Arturo Estrella
Names
first: 
Arturo 
last: 
Estrella 
Contact
email: 

Affiliations

Rensselaer Polytechnic Institute
→ Department of Economics
 website
 location: Troy, New York (United States)
Research profile
author of:

The implicit liabilities of the Pension Benefit Guaranty Corporation
by Arturo Estrella & Beverly Hirtle

Why Does the Yield Curve Predict Output and Inflation?
by Arturo Estrella

Taylor, Black and Scholes: series approximations and risk management pitfalls
by Arturo Estrella

Securitization and the efficacy of monetary policy
by Arturo Estrella

Is there a role for monetary aggregates in the conduct of monetary policy?
by Estrella, Arturo & Mishkin, Frederic S.

Interest rate swaps: an alternative explanation
by Marcelle Arak & Arturo Estrella & Laurie Goodman & Andrew Silver

Corporate leverage and taxes in the U.S. economy
by Arturo Estrella

Predicting U.S. Recessions: Financial Variables As Leading Indicators
by Arturo Estrella & Frederic S. Mishkin

Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis
by Jeff Fuhrer & Arturo Estrella

Consistent covariance matrix estimation in probit models with autocorrelated errors
by Arturo Estrella & Anthony P. Rodrigues

Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty
by Arturo Estrella & Frederic S. Mishkin

Mixing and matching: Prospective financial sector mergers and market valuation
by Estrella, Arturo

A new measure of fit for equations with dichotomous dependent variables
by Arturo Estrella

The yield curve as a predictor of U.S. recessions
by Arturo Estrella & Frederic S. Mishkin

Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty
by Arturo Estrella & Frederic Mishkin

The cyclical behavior of optimal bank capital
by Estrella, Arturo

Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures.
by Estrella, Arturo

A New Measure of Fit for Equations with Dichotomous Dependent Variables.
by Estrella, Arturo

The Term Structure as a Predictor of Real Economic Activity.
by Estrella, Arturo & Hardouvelis, Gikas A.

Corporate leverage and taxes in the U.S. economy
by Arturo Estrella

The term structure as a predictor of real economic activity
by Arturo Estrella & Gikas A. Hardouvelis

Dynamic Inconsistencies: Counterfactual Implications of a Class of RationalExpectations Models
by Arturo Estrella & Jeffrey C. Fuhrer

Formulas or supervision? Remarks on the future of regulatory capital
by Arturo Estrella

Predicting U.S. Recessions: Financial Variables as Leading Indicators
by Arturo Estrella & Frederic S. Mishkin

The term structure of interest rates and its role in monetary policy for the European Central Bank
by Arturo Estrella & Frederic S. Mishkin

Options positions: risk management and capital requirements
by Arturo Estrella & Darryll Hendricks & John Kambhu & Soo Shin & Stefan Walter

Average Marginal Tax Rates U.S. Household Interest and Dividend Income 195480
by Arturo Estrella & Jeffrey C. Fuhrer

Aggregate supply and demand shocks: a natural rate approach.
by Arturo Estrella

Capital ratios as predictors of bank failure
by Arturo Estrella & Sangkyun Park & Stavros Peristiani

Monetary Policy Shifts and the Stability of Monetary Policy Models
by Arturo Estrella & Jeffrey C. Fuhrer

How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States
by Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich

How stable is the predictive power of the yield curve? evidence from Germany and the United States
by Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich

Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy
by Arturo Estrella

The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank
by Estrella, Arturo & Mishkin, Frederic S.

Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy?
by Arturo Estrella & Frederic S. Mishkin

The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank
by Arturo Estrella & Frederic S. Mishkin

Are "deep" parameters stable? the Lucas critique as an empirical hypothesis
by Arturo Estrella & Jeffrey C. Fuhrer

Predicting U.S. recessions: financial variables as leading indicators
by Arturo Estrella & Frederic S. Mishkin

Onesided test for an unknown breakpoint: theory, computation, and application to monetary theory
by Arturo Estrella & Anthony P. Rodrigues

Extracting business cycle fluctuations: what do time series filters really do?
by Arturo Estrella

Generalized canonical regression
by Arturo Estrella

The yield curve as a leading indicator: some practical issues
by Arturo Estrella & Mary R. Trubin

Bank Capital and Risk: Is Voluntary Disclosure Enough?
by Arturo Estrella

The Future of Regulatory Capital: General Principles and Specific Proposals
by Arturo Estrella

Productivity, monetary policy and financial indicators
by Arturo Estrella
edited by

Monetary tightening cycles and the predictability of economic activity
by Adrian, Tobias & Estrella, Arturo

CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS
by Estrella, Arturo

Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty
by Arturo Estrella & Frederic S. Mishkin
edited by

Monetary tightening cycles and the predictability of economic activity
by Arturo Estrella & Tobias Adrian

Estimating the funding gap of the Pension Benefit Guaranty Corporation
by Arturo Estrella & Beverly Hirtle & John A. Brehm

Consistent margin requirements: are they feasible?
by Arturo Estrella

The price risk of options positions: measurement and capital requirements
by Arturo Estrella & Darryll Hendricks & John Kambhu & Soo Shin & Stefan Walter

A prolegomenon to future capital requirements
by Arturo Estrella

Monetary cycles, financial cycles, and the business cycle
by Tobias Adrian & Arturo Estrella & Hyun Song Shin

Sovereign and Banking Sector Debt: Interconnections through Guarantees
by Arturo Estrella & Sebastian Schich