Arturo Estrella

Rensselaer Polytechnic Institute

Professor of Economics

110 8th Street

Troy, NY 12180

United States

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 3,852

SSRN RANKINGS

Top 3,852

in Total Papers Downloads

13,136

SSRN CITATIONS
Rank 2,872

SSRN RANKINGS

Top 2,872

in Total Papers Citations

103

CROSSREF CITATIONS

367

Scholarly Papers (20)

1.

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

Number of pages: 6 Posted: 22 Nov 2000
Frederic S. Mishkin and Arturo Estrella
Columbia Business School - Finance and Economics and Rensselaer Polytechnic Institute
Downloads 2,692 (6,205)
Citation 3

Abstract:

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2.

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

Number of pages: 6 Posted: 21 Jul 2007
Arturo Estrella and Frederic S. Mishkin
Rensselaer Polytechnic Institute and Columbia Business School - Finance and Economics
Downloads 2,579 (6,635)
Citation 46

Abstract:

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term structure, business cycle

3.

Capital Ratios as Predictors of Bank Failure

Number of pages: 20 Posted: 07 Mar 2006
Arturo Estrella, Sangkyun Park and Stavros Peristiani
Rensselaer Polytechnic Institute, Independent and Federal Reserve Bank of New York--Retired
Downloads 2,252 (8,256)
Citation 2

Abstract:

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bank regulation, capital requirements, Basel Accord, bank failures

4.

The Yield Curve as a Leading Indicator: Some Practical Issues

Number of pages: 8 Posted: 20 Sep 2006
Arturo Estrella and Mary Trubin
Rensselaer Polytechnic Institute and Federal Reserve Bank of New York
Downloads 1,913 (10,784)
Citation 8

Abstract:

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yield curve, recessions, real-time

5.

Monetary Cycles, Financial Cycles and the Business Cycle

Number of pages: 19 Posted: 06 Jan 2010
Tobias Adrian, Arturo Estrella and Hyun Song Shin
International Monetary Fund, Rensselaer Polytechnic Institute and Bank for International Settlements (BIS)
Downloads 1,374 (18,136)
Citation 37

Abstract:

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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

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 530 (67,462)
Citation 25

Abstract:

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yield curve, binary models, recession

7.

Securitization and the Efficacy of Monetary Policy

Number of pages: 13 Posted: 26 Oct 2005
Arturo Estrella
Rensselaer Polytechnic Institute
Downloads 393 (96,348)
Citation 3

Abstract:

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monetary transmission

8.

Consistent Covariance Matrix Estimation in Probit Models with Autocorrelated Errors

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 268 (146,072)
Citation 22

Abstract:

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probit, autocorrelation, generalized method of moments

9.

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

Number of pages: 36 Posted: 26 Jul 2007
Arturo Estrella
Rensselaer Polytechnic Institute
Downloads 221 (176,315)
Citation 6

Abstract:

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frequency domain, spectral analysis, signal extraction

10.

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

Number of pages: 53 Posted: 17 Jul 2000 Last Revised: 13 Sep 2021
Arturo Estrella and Frederic S. Mishkin
Rensselaer Polytechnic Institute and Columbia Business School - Finance and Economics
Downloads 192 (200,706)
Citation 35

Abstract:

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11.

Generalized Canonical Regression

Number of pages: 33 Posted: 26 Jul 2007
Arturo Estrella
Rensselaer Polytechnic Institute
Downloads 156 (239,942)
Citation 1

Abstract:

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linear regression, time series, canonical correlations

12.

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

Number of pages: 55 Posted: 11 Jun 2000 Last Revised: 06 Jun 2021
Arturo Estrella and Frederic S. Mishkin
Rensselaer Polytechnic Institute and Columbia Business School - Finance and Economics
Downloads 126 (283,888)

Abstract:

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13.

Monetary Tightening Cycles and the Predictability of Economic Activity

Number of pages: 16 Posted: 07 Oct 2009
Arturo Estrella and Tobias Adrian
Rensselaer Polytechnic Institute and International Monetary Fund
Downloads 122 (290,683)
Citation 4

Abstract:

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monetary policy, interest rates, term structure, discriminant analysis

14.

A Prolegomenon to Future Capital Requirements

Number of pages: 12 Posted: 09 Nov 2007
Arturo Estrella
Rensselaer Polytechnic Institute
Downloads 75 (397,192)

Abstract:

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capital requirements, minimum capital, optimum capital, Basle

15.

Formulas or Supervision? Remarks on the Future of Regulatory Capital

Number of pages: 10 Posted: 15 Nov 2007
Arturo Estrella
Rensselaer Polytechnic Institute
Downloads 72 (406,317)
Citation 4

Abstract:

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capital regulation

16.

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

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 71 (409,443)
Citation 2

Abstract:

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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

Number of pages: 49 Posted: 12 Jul 2000 Last Revised: 25 Apr 2021
Arturo Estrella and Frederic S. Mishkin
Rensselaer Polytechnic Institute and Columbia Business School - Finance and Economics
Downloads 40 (529,842)

Abstract:

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18.

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

Number of pages: 53 Posted: 30 Oct 2006 Last Revised: 23 Jun 2021
Arturo Estrella and Frederic S. Mishkin
Rensselaer Polytechnic Institute and Columbia Business School - Finance and Economics
Downloads 39 (534,676)
Citation 20

Abstract:

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19.

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

Number of pages: 12 Posted: 04 Apr 2004 Last Revised: 15 Oct 2021
Arturo Estrella and Jeffrey C. Fuhrer
Rensselaer Polytechnic Institute and Federal Reserve Bank of Boston
Downloads 20 (649,308)

Abstract:

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20.

Risk-Taking Channel of Monetary Policy

Number of pages: 28 Posted: 05 Feb 2018
Tobias Adrian, Arturo Estrella and Hyun Song Shin
International Monetary Fund, Rensselaer Polytechnic Institute and Bank for International Settlements (BIS)
Downloads 1 (800,893)
Citation 5
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Abstract:

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risk taking channel of monetary policy