Anthony P. Rodrigues

Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

10

DOWNLOADS
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SSRN RANKINGS

Top 44,237

in Total Papers Downloads

1,468

SSRN CITATIONS
Rank 15,178

SSRN RANKINGS

Top 15,178

in Total Papers Citations

33

CROSSREF CITATIONS

41

Scholarly Papers (10)

1.

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
Rensselaer Polytechnic Institute, Federal Reserve Bank of New York and Organisation for Economic Co-operation and Development (OECD)
Downloads 533 (72,253)
Citation 25

Abstract:

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yield curve, binary models, recession

2.

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
Rensselaer Polytechnic Institute and Federal Reserve Bank of New York
Downloads 277 (151,121)
Citation 22

Abstract:

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probit, autocorrelation, generalized method of moments

3.

The Impact of News on the Term-Structure of Breakeven Inflation

Number of pages: 37 Posted: 17 Feb 2009 Last Revised: 05 Nov 2010
Anthony P. Rodrigues, Michelle Steinberg and Laurel Madar
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 209 (198,440)
Citation 1

Abstract:

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TIPS, inflation swaps, breakeven inflation

4.

How Workers Use 401(K) Plans: The Participation, Contribution, and Withdrawal Decisions

FRB of New York Staff Report No. 38
Number of pages: 48 Posted: 28 Oct 2006
Michael J. Fleming, William F. Bassett and Anthony P. Rodrigues
Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 202 (204,774)
Citation 20

Abstract:

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5.

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
Rensselaer Polytechnic Institute and Federal Reserve Bank of New York
Downloads 72 (430,945)
Citation 3

Abstract:

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break test, monetary policy reaction function

6.

A Test of International CAPM

NBER Working Paper No. w2054
Number of pages: 25 Posted: 28 Dec 2006 Last Revised: 12 Feb 2022
Charles M. Engel and Anthony P. Rodrigues
University of Wisconsin - Madison - Department of Economics and Federal Reserve Bank of New York
Downloads 69 (440,913)

Abstract:

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7.

Tests of International CAPM with Time-Varying Covariances

NBER Working Paper No. w2303
Number of pages: 55 Posted: 18 Aug 2004 Last Revised: 18 Apr 2022
Charles M. Engel and Anthony P. Rodrigues
University of Wisconsin - Madison - Department of Economics and Federal Reserve Bank of New York
Downloads 44 (540,601)

Abstract:

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8.

The Constrained Asset Share Estimation (Case) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market

NBER Working Paper No. w4294
Number of pages: 31 Posted: 06 Jul 2004 Last Revised: 28 Mar 2021
University of Wisconsin - Madison - Department of Economics, Harvard University - Harvard Kennedy School (HKS), Harvard University Graduate School of Business and Federal Reserve Bank of New York
Downloads 32 (603,545)
Citation 1

Abstract:

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9.

Conditional Mean-Variance Efficiency of the U.S. Stock Market

NBER Working Paper No. w2890
Number of pages: 26 Posted: 29 Nov 2001 Last Revised: 26 Nov 2021
University of Wisconsin - Madison - Department of Economics, Harvard University - Harvard Kennedy School (HKS), Harvard University Graduate School of Business and Federal Reserve Bank of New York
Downloads 30 (615,611)

Abstract:

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10.

Is Aggregate Consumer Borrowing Consistent with the Permanent Income Hypothesis?

Manchester School, Vol. 68, No. 3, June 2000
Posted: 22 Sep 2001 Last Revised: 17 May 2021
Sangkyun Park and Anthony P. Rodrigues
Independent and Federal Reserve Bank of New York

Abstract:

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