Arturo Estrella : Citation Profile


Are you Arturo Estrella?

Rensselaer Polytechnic Institute

23

H index

29

i10 index

3093

Citations

RESEARCH PRODUCTION:

29

Articles

27

Papers

1

Books

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   35 years (1983 - 2018). See details.
   Cites by year: 88
   Journals where Arturo Estrella has often published
   Relations with other researchers
   Recent citing documents: 203.    Total self citations: 24 (0.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pes29
   Updated: 2020-05-23    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)

Paya, Ivan (25)

Castelnuovo, Efrem (24)

Claessens, Stijn (24)

Kose, Ayhan (24)

Leung, Charles (22)

Wohar, Mark (21)

Söderström, Ulf (20)

GUPTA, RANGAN (20)

Gómez Biscarri, Javier (20)

Rudebusch, Glenn (19)

Cites to:

Mishkin, Frederic (54)

Gertler, Mark (27)

Bernanke, Ben (22)

Svensson, Lars (21)

Berger, Allen (19)

Gali, Jordi (15)

Clarida, Richard (14)

Watson, Mark (13)

Fuhrer, Jeffrey (11)

Andrews, Donald (11)

Rudebusch, Glenn (10)

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 (2019 and 2018)


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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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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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. (2019). 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). Taglialatela, Giovanni ; Orlando, Giuseppe ; Mininni, Michele. In: Papers. RePEc:arx:papers:1810.04623.

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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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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). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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

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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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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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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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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 ; 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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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). Deschamps, Bruno ; Ka, Kook ; Ioannidis, Christos. 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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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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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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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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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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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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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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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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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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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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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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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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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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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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2018The housing market and the credit default swap premium in the UK banking sector: A VAR approach. (2018). Benbouzid, Nadia ; Pilbeam, Keith ; Mallick, Sushanta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:1-15.

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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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2018The New Keynesian framework for a small open economy with structural breaks: Empirical evidence from Peru. (2018). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Bazan-Palomino, Walter . In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:46:y:2018:i:c:p:13-25.

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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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2018Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market. (2018). Marfatia, Hardik ; Juko, Sonja ; Mbarek, Lassaad . In: Working Papers. RePEc:erg:wpaper:1243.

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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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2018Is the new keynesian is curve forward looking?. (2018). de Holanda, Fernando. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:797.

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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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2018How Cyclical Is Bank Capital?. (2018). Haubrich, Joseph. In: Working Papers (Old Series). RePEc:fip:fedcwp:1504.

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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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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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article218
1998A New Measure of Fit for Equations with Dichotomous Dependent Variables. In: Journal of Business & Economic Statistics.
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article162
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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article3
2018Risk-Taking Channel of Monetary Policy.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
1991 The Term Structure as a Predictor of Real Economic Activity. In: Journal of Finance.
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article676
2003CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS In: Econometric Theory.
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article21
2015THE PRICE PUZZLE AND VAR IDENTIFICATION In: Macroeconomic Dynamics.
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article4
2005Why Does the Yield Curve Predict Output and Inflation? In: Economic Journal.
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article131
2008Monetary tightening cycles and the predictability of economic activity In: Economics Letters.
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article17
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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article266
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.
[Full Text][Citation analysis]
article111
1997Is there a role for monetary aggregates in the conduct of monetary policy? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article181
1996Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy?.(1996) In: NBER Working Papers.
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This paper has another version. Agregated cites: 181
paper
1999Are \\deep\\ parameters stable? the Lucas critique as an empirical hypothesis In: Working Papers.
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paper48
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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article58
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.
[Full Text][Citation analysis]
article6
2000Capital ratios as predictors of bank failure In: Economic Policy Review.
[Full Text][Citation analysis]
article104
2002Securitization and the efficacy of monetary policy In: Economic Policy Review.
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article46
1990Corporate leverage and taxes in the U.S. economy In: Monograph.
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book0
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.
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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
1989The term structure as a predictor of real economic activity In: Research Paper.
[Citation analysis]
paper27
1990Corporate leverage and taxes in the U.S. economy 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]
paper42
1996Predicting U.S. recessions: financial variables as leading indicators In: Research Paper.
[Full Text][Citation analysis]
paper38
1997A new measure of fit for equations with dichotomous dependent variables In: Research Paper.
[Full Text][Citation analysis]
paper8
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]
paper49
2000How stable is the predictive power of the yield curve? evidence from Germany and the United States In: Staff Reports.
[Full Text][Citation analysis]
paper50
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.
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paper4
1998Consistent covariance matrix estimation in probit models with autocorrelated errors In: Staff Reports.
[Full Text][Citation analysis]
paper25
2009Monetary tightening cycles and the predictability of economic activity In: Staff Reports.
[Full Text][Citation analysis]
paper1
2010Monetary cycles, financial cycles, and the business cycle In: Staff Reports.
[Full Text][Citation analysis]
paper17
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
1999Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty In: NBER Chapters.
[Full Text][Citation analysis]
chapter66
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: 66
paper
1983Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
1995The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank In: NBER Working Papers.
[Full Text][Citation analysis]
paper20
1995Predicting U.S. Recessions: Financial Variables as Leading Indicators In: NBER Working Papers.
[Full Text][Citation analysis]
paper305
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: 305
article
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]
paper15
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]
article90
2003How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article118

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