Arturo Estrella

Affiliation not provided to SSRN
SCHOLARLY PAPERS

21

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62

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418

Scholarly Papers (21)

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1.

The Yield Curve as a Predictor of U.S. Recessions

AFA 2001 New Orleans
Number of pages: 6 Posted: 22 Nov 2000
Frederic S. Mishkin and Arturo Estrella
Columbia Business School - Finance and Economics and affiliation not provided to SSRN
Downloads 2,598 (4,898)
Citation 2

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2.

The Yield Curve as a Predictor of U.S. Recessions

Current Issues in Economics and Finance, Vol. 2, No. 7, June 1996
Number of pages: 6 Posted: 21 Jul 2007
Arturo Estrella and Frederic S. Mishkin
affiliation not provided to SSRN and Columbia Business School - Finance and Economics
Downloads 2,283 (6,072)
Citation 37

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term structure, business cycle

3.

Capital Ratios as Predictors of Bank Failure

Economic Policy Review, Vol. 6, No. 2, July 2000
Number of pages: 20 Posted: 07 Mar 2006
Arturo Estrella, Sangkyun Park and Stavros Peristiani
affiliation not provided to SSRN, Independent and Federal Reserve Bank of New York--Retired
Downloads 2,111 (6,896)

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bank regulation, capital requirements, Basel Accord, bank failures

4.

The Yield Curve as a Leading Indicator: Some Practical Issues

Current Issues in Economics and Finance, Vol. 12, No. 5, July/August 2006
Number of pages: 8 Posted: 20 Sep 2006
Arturo Estrella and Mary Trubin
affiliation not provided to SSRN and Federal Reserve Bank of New York
Downloads 1,549 (11,529)
Citation 1

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yield curve, recessions, real-time

5.

Monetary Cycles, Financial Cycles and the Business Cycle

FRB of New York Staff Report No. 421
Number of pages: 19 Posted: 06 Jan 2010
Tobias Adrian, Arturo Estrella and Hyun Song Shin
International Monetary Fund, affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 1,244 (16,269)
Citation 35

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monetary policy, financial intermediation

6.

How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States

FRB of New York Staff Report No. 113
Number of pages: 32 Posted: 06 Jan 2001
Arturo Estrella, Anthony P. Rodrigues and Sebastian Schich
affiliation not provided to SSRN, Federal Reserve Bank of New York and Organisation for Economic Co-operation and Development (OECD)
Downloads 514 (55,675)
Citation 16

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yield curve, binary models, recession

7.

Securitization and the Efficacy of Monetary Policy

Economic Policy Review, Vol. 8, No. 1, May 2002
Number of pages: 13 Posted: 26 Oct 2005
Arturo Estrella
affiliation not provided to SSRN
Downloads 374 (81,772)
Citation 3

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monetary transmission

8.

Consistent Covariance Matrix Estimation in Probit Models with Autocorrelated Errors

FRB of New York Staff Report No. 39
Number of pages: 25 Posted: 28 Oct 2006
Arturo Estrella and Anthony P. Rodrigues
affiliation not provided to SSRN and Federal Reserve Bank of New York
Downloads 228 (139,081)
Citation 17

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probit, autocorrelation, generalized method of moments

9.

Extracting Business Cycle Fluctuations: What Do Time Series Filters Really Do?

FRB of New York Staff Report No. 289
Number of pages: 36 Posted: 26 Jul 2007
Arturo Estrella
affiliation not provided to SSRN
Downloads 187 (167,502)
Citation 5

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frequency domain, spectral analysis, signal extraction

10.

Predicting U.S. Recessions: Financial Variables as Leading Indicators

NBER Working Paper No. w5379
Number of pages: 53 Posted: 17 Jul 2000 Last Revised: 24 Sep 2010
Arturo Estrella and Frederic S. Mishkin
affiliation not provided to SSRN and Columbia Business School - Finance and Economics
Downloads 168 (184,150)
Citation 14

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11.

Generalized Canonical Regression

FRB of New York Staff Report No. 288
Number of pages: 33 Posted: 26 Jul 2007
Arturo Estrella
affiliation not provided to SSRN
Downloads 145 (208,475)
Citation 1

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linear regression, time series, canonical correlations

12.

Monetary Tightening Cycles and the Predictability of Economic Activity

Federal Reserve Bank of New York Staff Report No. 397
Number of pages: 16 Posted: 07 Oct 2009
Arturo Estrella and Tobias Adrian
affiliation not provided to SSRN and International Monetary Fund
Downloads 111 (255,600)
Citation 3

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monetary policy, interest rates, term structure, discriminant analysis

13.

The Term Structure of Interest Rates and its Role in Monetary Policy for the European Central Bank

NBER Working Paper No. w5279
Number of pages: 55 Posted: 11 Jun 2000 Last Revised: 03 Jul 2002
Arturo Estrella and Frederic S. Mishkin
affiliation not provided to SSRN and Columbia Business School - Finance and Economics
Downloads 84 (306,947)

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14.

Formulas or Supervision? Remarks on the Future of Regulatory Capital

Economic Policy Review, Vol. 4, No. 3, October 1998
Number of pages: 10 Posted: 15 Nov 2007
Arturo Estrella
affiliation not provided to SSRN
Downloads 72 (335,800)
Citation 4

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capital regulation

15.

A Prolegomenon to Future Capital Requirements

Economic Policy Review, Vol. 1, No. 2, July 1995
Number of pages: 12 Posted: 09 Nov 2007
Arturo Estrella
affiliation not provided to SSRN
Downloads 71 (338,449)

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capital requirements, minimum capital, optimum capital, Basle

16.

One-Sided Test for an Unknown Breakpoint: Theory, Computation, and Application to Monetary Theory

FRB of NY Staff Report No. 232
Number of pages: 25 Posted: 30 Nov 2005
Arturo Estrella and Anthony P. Rodrigues
affiliation not provided to SSRN and Federal Reserve Bank of New York
Downloads 70 (341,116)
Citation 2

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break test, monetary policy reaction function

17.

Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty

NBER Working Paper No. w6518
Number of pages: 49 Posted: 12 Jul 2000
Arturo Estrella and Frederic S. Mishkin
affiliation not provided to SSRN and Columbia Business School - Finance and Economics
Downloads 38 (448,068)

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18.

Why Does the Yield Curve Predict Output and Inflation?

Economic Journal, Vol. 115, No. 505, pp. 722-744, July 2005
Number of pages: 23 Posted: 22 Jul 2005
Arturo Estrella
affiliation not provided to SSRN
Downloads 35 (460,761)
Citation 1
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19.

Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy?

NBER Working Paper No. w5845
Number of pages: 53 Posted: 30 Oct 2006
Arturo Estrella and Frederic S. Mishkin
affiliation not provided to SSRN and Columbia Business School - Finance and Economics
Downloads 33 (469,815)
Citation 19

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20.

Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80

NBER Working Paper No. w1201
Number of pages: 12 Posted: 04 Apr 2004
Arturo Estrella and Jeffrey C. Fuhrer
affiliation not provided to SSRN and Federal Reserve Bank of Boston
Downloads 20 (540,545)

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21.

Risk-Taking Channel of Monetary Policy

CEPR Discussion Paper No. DP12677
Number of pages: 28 Posted: 05 Feb 2018
Tobias Adrian, Arturo Estrella and Hyun Song Shin
International Monetary Fund, affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 1 (674,123)
Citation 2
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risk taking channel of monetary policy