theoret, Raymond . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:637-675.

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2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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2017China’s intervention in the central parity rate: A Bayesian Tobit analysis. (2017). Zhang, Zhichao ; Li, HE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:612-624.

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2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

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2017What does the bond yield curve tell us about Tunisian economic activity?. (2017). Sekouhi, Hayfa ; Boukhatem, Jamel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:295-303.

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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.
[Full Text][Citation analysis]		article211
1998A New Measure of Fit for Equations with Dichotomous Dependent Variables. In: Journal of Business & Economic Statistics.
[Citation analysis]		article161
1997A new measure of fit for equations with dichotomous dependent variables.(1997) In: Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 161		paper
2005Productivity, monetary policy and financial indicators In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter1
1991 The Term Structure as a Predictor of Real Economic Activity. In: Journal of Finance.
[Full Text][Citation analysis]		article675
1989The term structure as a predictor of real economic activity.(1989) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 675		paper
2018Risk-Taking Channel of Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2003CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article21
2015THE PRICE PUZZLE AND VAR IDENTIFICATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article1
2005Why Does the Yield Curve Predict Output and Inflation? In: Economic Journal.
[Full Text][Citation analysis]		article128
2008Monetary tightening cycles and the predictability of economic activity In: Economics Letters.
[Full Text][Citation analysis]		article17
2009Monetary tightening cycles and the predictability of economic activity.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		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.
[Full Text][Citation analysis]		article261
2001Mixing and matching: Prospective financial sector mergers and market valuation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article30
2004The cyclical behavior of optimal bank capital In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article108
1997Is there a role for monetary aggregates in the conduct of monetary policy? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article179
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: 179		paper
1999Are deep parameters stable? the Lucas critique as an empirical hypothesis In: Working Papers.
[Full Text][Citation analysis]		paper49
1999Are 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 another version. Agregated cites: 49		paper
1996The yield curve as a predictor of U.S. recessions In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article64
2006The yield curve as a leading indicator: some practical issues In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article56
1995A prolegomenon to future capital requirements In: Economic Policy Review.
[Full Text][Citation analysis]		article9
1998Formulas or supervision? Remarks on the future of regulatory capital In: Economic Policy Review.
[Full Text][Citation analysis]		article6
2000Capital ratios as predictors of bank failure In: Economic Policy Review.
[Full Text][Citation analysis]		article103
2002Securitization and the efficacy of monetary policy In: Economic Policy Review.
[Full Text][Citation analysis]		article45
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.
[Full Text][Citation analysis]		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]		paper43
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: 43		paper
1996Predicting U.S. recessions: financial variables as leading indicators In: Research Paper.
[Full Text][Citation analysis]		paper329
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: 329		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: 329		article
1997Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy In: Research Paper.
[Full Text][Citation analysis]		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]		paper108
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: 108		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: 108		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]		paper160
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: 160		article
2005One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory In: Staff Reports.
[Full Text][Citation analysis]		paper2
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]		paper3
1998Consistent covariance matrix estimation in probit models with autocorrelated errors In: Staff Reports.
[Full Text][Citation analysis]		paper25
2010Monetary cycles, financial cycles, and the business cycle In: Staff Reports.
[Full Text][Citation analysis]		paper15
2004Bank Capital and Risk: Is Voluntary Disclosure Enough? In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article9
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
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]		article87

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team