Arturo Estrella : Citation Profile

Are you Arturo Estrella?

Rensselaer Polytechnic Institute

22

H index

26

i10 index

3927

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: 109
   Journals where Arturo Estrella has often published
   Relations with other researchers
   Recent citing documents: 122.    Total self citations: 25 (0.63 %)

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   Permalink: http://citec.repec.org/pes29
   Updated: 2023-11-04    RAS profile: 2021-04-08    
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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 (33)

Rudebusch, Glenn (26)

Leung, Charles (25)

GUPTA, RANGAN (25)

Kose, Ayhan (25)

Claessens, Stijn (25)

Wohar, Mark (24)

Paya, Ivan (24)

Söderström, Ulf (23)

Adrian, Tobias (23)

Castelnuovo, Efrem (23)

Cites to:

Mishkin, Frederic (45)

Gertler, Mark (27)

Bernanke, Ben (26)

Svensson, Lars (26)

Berger, Allen (20)

Galí, Jordi (18)

Clarida, Richard (14)

Schich, Sebastian (12)

Fuhrer, Jeffrey (11)

Sims, Christopher (10)

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
NBER Working Papers / National Bureau of Economic Research, Inc5

Recent works citing Arturo Estrella (2023 and 2022)

YearTitle of citing document
2022Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach. (2021). Choi, Jaehyuk ; Sohn, Sungbin ; Ge, Desheng. In: Papers. RePEc:arx:papers:2101.09394.

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2022A Survey of Quantum Computing for Finance. (2022). Liu, Xiao Yuan ; Googin, Cody ; Herman, Dylan ; Alexeev, Yuri ; Pistoia, Marco ; Sun, Yue ; Safro, Ilya ; Galda, Alexey. In: Papers. RePEc:arx:papers:2201.02773.

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2022Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380.

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2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2023A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269.

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2023The shape of business cycles: a cross-country analysis of Friedman s plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2306.01552.

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2023Dynamics of the securities market in the information asymmetry context: developing a methodology for emerging securities markets. (2023). Anashkina, Marina Viktorovna ; Malyshenko, Vadim Anatolievich ; Shafiee, Majid Mohammad. In: Papers. RePEc:arx:papers:2307.04140.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?. (2023). Tehranian, Kian. In: Papers. RePEc:arx:papers:2308.16200.

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2022.

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2022Financial Development and Monetary Policy Transmission. (2022). Osorio-Rodriguez, Daniel ; Cuesta-Mora, Diego Fernando ; Lizarazo-Cuellar, Angelica Maria ; Meneses-Gonzalez, Maria Fernanda. In: Borradores de Economia. RePEc:bdr:borrec:1219.

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2022Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chinn, Menzie ; Chatelais, Nicolas. In: Working papers. RePEc:bfr:banfra:903.

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2023The shape of business cycles: a cross-country analysis of Friedmans plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1076.

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2023Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64.

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2023Moments of cross?sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219.

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2022Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns. (2022). Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:513-549.

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2023Kicking the Can Down the Road: Government Interventions in the European Banking Sector. (2023). Steffen, Sascha ; Jager, Maximilian ; Borchert, Lea ; Acharya, Viral V. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_446.

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2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023The inverted yield curve: economic recession on the horizon. (2023). Motl, Martin. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2023/4.

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2022Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:9922.

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2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

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2022Understanding probabilistic expectations – a behavioral approach. (2022). Xiao, Wei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001221.

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2022Beautiful cycles: A theory and a model implying a curious role for interest. (2022). Gross, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002674.

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2022Housing disease and public school finances. (2022). Ferreira, Fernando ; Davis, Matthew. In: Economics of Education Review. RePEc:eee:ecoedu:v:88:y:2022:i:c:s0272775722000139.

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2022Further evidence on financial information and economic activity forecasts in the United States. (2022). Li, Bin ; Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000079.

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2022Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000973.

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2023Low interest rates, bank’s search-for-yield behavior and financial portfolio management. (2023). Proao, Christian R ; Makarewicz, Tomasz ; Lojak, Benjamin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001747.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2022The impact of liquidity risk in the Chinese banking system on the global commodity markets. (2022). Santos, Francisco ; Kim, Jihee ; Jo, Yonghwan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:23-50.

