Rodrigo Alfaro

Names

Identifer

Contact

Affiliations

• International Monetary Fund (IMF)
  • EDIRC entry
  • location:

Research profile

author of:

• The bank lending channel in Chile (repec:bis:bisbpc:22-08)
  by Rodrigo Alfaro & Carlos García & Alejandro Jara & Helmut Franken
• Macro stress tests and crises: what can we learn? (repec:bis:bisqtr:0912e)
  by Rodrigo Alfaro & Mathias Drehmann
• The Holt-Winters filter and the one-sided HP filter: A close correspondence (repec:bis:biswps:1033)
  by Rodrigo Alfaro & Mathias Drehmann
• How capital inflows translate into new bank lending: tracing the mechanism in Latin America (repec:bis:biswps:1051)
  by Carlos Cantù & Catherine Casanova & Rodrigo Alfaro & Fernando Chertman & Gerald Cisneros & Toni dos Santos & Roberto Lobato & Calixto Lopez & Facundo Luna & David Moreno & Miguel Sarmiento & Rafael Ni
• The impact of warnings published in a financial stability report on loan-to value ratios (repec:bis:biswps:633)
  by Andrés Alegría & Rodrigo Alfaro & Felipe Córdova
• MIRA: Stata module to compute Rubin's measure for multiple imputation regression analysis (repec:boc:bocode:s456930)
  by Rodrigo Alfaro
• Multiple imputation for household surveys: A comparison of methods (repec:boc:usug08:10)
  by Rodrigo A. Alfaro & Marcelo E. Fuenzalida
• FinanciaL Stability, Monetary Policy and Central Banking: an Overview (repec:chb:bcchec:v:12:y:2009:i:2:p:5-10)
  by Rodrigo Alfaro A. & Rodrigo Cifuentes S.
• Consumer Banking and Credit Risk (repec:chb:bcchec:v:12:y:2009:i:3:p:59-77)
  by Rodrigo Alfaro A. & Daniel Calvo C. & Daniel Oda Z.
• Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model (repec:chb:bcchec:v:14:y:2011:i:3:p:57-74)
  by Rodrigo Alfaro A. & Sebastián Becerra C. / A & Andrés Sagner T.
• Análisis de Información Faltante en Encuestas Microeconómicas (repec:chb:bcchee:67)
  by Rodrigo Alfaro & Marcelo Fuenzalida
• Análisis de Derechos Contingentes: Aplicación a Casas Comerciales (repec:chb:bcchni:v:13:y:2010:i:1:p:73-82)
  by Rodrigo Alfaro A. & Natalia Gallardo S. & Camilo Vio G.
• Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas (repec:chb:bcchni:v:14:y:2011:i:2:p:119-124)
  by Rodrigo Alfaro A. & David Pacheco L. & Andrés Sagner T
• Efecto de la Reserva Técnica sobre las Tasas de los Documentos del Banco Central a Noventa Días (repec:chb:bcchni:v:6:y:2003:i:3:p:71-79)
  by Rodrigo Alfaro A. & Erika Arraño G.
• The Bank Lending Channel in Chile (repec:chb:bcchsb:v07c04pp121-146)
  by Rodrigo Alfaro & Helmut Franken & Carlos García & Alejandro Jara
• Financial Stability, Monetary Policy, and Central Banking: An Overview (repec:chb:bcchsb:v15c01pp001-010)
  by Rodrigo A. Alfaro & Rodrigo Cifuentes S.
• Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso (repec:chb:bcchwp:1041)
  by Rodrigo Alfaro & Catalina Estefó
• Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile (repec:chb:bcchwp:223)
  by Rodrigo Alfaro & Helmut Franken & Carlos García & Alejandro Jara
• Measuring Equity Volatility: the case of Chilean Stock Index (repec:chb:bcchwp:462)
  by Rodrigo Alfaro & Carmen Gloria Silva
• Inference Using Instrumental Variable Estimators (repec:chb:bcchwp:464)
  by Rodrigo Alfaro
• Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile (repec:chb:bcchwp:467)
  by Rodrigo Alfaro
• Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator (repec:chb:bcchwp:500)
  by Rodrigo Alfaro
• Banking Risk Exposure (repec:chb:bcchwp:503)
  by Rodrigo Alfaro & Daniel Calvo & Daniel Oda
• When RSI met the Binomial-Tree (repec:chb:bcchwp:520)
  by Rodrigo Alfaro & Andrés Sagner
• The Yield Curve Under Nelson-Siegel (repec:chb:bcchwp:531)
  by Rodrigo Alfaro
• Análisis de Derechos Contingentes: Aplicación a Casas Comerciales (repec:chb:bcchwp:535)
  by Rodrigo Alfaro & Natalia Gallardo
• Financial Stability, Monetary Policy and Central Banking: An Overview (repec:chb:bcchwp:554)
  by Rodrigo Alfaro A. & Rodrigo Cifuentes S.
• The Determinants of Household Debt Defa (repec:chb:bcchwp:574)
  by Rodrigo Alfaro & Natalia Gallardo & Roberto Stein
• Stress Tests for Banking Sector: A Technical Note (repec:chb:bcchwp:610)
  by Rodrigo Alfaro & Andrés Sagner
