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Generalized canonical regression
Estrella, Arturo (contributor) - 2007
Persistent link: https://www.econbiz.de/10003522701
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Extracting business cycle fluctuations : what do time series filters really do?
Estrella, Arturo (contributor) - 2007
Persistent link: https://www.econbiz.de/10003522705
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Why does the yield curve predict output and inflation?
Estrella, Arturo - In: The economic journal : the journal of the Royal … 115 (2005) 505, pp. 722-744
Persistent link: https://www.econbiz.de/10003007789
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Bank capital and risk : Is voluntary disclosure enough?
Estrella, Arturo - In: Journal of financial services research : JFSR 26 (2004) 2, pp. 145-160
Persistent link: https://www.econbiz.de/10002237569
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Productivity, monetary policy and financial indicators
Estrella, Arturo - In: Investigating the relationship between the financial …, (pp. 166-176). 2005
Persistent link: https://www.econbiz.de/10003072593
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A new measure of fit for equations with dichotomous dependent variables
Estrella, Arturo - 1997
Persistent link: https://www.econbiz.de/10001351819
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Why do interest rates predict macro outcomes? : A unified theory of inflation, output, interest and policy
Estrella, Arturo - 1997
Persistent link: https://www.econbiz.de/10001351827
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Mixing and matching : prospective financial sector mergers and market valuation
Estrella, Arturo - In: Journal of banking & finance 25 (2001) 12, pp. 2367-2392
Persistent link: https://www.econbiz.de/10001636694
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Securitization and the efficacy of monetary policy
Estrella, Arturo - In: Economic policy review 8 (2002) 1, pp. 243-255
Persistent link: https://www.econbiz.de/10001707919
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Critical values and P values of Bessel process distributions : computation and application to structural break tests
Estrella, Arturo - In: Econometric theory 19 (2003) 6, pp. 1128-1143
Persistent link: https://www.econbiz.de/10001818998