Arturo Estrella
Names
first:  Arturo 
last:  Estrella 
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 
Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor
by Sebastian Schich & Arturo Estrella 
RiskTaking Channel of Monetary Policy
by Adrian, Tobias & Estrella, Arturo & Shin, Hyun Song 
THE PRICE PUZZLE AND VAR IDENTIFICATION
by Estrella, Arturo
editor of:

The Economics of Recession
edited by Arturo Estrella