Arturo Estrella : Citation Profile

Rensselaer Polytechnic Institute

22

H index

26

i10 index

4116

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: 114
   Journals where Arturo Estrella has often published
   Relations with other researchers
   Recent citing documents: 109.    Total self citations: 25 (0.6 %)

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   Permalink: http://citec.repec.org/pes29
   Updated: 2026-01-10    RAS profile: 2021-04-08    
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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 (33)

Kose, Ayhan (27)

GUPTA, RANGAN (26)

Paya, Ivan (26)

Rudebusch, Glenn (26)

Claessens, Stijn (25)

Leung, Charles (25)

Wohar, Mark (24)

Söderström, Ulf (24)

Castelnuovo, Efrem (23)

Adrian, Tobias (23)

Cites to:

Mishkin, Frederic (45)

Gertler, Mark (27)

Svensson, Lars (26)

Bernanke, Ben (26)

Berger, Allen (20)

Galí, Jordi (18)

Clarida, Richard (14)

Schich, Sebastian (12)

Fuhrer, Jeffrey (11)

Sims, Christopher (10)

Mester, Loretta (9)

Main data

Where Arturo Estrella has published?

Journals with more than one article published# docs
Economic Policy Review4
The Review of Economics and Statistics3
Quarterly Review3
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
NBER Working Papers / National Bureau of Economic Research, Inc5

Recent works citing Arturo Estrella (2025 and 2024)

YearTitle of citing document
2024The Ends of 27 Big Depressions. (2024). O'Rourke, Kevin ; Lee, Sang Seok ; Ellison, Martin. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:1:p:134-68.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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2024A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2024). Larr, Omar ; Su, Fernando ; Ram, Domingo ; Cifuentes, Arturo. In: Papers. RePEc:arx:papers:2302.02269.

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2024A time-varying finance-led model for U.S. business cycles. (2024). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

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2024Inflation Determinants in Argentina (2004-2022). (2024). Zack, Guido ; de la Vega, Pablo ; Calvo, Jimena ; Libman, Emiliano. In: Papers. RePEc:arx:papers:2405.20822.

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2024Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578.

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2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

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2024Forecasting Recessions in Canada: An Autoregressive Probit Model Approach. (2024). Tuzcuoglu, Kerem ; Poulin-Moore, Antoine. In: Staff Working Papers. RePEc:bca:bocawp:24-10.

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2025Macroeconomic Drivers of Brazils Yield Curve. (2025). Gaglianone, Wagner ; Araujo, Gustavo ; Machado, Jos Valentim. In: Working Papers Series. RePEc:bcb:wpaper:629.

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2025Monetary aggregates and inflation: A new view on an old relationship. (2025). Colavecchio, Roberta ; Amisano, Gianni. In: BCL working papers. RePEc:bcl:bclwop:bclwp195.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2024What does an inversion of the yield curve tell us?. (2024). Lhuissier, Stéphane ; Bussiere, Matthieu. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2024:250:03.

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2024The shape of business cycles: A cross‐country analysis of Friedmans plucking theory. (2024). Rees, Daniel ; Moessner, Richhild. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:2:p:351-370.

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2025Loan Loss Provisions and Bank Value in the United States: A Moderation Analysis of Economic Policy Uncertainty. (2025). Kim-Leng, Goh ; Wan-Fei, Lai. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:23:n:1002.

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2024Inflation Tales: The Heterogenous Price Effects from Current Account Dynamics. (2024). Jalles, Joao ; Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11512.

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2024A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:149438.

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2025Non-performing loans and bank value: The role of loan loss provisioning in US banks. (2025). Lai, Wan-Fei ; Goh, Kim-Leng. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00396.

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2025What can newspaper articles reveal about the euro area economy?. (2025). Saiz, Lorena ; Magro, Manuel Medina. In: Working Paper Series. RePEc:ecb:ecbwps:20253122.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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2025The impact of community banks’ innovation on regulatory choices. (2025). Yang, Chenzi ; Si, Deng-Kui ; Moreira, Fernando ; Archibald, Thomas Welsh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1627-1644.

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2024Low interest rates and the predictive content of the yield curve. (2024). Bordo, Michael D ; Haubrich, Joseph G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions: Insights from the housing and credit markets. (2024). French, Joseph ; Chatterjee, Ujjal K ; Huttinger, Maik ; Zirgulis, Aras. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000986.

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2024Deposit competition and effectiveness of bank capital requirements. (2024). Han, Ruoning ; Muyeed, Ahadul Kabir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001414.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2025A predictive term-spread model in the age of inflation targeting. (2025). Tvedt, Jostein. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500004x.

