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Consistent covariance matrix estimation in probit models with autocorrelated errors
Estrella, Arturo; Rodrigues, Anthony P. - 1998
Persistent link: https://www.econbiz.de/10000986482
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Dyanamic [Dynamic] inconsistencies : counterfactual implications of a class of rational expectations models
Estrella, Arturo; Fuhrer, Jeffrey C. - 1998
Persistent link: https://www.econbiz.de/10000993685
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Predicting US recessions : financial variables as leading indicators
Estrella, Arturo - 1995
Persistent link: https://www.econbiz.de/10000931935
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The yield curve as a predictor of recessions in the United States and Europe
Estrella, Arturo - In: The determination of long-term interest rates and …, (pp. 324-337). 1996
Persistent link: https://www.econbiz.de/10001321305
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Predicting US recessions : financial variables as leading indicators
Estrella, Arturo - In: The review of economics and statistics 80 (1998) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10001235786
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The question of bank capital regulation
Baltensperger, Ernst - In: Swiss journal of economics and statistics 134 (1998) 4/2, pp. 645-648
Persistent link: https://www.econbiz.de/10001255780
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The practical banker's perspective on precommitment
Enderli, Rolf - In: Swiss journal of economics and statistics 134 (1998) 4/2, pp. 629-632
Persistent link: https://www.econbiz.de/10001255789
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The future of regulatory capital : the practical banker's perspective
Guldimann, Tobias - In: Swiss journal of economics and statistics 134 (1998) 4/2, pp. 625-628
Persistent link: https://www.econbiz.de/10001255794
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Comment on the behavior of interest rates implied by the term structure of Eurodollar futures
Estrella, Arturo - In: Journal of money, credit and banking : JMCB 28 (1996) 3, pp. 447-451
Persistent link: https://www.econbiz.de/10001334600