Daniel O. Beltran

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

12

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Scholarly Papers (12)

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1.

Estimating the Parameters of a Small Open Economy DSGE Model: Identifiability and Inferential Validity

FRB International Finance Discussion Paper No. 955
Number of pages: 44 Posted: 08 Dec 2008
Daniel O. Beltran and David Draper
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 182 (184,701)
Citation 4

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Bayesian estimation, forecasting, identification, MCMC, Switzerland

2.

Foreign Exposure to Asset-Backed Securities of U.S. Origin

FRB International Finance Discussion Paper No. 939
Number of pages: 33 Posted: 01 Nov 2008
Daniel O. Beltran, Laurie DeMarco and Charles P. Thomas
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Thomas & Son Analytics
Downloads 179 (187,447)
Citation 7

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Financial turmoil, securitization, ABS, mark-to-market

3.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

FRB International Finance Discussion Paper No. 1216
Number of pages: 49 Posted: 26 Nov 2017
Deepa Datta, Juan M. Londono, Bo Sun, Daniel O. Beltran, Thiago R.T. Ferreira, Matteo Iacoviello, Mohammad R. Jahan-Parvar, Canlin Li, Marius Rodriguez and John H. Rogers
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System - Division of International Finance, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 150 (217,923)
Citation 2

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Risk, Uncertainty, Volatility, Monetary policy, Geopolitical risk, Equities, Interest rates, Exchange rates, Commodities, Inflation, Variance risk premium

4.

Asymmetric Information and the Death of ABS CDOs

FRB International Finance Discussion Paper No. 1075
Number of pages: 36 Posted: 06 Apr 2013
Daniel O. Beltran, Larry Cordell and Charles P. Thomas
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Thomas & Son Analytics
Downloads 123 (254,591)
Citation 4

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CDO, securitization, asymmetric, lemons

5.

Estimating Dynamic Macroeconomic Models: How Informative are the Data?

FRB International Finance Discussion Paper No. 1175
Number of pages: 32 Posted: 03 Aug 2016
Daniel O. Beltran and David Draper
Board of Governors of the Federal Reserve System and University of California, Santa Cruz
Downloads 103 (288,883)
Citation 1

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Bayesian estimation, Econometric modeling, Kalman filter, Likelihood, Local identifcation, Euro Area, MCMC, Policy-relevant parameters, Prior-versus-posterior comparison, Sensitivity analysis

6.

Could Asymmetric Information Alone Have Caused the Collapse of Private-Label Securitization?

FRB International Finance Discussion Paper No. 1010
Number of pages: 51 Posted: 14 Nov 2010
Daniel O. Beltran and Charles P. Thomas
Board of Governors of the Federal Reserve System and Thomas & Son Analytics
Downloads 80 (338,687)
Citation 2

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CDO, securitization, asymmetric, lemons

7.

Foreign Holdings of U.S. Treasuries and U.S. Treasury Yields

Journal of International Money and Finance, Vol. 32, No. 1, 2013, FRB International Finance Discussion Paper No. 1041
Number of pages: 38 Posted: 02 Mar 2012 Last Revised: 24 Feb 2013
Daniel O. Beltran, Maxwell Kretchmer, Jaime Marquez and Charles P. Thomas
Board of Governors of the Federal Reserve System, Harvard University - Harvard Kennedy School (HKS), Board of Governors of the Federal Reserve System - International Financial Transactions Section and Thomas & Son Analytics
Downloads 75 (351,566)
Citation 8

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Foreign official inflows, Treasury yields, reserves, capital flows

8.

Home Computers and Educational Outcomes: Evidence from the NLSY97 and CPS

FRB International Finance Discussion Paper No. 958
Number of pages: 52 Posted: 08 Dec 2008
Daniel O. Beltran, Kuntal Das and Robert W. Fairlie
Board of Governors of the Federal Reserve System, University of California, Santa Cruz and University of California, Santa Cruz - Department of Economics
Downloads 70 (365,237)
Citation 8

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Technology, computers, education

9.

Credit Gaps as Early Warning Indicators

Number of pages: 38 Posted: 06 Feb 2019 Last Revised: 06 Aug 2020
Daniel O. Beltran, Mohammad R. Jahan-Parvar and Fiona A. Paine
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 33 (502,431)

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Credit, Credit Gap, Optimization, Predictive Power, Robustness, Trend-Cycle Decomposition

10.

Home Computers and Educational Outcomes: Evidence from the NLSY97 and CPS

Economic Inquiry, Vol. 48, Issue 3, pp. 771-792, July 2010
Number of pages: 22 Posted: 21 Jun 2010
Robert W. Fairlie, Daniel O. Beltran and Kuntal Das
University of California, Santa Cruz - Department of Economics, Board of Governors of the Federal Reserve System and University of California, Santa Cruz
Downloads 1 (721,089)
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11.

How Vulnerable are Eme Corporates?

FRB IFDP Notes No. 2018-06-19
Posted: 22 Jun 2018 Last Revised: 21 Feb 2019
Daniel O. Beltran and Christopher G Collins
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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12.

Un-Networking: The Evolution of Networks in the Federal Funds Market

FEDS Working Paper No. 2015-055, http://dx.doi.org/10.17016/FEDS.2015.055
Posted: 21 Aug 2015
Daniel O. Beltran, Valentin Bolotnyy and Elizabeth Klee
Board of Governors of the Federal Reserve System, Harvard University - Department of Economics and Board of Governors of the Federal Reserve System

Abstract:

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Banks, credit unions, and other financial institutions, Counterparty credit risk, Data visualization, Network models