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2025Misaligned expectations and bond term premium measures. (2025). Vázquez, Jesús ; Vzquez, Jess. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000828.

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2025The impact of term spread volatility on economic activity. (2025). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Bermpei, Theodora ; Megaritis, Anastasios. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000278.

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2025Spatial panel data models with structural change. (2025). Wang, Luya ; Li, Kunpeng. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001320.

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2024Conventional monetary interventions through the credit channel and the rise of non-bank institutions. (2024). Rivolta, Giulia ; Cafiso, Gianluca. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000894.

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2025Public debt burden and crisis severity. (2025). Fernandez-Gallardo, Alvaro ; Pay, Ivn ; Fernndez-Gallardo, Lvaro. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s0014292125000789.

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2025Data element, big data and enterprise innovation: Evidence from data trading platforms and national big data comprehensive pilot zones. (2025). Liu, Ruizhi ; Xu, Yanmei ; Jing, Ruifeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005137.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Near-term forward rate spread and commodity index relationship with real economic activity in Brazil. (2024). Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus ; Schlomer, Johnny Barrelli. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005130.

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2024Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401208x.

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2024The leverage ratio, risk-taking and bank stability. (2024). Lang, Jan Hannes ; Grill, Michael ; Acosta-Smith, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301364.

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2024Linkages between financial and macroeconomic indicators in emerging markets and developing economies. (2024). Michaelides, Michael ; Liang, Zhongwen ; Loungani, Prakash ; Biswas, Rita. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000796.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Monge, Manuel ; Claudio-Quiroga, Gloria ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2024World ESG performance and economic activity. (2024). Sakkas, Athanasios ; Angelidis, Timotheos ; Michairinas, Athanasios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000623.

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2025Ex ante bond returns and time-varying monotonicity. (2025). Yahyaei, Hamid ; Singh, Abhay ; Smith, Tom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000046.

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2024A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246.

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2024Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422.

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2024Measuring macroeconomic tail risk. (2024). Penasse, Julien ; Marfe, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000618.

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2024Is high debt Constraining monetary policy? evidence from inflation expectations. (2024). Brandao Marques, Luis ; Kamber, Gunes ; Gelos, R. Gaston ; Harrison, Olamide ; Casiraghi, Marco ; Brandao-Marques, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001931.

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2025A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile. (2025). Romero, Damian ; Ceballos, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002213.

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2025Does risk aversion predict the future real economy?. (2025). Ryu, Doojin ; Cho, Hoon ; Kim, Jinhwan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001275.

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2024Household heterogeneity and the price puzzle in a new Keynesian model. (2024). Ida, Daisuke. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070424000028.

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2024Traditional output dynamics: A structural perspective. (2024). Malikane, Christopher. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000557.

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2025Information content in yield curve dynamics: Implications for monetary policy. (2025). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000727.

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2024Cross-sectional financial conditions, business cycles and the lending channel. (2024). , Thiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000503.

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2024Money, output, and prices: 1967-2022. (2024). Horan, Patrick. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000760.

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2024Money/asset ratio as a predictor of inflation. (2024). Do, Nguyen Duc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001029.

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2024Do corporate credit spreads predict the real economy?. (2024). Chatterjee, Ujjal Kanti ; Bazzana, Flavio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:272-286.

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2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

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2024Financial intermediation and informational efficiency: Predicting business cycles. (2024). Gurdgiev, Constantin ; French, Joseph ; Chatterjee, Ujjal ; Borochin, Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005999.

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2025An enquiry into the monetary policy and stock market shocks in the US. (2025). Sharif, Taimur ; Cotturone, Saulo ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000887.

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2025Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017.

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2024Same old song: On the macroeconomic and distributional effects of leaving a Low Interest Rate Environment. (2024). Russo, Alberto ; Botta, Alberto ; Caverzasi, Eugenio. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:552-570.

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2025Monetary Shocks and Inflation: Global Evidence from Trilemma-Based Identification. (2025). Martins, Guilherme ; Libman, Emiliano ; Hoyos, Mateo ; Razmi, Arslan ; Haas, Cameron. In: Working Papers. RePEc:emc:wpaper:dte650.

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2025Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2025). Wei, Min ; Minoiu, Camelia ; Schneider, Andrs. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101197.

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2025The Evolution of Inflation Targeting from the 1990s to 2020s: Developments and New Challenges. (2025). Kiley, Michael ; Mishkin, Frederic S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-25.

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2024Which Is Preferred between Electric or Hydrogen Cars for Carbon Neutrality in the Commercial Vehicle Transportation Sector of South Korea? Implications from a Public Opinion Survey. (2024). Yoo, Seung-Hoon ; Hyun, Min-Ki ; Ahn, Hong-Su. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:1098-:d:1345574.

