7
H index
6
i10 index
196
Citations
Rodrigo Alfaro : Citation Profile
International Monetary Fund (IMF) | RESEARCH PRODUCTION: 18 Articles 39 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2003 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rodrigo Alfaro. | Is cited by:
| Cites to:
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Main data
Where Rodrigo Alfaro has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers Central Bank of Chile / Central Bank of Chile | 29 |
| MPRA Paper / University Library of Munich, Germany | 5 |
| BIS Working Papers / Bank for International Settlements | 3 |
Recent works citing Rodrigo Alfaro (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Stress Testing of the Central Bank of Costa Rica: Risk Assessment of Fixed-Income Instruments. (2024). Gómez-RodrÃguez, Fabio ; Corrales-Quesada, Adriana ; Segura-Rodriguez, Carlos ; Gmez-Rodrguez, Fabio. In: Notas Técnicas. RePEc:apk:nottec:2401. Full description at Econpapers || Download paper |
| 2025 | Ecosystem Services Accounting in Costa Rica: Regulation, Provision, and Cultural Services. (2025). Vega-Araya, Mauricio ; Aguilar-Madrigal, Jhonny ; Rivera, Luis. In: Notas Técnicas. RePEc:apk:nottec:2501. Full description at Econpapers || Download paper |
| 2024 | Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management. (2024). Li, Zhenglong ; Tam, Vincent ; Yeung, Kwan L. In: Papers. RePEc:arx:papers:2402.00515. Full description at Econpapers || Download paper |
| 2025 | Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso. (2025). Estef, Catalina ; Alfaro, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1041. Full description at Econpapers || Download paper |
| 2024 | Market risk modeling with option-implied covariances and score-driven dynamics. (2024). Herrera, Rodrigo ; Pia, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000615. Full description at Econpapers || Download paper |
| 2024 | Estimating systemic risk for non-listed Euro-area banks. (2024). Parisi, Laura ; Engle, Robert ; Pizzeghello, Riccardo ; Manganelli, Simone ; Emambakhsh, Tina. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001244. Full description at Econpapers || Download paper |
| 2024 | Optimal capital adequacy ratios for banks. (2024). Juelsrud, Ragnar Enger ; Andersen, Henrik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:2:s2666143823000285. Full description at Econpapers || Download paper |
| 2025 | Nonlinear impact of the conventional monetary policy: A cross-country evidence. (2025). Rojas, Youel ; Pozo, Jorge. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:6:y:2025:i:2:s266614382400019x. Full description at Econpapers || Download paper |
| 2024 | Jensen-Detrended Cross-Correlation function for non-stationary time series with application to Latin American stock markets. (2024). Carrasco, Ral ; Jeldes-Delgado, Fabiola ; Contreras-Reyes, Javier E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006241. Full description at Econpapers || Download paper |
| 2024 | Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators. (2024). Melo-Velandia, Luis ; Gamba-Santamaria, Santiago ; Orozco-Vanegas, Camilo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000607. Full description at Econpapers || Download paper |
| 2025 | Determinants of debt portfolio diversification in Mexican households. (2025). Moreno, Jorge ; Zamudio, Christopher Alejandro ; Perez, Lianet Farfn. In: Remef - Revista Mexicana de EconomÃa y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:20:y:2025:i:1:a:5. Full description at Econpapers || Download paper |
| 2024 | The influence and mechanism of female-headed households on household debt risk: empirical evidence from China. (2024). Guo, Yingzhu ; Wu, Yan ; Tan, Benyan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03029-x. Full description at Econpapers || Download paper |
Works by Rodrigo Alfaro:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | The bank lending channel in Chile In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 20 |
| 2004 | The Bank Lending Channel in Chile.(2004) In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | chapter | |
| 2009 | Macro stress tests and crises: what can we learn? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 73 |
| 2022 | The Holt-Winters filter and the one-sided HP filter: A close correspondence In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | The Holt-Winters filter and the one-sided HP filter: A close correspondence.(2022) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | The Holt–Winters filter and the one-sided HP filter: A close correspondence.(2023) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | How capital inflows translate into new bank lending: tracing the mechanism in Latin America In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | The impact of warnings published in a financial stability report on loan-to value ratios In: BIS Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2017 | The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio.(2017) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2008 | Multiple imputation for household surveys: A comparison of methods In: United Kingdom Stata Users' Group Meetings 2008. [Full Text][Citation analysis] | paper | 0 |
| 2009 | FinanciaL Stability, Monetary Policy and Central Banking: an Overview In: Journal EconomÃa Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 12 |
