S
Study
Academic Library
Search
Shelves
Open access
My library
Review
Arturo Estrella · Study
Home
/
Author
Arturo Estrella
28 works
· latest 2018
· 3 institutions
cluster: provisional
Works
28 shown
Risk‐taking channel of monetary policy
Financial Management
·
2018
·
3 authors
·
Open access
61
citations
THE PRICE PUZZLE AND VAR IDENTIFICATION
Macroeconomic Dynamics
·
2014
·
1 author
30
citations
Monetary Cycles, Financial Cycles and the Business Cycle
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
92
citations
The Yield Curve as a Leading Indicator: Frequently Asked Questions
·
2008
·
1 author
36
citations
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty
The MIT Press eBooks
·
2007
·
2 authors
·
chapter
105
citations
Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy?
The MIT Press eBooks
·
2007
·
2 authors
·
chapter
49
citations
Monetary tightening cycles and the predictability of economic activity
Economics Letters
·
2007
·
2 authors
·
Open access
44
citations
The Yield Curve as a Predictor of U.S. Recessions
SSRN Electronic Journal
·
2007
·
2 authors
·
preprint
·
Open access
190
citations
The Yield Curve as a Leading Indicator: Some Practical Issues
SSRN Electronic Journal
·
2006
·
2 authors
·
preprint
·
Open access
115
citations
Why Does the Yield Curve Predict Output and Inflation?
The Economic Journal
·
2005
·
1 author
·
Open access
329
citations
CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS
Econometric Theory
·
2003
·
1 author
37
citations
How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States
The Review of Economics and Statistics
·
2003
·
3 authors
·
Open access
348
citations
The cyclical behavior of optimal bank capital
Journal of Banking & Finance
·
2003
·
1 author
220
citations
Monetary Policy Shifts and the Stability of Monetary Policy Models
The Review of Economics and Statistics
·
2003
·
2 authors
115
citations
Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models
American Economic Review
·
2002
·
2 authors
281
citations
Securitization and the Efficacy of Monetary Policy
RePEc: Research Papers in Economics
·
2002
·
1 author
·
Open access
66
citations
Mixing and matching: Prospective financial sector mergers and market valuation
Journal of Banking & Finance
·
2001
·
1 author
82
citations
Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty
National Bureau of Economic Research
·
2000
·
2 authors
·
report
·
Open access
54
citations
Capital Ratios as Predictors of Bank Failure
SSRN Electronic Journal
·
2000
·
3 authors
·
preprint
·
Open access
177
citations
The Yield Curve as a Predictor of U.S. Recessions
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
67
citations
Are "Deep" Parameters Stable? The Lucas Critique as an Empirical Hypothesis
·
1999
·
2 authors
55
citations
Predicting U.S. Recessions: Financial Variables as Leading Indicators
The Review of Economics and Statistics
·
1998
·
2 authors
1,180
citations
Is there a role for monetary aggregates in the conduct of monetary policy?
Journal of Monetary Economics
·
1997
·
2 authors
·
Open access
268
citations
The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank
European Economic Review
·
1997
·
2 authors
·
Open access
537
citations
Predicting U.S. Recessions: Financial Variables as Leading Indicators
National Bureau of Economic Research
·
1995
·
2 authors
·
report
·
Open access
366
citations
The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank
National Bureau of Economic Research
·
1995
·
2 authors
·
report
·
Open access
98
citations
The Term Structure as a Predictor of Real Economic Activity
The Journal of Finance
·
1991
·
2 authors
1,739
citations
Interest Rate Swaps: An Alternative Explanation
Financial Management
·
1988
·
3 authors
51
citations