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2024Dynamic Capital Structure Adjustment: An Integrated Analysis of Firm-Specific and Macroeconomic Factors in Korean Firms. (2024). Choi, Sungsup Brian ; Lee, Mi Young ; Sauka, Kudzai. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:1:p:26-:d:1355245.

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2025Predicting the Canadian Yield Curve Using Machine Learning Techniques. (2025). Naderi, Hosein ; Rayeni, Ali. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:3:p:170-:d:1745876.

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2024Analysis of Long-Term Bond Yields Using Deviations from Covered Interest Rate Parity. (2024). Jo, Gab-Je. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:117-:d:1355973.

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2024The Impact of Stock Price Crash Risk on Bank Dividend Payouts. (2024). Liu, YI ; Jin, Justin Yiqiang. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:209-:d:1395013.

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2025Behind the Screens: Digital Transformation and Tax Policy. (2025). Souguir, Zahra ; Lassoued, Naima ; Khanchel, Imen ; Bejaoui, Eya. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:390-:d:1701683.

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2025A Hybrid Vector Autoregressive Model for Accurate Macroeconomic Forecasting: An Application to the U.S. Economy. (2025). Allohibi, Jeza ; Alharbi, Abdulmajeed Atiah ; Rodrigues, Paulo Canas ; Khan, Imran ; Iftikhar, Hasnain. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1706-:d:1662285.

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2025Bank Mergers, Information Asymmetry, and the Architecture of Syndicated Loans: Global Evidence, 1982–2020. (2025). Saharti, Mohammed. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:9:p:173-:d:1747269.

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2024Les analystes financiers et la vulnérabilité du secteur bancaire : état des lieux et perspectives de recherche. (2024). Popescu, Alexandra ; Vaubourg, Anne-Gal. In: Post-Print. RePEc:hal:journl:hal-05007044.

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2024Inflation Tales: the Heterogenous Price Effects from Current Account Dynamics. (2024). Jalles, Joao ; Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03592024.

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2024Scoring Six Detrending Methods on Timing, Lead-Lag Relations, and Cycle Periods: An Empirical Study of US and UK Recessions 1977–2020. (2024). Seip, Knut Lehre ; Zhang, Dan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10548-x.

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2024Chinas business cycle forecasting: a machine learning approach. (2024). Tang, Pan ; Zhang, Yuwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10549-w.

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2025Seventy Years of Dutch Regional Unemployment from a Spatiotemporal Perspective. (2025). Elhorst, J.Paul ; Smaal, Berend. In: De Economist. RePEc:kap:decono:v:173:y:2025:i:2:d:10.1007_s10645-025-09450-0.

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2024The impact of central bank digital currency on monetary policy effectiveness. (2024). Wu, Binghui ; Zhang, Mengjiao. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09720-y.

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2024The Inverted Yield Curve in a 3-Equation Model. (2024). Michl, Thomas ; Davis, Leila. In: Eastern Economic Journal. RePEc:pal:easeco:v:50:y:2024:i:2:d:10.1057_s41302-024-00264-7.

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2024A balance sheet analysis of monetary policy effects on banks. (2024). Li, Boyao. In: MPRA Paper. RePEc:pra:mprapa:120882.

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2024Rate Cycles. (2024). Kose, Ayhan ; Ha, Jongrim ; Forbes, Kristin. In: MPRA Paper. RePEc:pra:mprapa:121791.

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2024Deposit interest rates and monetary policy transmission. (2024). Queir, Leonor ; Bonfim, Diana. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:re202411.

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2024Insurers’ M&A in the United States during the 1990-2022 period: Is the Fed monetary policy a causal factor. (2024). Dionne, Georges ; Mnasri, Mohamed ; Fenou, Akouete. In: Working Papers. RePEc:ris:crcrmw:2024_002.

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2024Analysing the dynamic co-movement between tourism and expected economic growth considering extreme events. (2024). Ramos, Vicente ; Sriboonchitta, Songsak ; Wang, Mengjiao ; Liu, Jianxu ; Yang, Bing. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:1:p:3-26.

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2025Dynamic asset allocation with asset-specific regime forecasts. (2025). Mulvey, John M ; Yu, Chenyu ; Shu, Yizhan. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06266-0.

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2024Does one size fit all in the Euro Area? Some counterfactual evidence. (2024). Gasteiger, Emanuel ; Fragetta, Matteo ; Destefanis, Sergio. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02597-w.

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2025Variance and skewness in density forecasts: assessing world GDP growth. (2025). Mendez Ramos, Fabian. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02720-5.