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2022Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002095.

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2022Some international evidence on the causal impact of the yield curve. (2022). Haubrich, Joseph G ; Bordo, Michael D. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001975.

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2023Do yield curve inversions predict recessions in the euro area?. (2023). Sahuc, Jean-Guillaume ; Sabes, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005931.

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2023Regulatory capital and bank risk-resilience amid the Covid-19 pandemic: How are the Basel reforms faring?. (2023). Owusu, Felix ; Anani, Makafui. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200767x.

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2023How do noninterest income activities affect bank holding company performance?. (2023). Wilson, Craig ; Meier, Garrett ; Mamun, Abdullah. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000041.

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2022Spread position as a leading economic indicator. (2022). Park, Yang-Ho. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000586.

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2023Forecasting Stock Market Crashes via Machine Learning. (2023). Otto, Tizian ; Drobetz, Wolfgang ; Dichtl, Hubert. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308922001206.

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2022The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system. (2022). Wang, Ling. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000750.

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2022From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chen, Chien-Fu ; Chiang, Shu-Hen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000762.

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2022Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates. (2022). Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000865.

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2023Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US. (2023). Neuenkirch, Matthias ; Haase, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:587-605.

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2022Informed trading in foreign exchange futures: Payroll news timing. (2022). Park, Yang-Ho. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s037842662100323x.

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2022Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment. (2022). Kallandranis, Christos ; Drakos, Konstantinos ; Anastasiou, Dimitris . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:161-171.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2022The credit spread curve distribution and economic fluctuations in Japan. (2022). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002333.

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2022Financial effects of QE and conventional monetary policy compared. (2022). Wieladek, Tomasz ; Weale, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000766.

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2023Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

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2023Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000775.

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2022What the current yield curve says, and what the future prices of energy do. (2022). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x.

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2022China’s urban construction investment bond: Contextualising a financial tool for local government. (2022). Xia, Senmao ; Coffman, Dmaris ; Zhang, Fangzhu ; Ye, Zhen ; Zhu, Zhonghua ; Wang, Zhifeng. In: Land Use Policy. RePEc:eee:lauspo:v:112:y:2022:i:c:s0264837719324810.

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2022Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:9-22.

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2022Risk allocation through securitization: Evidence from non-performing loans. (2022). Uhde, Andre ; Hippert, Benjamin ; Wengerek, Sascha Tobias. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:48-64.

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2023Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach. (2023). Cendejas, Jose Luis. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:8-20.

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2022Onshore guarantees for offshore loans and bank risk-taking: Evidences from Taiwanese banks. (2022). Hsieh, Meng-Fen ; Lu, Chia-Wu ; Chen, Ting-Hsuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000149.

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2023Mergers and acquisitions in the financial industry: A bibliometric review and future research directions. (2023). Khan, Ashraf ; Pisera, Stefano ; Dreassi, Alberto ; Chiaramonte, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002239.

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2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

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2022Financial Market Conditions during Monetary Tightening. (2022). Liu, Louis ; Kwan, Simon H. In: FRBSF Economic Letter. RePEc:fip:fedfel:95600.

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2023Recession Signals and Business Cycle Dynamics: Tying the Pieces Together. (2023). Kiley, Michael T. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-08.

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2023Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648.

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2022A Comparison of Fed Tightening Episodes since the 1980s. (2020). Kliesen, Kevin. In: Working Papers. RePEc:fip:fedlwp:87418.

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2022Do Costly Internal Equity Injections Reveal Bank Expectations about Post-Crisis Real Outcomes?. (2022). Sapriza, Horacio ; Gupta, Arun. In: Working Paper. RePEc:fip:fedrwp:95579.

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2022.

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2023.

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2022The Effects of Public Investment on Sustainable Economic Growth: Empirical Evidence from Emerging Countries in Central and Eastern Europe. (2022). Dobrot, Dan ; Ocolianu, Andreea. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8721-:d:864289.

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2023One size may not fit all: Financial fragmentation and European monetary policies. (2022). Gimet, Celine ; Gagnon, Mariehelene. In: Post-Print. RePEc:hal:journl:hal-03777950.