| 2011 | Financial Stability, Monetary Policy, and Central Banking: An Overview.(2011) In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | chapter | |
| 2009 | Financial Stability, Monetary Policy and Central Banking: An Overview.(2009) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2009 | Consumer Banking and Credit Risk In: Journal EconomÃa Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 0 |
| 2011 | Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model In: Journal EconomÃa Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 0 |
| 2008 | Análisis de Información Faltante en Encuestas Microeconómicas In: Economic Statistics Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Análisis de Derechos Contingentes: Aplicación a Casas Comerciales In: Notas de Investigación Journal EconomÃa Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 1 |
| 2009 | Análisis de Derechos Contingentes: Aplicación a Casas Comerciales.(2009) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas In: Notas de Investigación Journal EconomÃa Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 3 |
| 2003 | Efecto de la Reserva Técnica sobre las Tasas de los Documentos del Banco Central a Noventa DÃas In: Notas de Investigación Journal EconomÃa Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 0 |
| 2025 | Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 15 |
| 2008 | Measuring Equity Volatility: the case of Chilean Stock Index In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Inference Using Instrumental Variable Estimators In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Banking Risk Exposure In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2009 | When RSI met the Binomial-Tree In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2009 | The Yield Curve Under Nelson-Siegel In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Determinants of Household Debt Defa In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 16 |
| 2011 | Stress Tests for Banking Sector: A Technical Note In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Stress Tests for Banking Sector: A Technical Note.(2011) In: Money Affairs. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2011 | Uso de la Aproximación TIR/Duración en la Estructura de Tasas: Resultados Cuantitativos Bajo Nelson - Siegel In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Aplicaciones del Modelo Binomial para el Análisis de Riesgo In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Cubrir o no Cubrir: ¿Ese es el Dilema? In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Tasa Máxima Convencional y Oferta de Créditos In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The Impact of Persistence in Volatility over the Probability of Default In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Comportamiento de No Pago en Créditos de Consumo: Indicadores y Determinantes In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 1 |
| 2013 | A Note on Yield Spread and Output Growth In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2016 | An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Expectativas Financieras y Tasas Forward en Chile In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Pension Funds and the Yield Curve: The Role of Preference for Maturity In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2019 | S&P 500 under Dynamic Gordon Model In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2020 | A note on currency-hedging In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Estimates of the US Shadow-Rate In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Estimates of the US Shadow-Rate.(2023) In: Latin American Journal of Central Banking (previously Monetaria). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Modeling S&P500 returns with GARCH models In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Modeling S&P500 returns with GARCH models.(2023) In: Latin American Journal of Central Banking (previously Monetaria). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2011 | Affine Nelson-Siegel model In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2024 | FX-hedging for Latin American investors In: Emerging Markets Review. [Full Text][Citation analysis] | article | 0 |
| 2021 | The effect of warnings published in a financial stability report on loan-to-value ratios In: Latin American Journal of Central Banking (previously Monetaria). [Full Text][Citation analysis] | article | 1 |
| 2013 | Dinámica de la frecuencia de impago de los créditos de consumo en cuotas In: El Trimestre Económico. [Full Text][Citation analysis] | article | 1 |
| 2012 | The Determinants of Household Debt Default In: Revista de Analisis Economico – Economic Analysis Review. [Full Text][Citation analysis] | article | 19 |
| 2008 | Volatilidad de Indices Accionarios: El caso del IPSA In: Latin American Journal of Economics-formerly Cuadernos de EconomÃa. [Full Text][Citation analysis] | article | 4 |
| 2009 | Imputación Múltiple en Encuestas Microeconómicas In: Latin American Journal of Economics-formerly Cuadernos de EconomÃa. [Full Text][Citation analysis] | article | 1 |
| 2009 | Inferencia EstadÃstica In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Estimación de la Curva de Rendimiento In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Stock Index Volatility: the case of IPSA In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Financial Forecast for the Relative Strength Index In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team