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2024Brazilian Business Cycle Analysis in a High-Dimensional and Time-Irregular Span Context. (2024). Maranhao, Andr Nunes. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:1:d:10.1007_s41549-024-00095-7.

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2025Economic downturn and the yield curve: Evidence from Canada and the US. (2025). Xu, Libo. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:2:d:10.1007_s12197-025-09716-y.

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2024Forecasting Annual Inflation Using Weekly Money Supply. (2024). Ooft, Gavin ; Franses, Philip Hans ; Bhaghoe, Sailesh. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:1:d:10.1007_s40953-023-00376-5.

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2024A Note on the Predictive Power of the Term Spread for the Output Gap. (2024). Zagaglia, Paolo. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_7.

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2024The Predictive Power of the Yield Spread Under the Veil of Time. (2024). Zagaglia, Paolo. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:13:y:2024:i:3:f:13_3_1.

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2024Locally time-varying parameter regression. (2024). He, Zhongfang. In: Econometric Reviews. RePEc:taf:emetrv:v:43:y:2024:i:5:p:269-300.

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2024Rate Cycles. (2024). Kose, Ayhan ; Ha, Jongrim ; Forbes, Kristin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10876.

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2024Monetary policy shock and impact asymmetry in bank lending channel: Evidence from the UK housing sector. (2024). Parhi, Mamata ; Mishra, Tapas ; Chowdhury, Rosen Azad ; Jahan, Dilshad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:511-530.

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2024Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets. (2024). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1581-1608.

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2024Towards a macroprudential regulatory framework for mutual funds?. (2024). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3063-3082.

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2025The term structure of interest rates as predictor of stock market volatility. (2025). Megaritis, Anastasios ; Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Kontonikas, Alexandros. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:3212-3229.

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2024Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942.

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2025Reassessing the Predictive Power of the Yield Spread for Recessions in the United States. (2025). Vahey, Shaun ; Coe, Patrick J. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:231-236.

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2024Downturns and changes in the yield slope. (2024). Trani, Tommaso ; Equiza-Goñi, Juan ; Abbritti, Mirko ; Moreno, Antonio. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:673-701.

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2024The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic. (2024). laopodis, nikiforos ; Kouretas, Georgios ; Salachas, Evangelos. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1018-1041.

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2024Data patterns that reliably precede US recessions. (2024). Leamer, Edward E. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2522-2539.

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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]		article257
1998A New Measure of Fit for Equations with Dichotomous Dependent Variables. In: Journal of Business & Economic Statistics.
[Citation analysis]		article217
1997A new measure of fit for equations with dichotomous dependent variables.(1997) In: Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 217		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]		article20
2018Risk-Taking Channel of Monetary Policy.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
1991 The Term Structure as a Predictor of Real Economic Activity. In: Journal of Finance.
[Full Text][Citation analysis]		article978
1989The term structure as a predictor of real economic activity.(1989) In: Research Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 978		paper
2003CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article30
2015THE PRICE PUZZLE AND VAR IDENTIFICATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article22
2005Why Does the Yield Curve Predict Output and Inflation? In: Economic Journal.
[Full Text][Citation analysis]		article184
2008Monetary tightening cycles and the predictability of economic activity In: Economics Letters.
[Full Text][Citation analysis]		article32
2009Monetary tightening cycles and the predictability of economic activity.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		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]		article351
2001Mixing and matching: Prospective financial sector mergers and market valuation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article43
2004The cyclical behavior of optimal bank capital In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article136
1997Is there a role for monetary aggregates in the conduct of monetary policy? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article226
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 nother version. Agregated cites: 226		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 nother 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]		article88
2006The yield curve as a leading indicator: some practical issues In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article103
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]		article136
2002Securitization and the efficacy of monetary policy In: Economic Policy Review.
[Full Text][Citation analysis]		article73
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 nother 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]		paper54
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 nother version. Agregated cites: 54		paper
1996Predicting U.S. recessions: financial variables as leading indicators In: Research Paper.
[Full Text][Citation analysis]		paper479
1995Predicting U.S. Recessions: Financial Variables as Leading Indicators.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 479		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 nother version. Agregated cites: 479		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]		paper3
1998Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty In: Research Paper.
[Full Text][Citation analysis]		paper141
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 nother version. Agregated cites: 141		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 nother version. Agregated cites: 141		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]		paper222
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 nother version. Agregated cites: 222		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]		paper28
2010Monetary cycles, financial cycles, and the business cycle In: Staff Reports.
[Full Text][Citation analysis]		paper30
2004Bank Capital and Risk: Is Voluntary Disclosure Enough? In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article15
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]		article110

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team