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2023Gold in a portfolio: Why, when, and where?. (2023). Williams, Benjamin ; Mai, Thi Ngoc ; Gomes, Mathieu. In: Post-Print. RePEc:hal:journl:hal-03925429.

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2023Towards a macroprudential regulatory framework for mutual funds?. (2023). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: Post-Print. RePEc:hal:journl:hal-04103373.

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2022Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach. (2022). Zhu, Dan ; Poon, Aubrey. In: Working Papers. RePEc:hhs:oruesi:2022_011.

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2023A Comparison of Fed Tightening Episodes since the 1980s. (2023). Kliesen, Kevin L. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:10.

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2023A Pitfall of Cautiousness in Monetary Policy?. (2023). Penalver, Adrian ; Guilloux-Nefussi, Sophie ; Dupraz, Stephane. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:7.

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2023A Combination Forecast for Nonparametric Models with Structural Breaks. (2023). , Gunawan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202310.

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2022A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions. (2022). Schurle, Michael ; Paraschiv, Florentina ; Wahlstrom, Ranik Raaen. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10113-w.

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2022Euro Area Deflationary Pressure Index. (2022). Ragusa, Giuseppe ; Brugnolini, Luca. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10170-1.

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2022Banking Regulation and Collateral Screening in a Model of Information Asymmetry. (2022). Hemingway, Benjamin. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:61:y:2022:i:3:d:10.1007_s10693-021-00357-w.

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2023Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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2023Inflation, Business Cycle, and Monetary Policy: The Role of Inflationary Pressure. (2023). Shibamoto, Masahiko. In: Discussion Paper Series. RePEc:kob:dpaper:dp2023-04.

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2022A New Way of Forecasting Recessions. (2022). Leamer, Edward. In: NBER Working Papers. RePEc:nbr:nberwo:30247.

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2022An Evaluation Framework for Targeted Indicators Aggregates vs. Disaggregates. (2022). Papailias, Fotis ; Kapetanios, George. In: Economic Statistics Centre of Excellence (ESCoE) Technical Reports. RePEc:nsr:escoet:escoe-tr-17.

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2022What causes hot markets for equity IPOs? An analysis of initial public offerings in the Netherlands, 1876–2015. (2022). Legierse, Wilco ; de Jong, Abe. In: European Review of Economic History. RePEc:oup:ereveh:v:26:y:2022:i:2:p:208-233..

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2022Structural relationships between cryptocurrency prices and monetary policy indicators. (2022). Kurita, Takamitsu ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:972.

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2023Dynamic asset allocation strategy: an economic regime approach. (2023). Kwon, Dohyoung ; Kim, Minjeong. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00296-8.

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2022ROC approach to forecasting recessions using daily yield spreads. (2022). Yang, Cheng ; Lahiri, Kajal. In: Business Economics. RePEc:pal:buseco:v:57:y:2022:i:4:d:10.1057_s11369-022-00287-y.

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2023Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5.

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2022Limiting too-big-to-fail: market reactions to policy announcements and actions. (2022). Schich, Sebastian ; Maccaferri, Sara ; Bellia, Mario. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:4:d:10.1057_s41261-021-00176-y.

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2023Endogenous money supply, global liquidity and financial transactions: Panel evidence from OECD countries. (2023). Liwiski, Pawe. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:121-152.

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2022The Information in the Yield Spread for the Recession in the Case of Pakistan. (2022). Afzal, Hania ; Ahsan, Henna ; Hina, Hafsa. In: PIDE-Working Papers. RePEc:pid:wpaper:2022:11.

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2023Consolidation of the US property and casualty insurance industry: Is climate risk a causal factor for mergers and acquisitions?. (2023). Dionne, Georges ; Mnasri, Mohamed ; Fenou, Akouete. In: Working Papers. RePEc:ris:crcrmw:2023_001.

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2022Ranking fertility predictors in Spain: a multicriteria decision approach. (2022). Mendez-Rodriguez, Paz ; Diaz-Fernandez, Montserrat ; Llorente-Marron, Mar. In: Annals of Operations Research. RePEc:spr:annopr:v:311:y:2022:i:2:d:10.1007_s10479-020-03669-7.