• Uso de la Aproximación TIR/Duración en la Estructura de Tasas: Resultados Cuantitativos Bajo Nelson - Siegel (repec:chb:bcchwp:616)
  by Rodrigo Alfaro & Juan Sebastián Becerra
• Aplicaciones del Modelo Binomial para el Análisis de Riesgo (repec:chb:bcchwp:631)
  by Rodrigo A. Alfaro. & Andrés Sagner & Carmen G. Silva
• Cubrir o no Cubrir: ¿Ese es el Dilema? (repec:chb:bcchwp:662)
  by Rodrigo Alfaro & Natán Goldberger
• Tasa Máxima Convencional y Oferta de Créditos (repec:chb:bcchwp:673)
  by Rodrigo Alfaro & Andrés Sagner & Camilo Vio
• The Impact of Persistence in Volatility over the Probability of Default (repec:chb:bcchwp:689)
  by Rodrigo Alfaro & Natán Golberger
• Comportamiento de No Pago en Créditos de Consumo: Indicadores y Determinantes (repec:chb:bcchwp:699)
  by Andrés Alegría & Rodrigo Alfaro & Carlos Saavedra
• A Note on Yield Spread and Output Growth (repec:chb:bcchwp:700)
  by Rodrigo Alfaro & Damián Romero
• An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies (repec:chb:bcchwp:795)
  by Rodrigo Alfaro & Carlos Medel & Carola Moreno
• The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio (repec:chb:bcchwp:798)
  by Andrés Alegría & Rodrigo Alfaro & Felipe Córdova
• Expectativas Financieras y Tasas Forward en Chile (repec:chb:bcchwp:814)
  by Rodrigo Alfaro & Antonio Fernandois & Andrés Sagner
• Pension Funds and the Yield Curve: The Role of Preference for Maturity (repec:chb:bcchwp:821)
  by Rodrigo Alfaro & Mauricio Calani
• S&P 500 under Dynamic Gordon Model (repec:chb:bcchwp:851)
  by Rodrigo Alfaro & Andrés Sagner
• A note on currency-hedging (repec:chb:bcchwp:859)
  by Rodrigo Alfaro & Natan Goldberger
• Estimates of the US Shadow-Rate (repec:chb:bcchwp:923)
  by Rodrigo Alfaro & Marco Piña
• Modeling S&P500 returns with GARCH models (repec:chb:bcchwp:955)
  by Rodrigo Alfaro & Alejandra Inzunza
• The Holt-Winters filter and the one-sided HP filter: A close correspondence (repec:chb:bcchwp:959)
  by Rodrigo Alfaro & Mathias Drehmann
• Stress Tests for Banking Sector: A Technical Note (repec:cml:moneya:v:xxiv:y:2011:i:2:p:143-162)
  by Rodrigo Alfaro & Andrés Sagner
• Affine Nelson-Siegel model (repec:eee:ecolet:v:110:y:2011:i:1:p:1-3)
  by Alfaro, Rodrigo A.
• The Holt–Winters filter and the one-sided HP filter: A close correspondence (repec:eee:ecolet:v:222:y:2023:i:c:s0165176522003998)
  by Alfaro, Rodrigo & Drehmann, Mathias
• FX-hedging for Latin American investors (repec:eee:ememar:v:59:y:2024:i:c:s1566014124000128)
  by Alfaro, Rodrigo & Goldberger, Natan
• The effect of warnings published in a financial stability report on loan-to-value ratios (repec:eee:lajcba:v:2:y:2021:i:4:s2666143821000211)
  by Alegría, Andrés & Alfaro, Rodrigo & Córdova, Felipe
• Estimates of the US Shadow-Rate (repec:eee:lajcba:v:4:y:2023:i:1:s2666143822000345)
  by Alfaro, Rodrigo & Piña, Marco
• Modeling S&P500 returns with GARCH models (repec:eee:lajcba:v:4:y:2023:i:3:s2666143823000170)
  by Alfaro, Rodrigo & Inzunza, Alejandra
• Dinámica de la frecuencia de impago de los créditos de consumo en cuotas (repec:elt:journl:v:80:y:2013:i:318:p:329-343)
  by Alfaro, Rodrigo & Pacheco, David & Sagner, Andrés
• The Determinants of Household Debt Default (repec:ila:anaeco:v:27:y:2012:i:1:p:55-70)
  by Rodrigo Alfaro & Natalia Gallardo
• Volatilidad de Indices Accionarios: El caso del IPSA (repec:ioe:cuadec:v:45:y:2008:i:132:p:217-233)
  by Rodrigo A. Alfaro & Carmen Gloria Silva
• Imputación Múltiple en Encuestas Microeconómicas (repec:ioe:cuadec:v:46:y:2009:i:134:p:273-288)
  by Rodrigo Alfaro & Marcelo Fuenzalida
• Inferencia Estadística
  [Inferential Statistics] (repec:pra:mprapa:15618)
  by Alfaro, Rodrigo
• Estimación de la Curva de Rendimiento
  [Estimating the Yield Curve] (repec:pra:mprapa:16499)
  by Alfaro, Rodrigo
• Stock Index Volatility: the case of IPSA (repec:pra:mprapa:25906)
  by Alfaro, Rodrigo & Silva, Carmen Gloria
• Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU
  [The Dynamic Nelson-Siegel model: empirical results for Chile and US] (repec:pra:mprapa:25912)
  by Alfaro, Rodrigo & Becerra, Juan Sebastian & Sagner, Andres
• Financial Forecast for the Relative Strength Index (repec:pra:mprapa:25913)
  by Alfaro, Rodrigo & Sagner, Andres