Daniel O. Beltran

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

12

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1,090

SSRN CITATIONS
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Top 23,127

in Total Papers Citations

17

CROSSREF CITATIONS

26

Scholarly Papers (12)

1.

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 195 (195,359)
Citation 7

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

2.

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 189 (200,963)
Citation 4

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Bayesian estimation, forecasting, identification, MCMC, Switzerland

3.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

International Finance Discussion Paper No. 1216
Number of pages: 49 Posted: 26 Nov 2017
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, 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 Fudan University - Fanhai International School of Finance (FISF)
Downloads 182 (207,782)
Citation 2

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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 126 (280,260)
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 110 (308,877)
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 86 (362,136)
Citation 2

Abstract:

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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
Board of Governors of the Federal Reserve System, Harvard University - Harvard Kennedy School (HKS), Board of Governors of the Federal Reserve System and Thomas & Son Analytics
Downloads 76 (389,532)
Citation 9

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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 (407,636)
Citation 9

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Technology, computers, education

How useful are credit gap-based early warning indicators of financial crises?

Number of pages: 38 Posted: 06 Feb 2019 Last Revised: 16 Oct 2021
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 MIT Sloan Finance Group
Downloads 43 (519,859)

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

Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs

FRB International Finance Discussion Paper No. 1307 https://doi.org/10.17016/IFDP.2021.1307
Number of pages: 40 Posted: 23 Apr 2021
Daniel O. Beltran, Mohammad R. Jahan-Parvar and Fiona Paine
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and MIT Sloan Finance Group
Downloads 11 (737,126)

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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 2 (781,666)
Citation 4
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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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Un-Networking: The Evolution of Networks in the Federal Funds Market

FEDS Working Paper No. 2015-55
Posted: 09 Jul 2021
Daniel O. Beltran, Valentin Bolotnyy and Elizabeth C. Klee
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and affiliation not provided to SSRN

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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