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2022Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises. (2022). Hunter, John ; Yfanti, S ; Karanasos, M. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04042-y.

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2023Going public: evidence from stock and bond IPOs in Belgium, 1839–1935. (2023). Legierse, Wilco ; Jong, Abe ; Deloof, Marc. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:3:d:10.1007_s11698-022-00258-5.

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2022German forecasters’ narratives: How informative are German business cycle forecast reports?. (2022). Muller, Karsten. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02100-9.

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2023Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts. (2023). Castro, Nicole Renno ; Maranho, Andre Nunes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02391-0.

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2022Bond Yields Movement Similarities and Synchronization in the G7: A Time–Frequency Analysis. (2022). Martins, Joo. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:2:d:10.1007_s41549-022-00068-8.

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2023Bank performance before and after the subprime crisis: Evidence from pooled data on big US banks. (2023). Theoret, Raymond ; Calmes, Christian. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09618-x.

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2022A Note on the Structural Change Test in Highly Parameterized Psychometric Models. (2022). Marsman, M ; Holst, R J ; Goudriaan, A E ; Luigjes, J ; Waldorp, L J ; K. B. S. Huth, . In: Psychometrika. RePEc:spr:psycho:v:87:y:2022:i:3:d:10.1007_s11336-021-09834-6.

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2022Short-term and long-term interest rate spread’s dynamics to risk and the yield curve. (2022). Rahman, Wasiqur M ; Ahmed, Haydory Akbar. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:10:d:10.1007_s43546-022-00336-w.

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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]		article262
1998A New Measure of Fit for Equations with Dichotomous Dependent Variables. In: Journal of Business & Economic Statistics.
[Citation analysis]		article210
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: 210		paper
2005Productivity, monetary policy and financial indicators In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter1
2019Risk?taking channel of monetary policy In: Financial Management.
[Full Text][Citation analysis]		article17
2018Risk-Taking Channel of Monetary Policy.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
1991 The Term Structure as a Predictor of Real Economic Activity. In: Journal of Finance.
[Full Text][Citation analysis]		article901
1989The term structure as a predictor of real economic activity.(1989) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 901		paper
2003CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article28
2015THE PRICE PUZZLE AND VAR IDENTIFICATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article16
2005Why Does the Yield Curve Predict Output and Inflation? In: Economic Journal.
[Full Text][Citation analysis]		article168
2008Monetary tightening cycles and the predictability of economic activity In: Economics Letters.
[Full Text][Citation analysis]		article26
2009Monetary tightening cycles and the predictability of economic activity.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		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]		article337
2001Mixing and matching: Prospective financial sector mergers and market valuation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article38
2004The cyclical behavior of optimal bank capital In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article133
1997Is there a role for monetary aggregates in the conduct of monetary policy? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article222
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: 222		paper
1999Are \deep\ parameters stable? the Lucas critique as an empirical hypothesis In: Working Papers.
[Full Text][Citation analysis]		paper59
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: 59		paper
1996The yield curve as a predictor of U.S. recessions In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article86
2006The yield curve as a leading indicator: some practical issues In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article95
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]		article7
2000Capital ratios as predictors of bank failure In: Economic Policy Review.
[Full Text][Citation analysis]		article127
2002Securitization and the efficacy of monetary policy In: Economic Policy Review.
[Full Text][Citation analysis]		article70
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]		article7
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]		paper9
1995The term structure of interest rates and its role in monetary policy for the European Central Bank In: Research Paper.
[Full Text][Citation analysis]		paper52
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: 52		paper
1996Predicting U.S. recessions: financial variables as leading indicators In: Research Paper.
[Full Text][Citation analysis]		paper473
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: 473		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: 473		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]		paper145
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: 145		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: 145		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]		paper207
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: 207		article
2005One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory In: Staff Reports.
[Full Text][Citation analysis]		paper4
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]		paper27
2004Bank Capital and Risk: Is Voluntary Disclosure Enough? In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article14
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]		article2
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]		article5
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]		article107

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