Arturo Estrella

Economics and Econometrics · 2000–2006

A researcher in the Science corpus: 9 papers; trusts 6 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 19 citations into it; #2,290 of 23,481 by trust here, #2,748 by citations
• Finance — 10 citations into it; #3,906 of 10,518 by trust here, #5,523 by citations

Whom Arturo Estrella trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Donald W. K. Andrews
2. Jeffrey C. Fuhrer
3. Edward I. Altman
4. Lars Peter Hansen
5. James H. Stock
6. Christopher A. Sims
7. Michael Woodford
8. James J. Heckman
9. Michele Cavallo
10. João A. C. Santos

Who trusts Arturo Estrella overall

1. Henri Nyberg
2. Kuang-Liang Chang
3. Rafael Repullo
4. James H. Stock
5. Nan Chen
6. Glenn D. Rudebusch
7. Javier Suárez
8. Luís Aguiar-Conraria
9. Mark W. Watson
10. C. Leung

Papers from Arturo Estrella's perspective

Ordered by how strongly the researchers Arturo Estrella trusts endorse each paper. Same corpus, a different order for every researcher.

1. CREDIT RATINGS AND COMPLEMENTARY SOURCES OF CREDIT QUALITY INFORMATION
2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
3. Instrumental Variables Regression with Weak Instruments
4. Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
5. Testing Parameters in GMM without Assuming that they are identified
6. ALTERNATIVE APPROXIMATIONS TO THE DISTRIBUTIONS OF INSTRUMENTAL VARIABLE ESTIMATORS
7. A Conditional Likelihood Ratio Test for Structural Models
8. Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
9. Decision Theory Applied to an Instrumental Variables Model
10. Estimating the Dimension of a Model

Their papers

• Why Does the Yield Curve Predict Output and Inflation (2005) — 323 citations
• Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty (2000) — 191 citations
• How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States (2003) — 357 citations
• The cyclical behavior of optimal bank capital (2004) — 234 citations
• Monetary Policy Shifts and the Stability of Monetary Policy Models (2003) — 139 citations
• The Yield Curve as a Leading Indicator: Some Practical Issues (2006) — 200 citations
• Capital Ratios as Predictors of Bank Failure (2006) — 330 citations
• Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models (2002) — 260 citations
• CREDIT RATINGS AND COMPLEMENTARY SOURCES OF CREDIT QUALITY INFORMATION (2000) — 138 citations