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Details about Rodrigo Alfaro

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Workplace:Banco Central de Chile (Central Bank of Chile), (more information at EDIRC)

Access statistics for papers by Rodrigo Alfaro.

Last updated 2013-08-04. Update your information in the RePEc Author Service.

Short-id: pal339


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Working Papers

2013

  1. A Note on Yield Spread and Output Growth
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  2. Comportamiento de No Pago en Créditos de Consumo: Indicadores y Determinantes
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  3. The Impact of Persistence in Volatility over the Probability of Default
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads

2012

  1. Cubrir o no Cubrir: ¿Ese es el Dilema?
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (1)
  2. Tasa Máxima Convencional y Oferta de Créditos
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads

2011

  1. Aplicaciones del Modelo Binomial para el Análisis de Riesgo
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  2. Stress Tests for Banking Sector: A Technical Note
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  3. Uso de la Aproximación TIR/Duración en la Estructura de Tasas: Resultados Cuantitativos Bajo Nelson - Siegel
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads

2010

  1. Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU
    (The Dynamic Nelson-Siegel model: empirical results for Chile and US)
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Financial Forecast for the Relative Strength Index
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Stock Index Volatility: the case of IPSA
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. The Determinants of Household Debt Defa
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (8)

2009

  1. Análisis de Derechos Contingentes: Aplicación a Casas Comerciales
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
    See also Journal Article in Notas de Investigación Journal Economía Chilena (The Chilean Economy) (2010)
  2. Estimación de la Curva de Rendimiento
    (Estimating the Yield Curve)
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Financial Stability, Monetary Policy and Central Banking: An Overview
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
    See also Journal Article in Journal Economía Chilena (The Chilean Economy) (2009)
    Chapter (2011)
  4. Inferencia Estadística
    (Inferential Statistics)
    MPRA Paper, University Library of Munich, Germany Downloads
  5. The Yield Curve Under Nelson-Siegel
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  6. When RSI met the Binomial-Tree
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (1)

2008

  1. Análisis de Información Faltante en Encuestas Microeconómicas
    Economic Statistics Series, Central Bank of Chile Downloads
  2. Banking Risk Exposure
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  3. Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  4. Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  5. Inference Using Instrumental Variable Estimators
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  6. Measuring Equity Volatility: the case of Chilean Stock Index
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  7. Multiple imputation for household surveys: A comparison of methods
    United Kingdom Stata Users' Group Meetings 2008, Stata Users Group Downloads

2003

  1. Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (10)

Journal Articles

2013

  1. Dinámica de la frecuencia de impago de los créditos de consumo en cuotas
    El Trimestre Económico, 2013, LXXX (2), (318), pp. 329-343

2012

  1. The Determinants of Household Debt Default
    Revista de Analisis Economico – Economic Analysis Review, 2012, 27, (1), 55-70 Downloads View citations (5)

2011

  1. Affine Nelson-Siegel model
    Economics Letters, 2011, 110, (1), 1-3 Downloads View citations (1)
  2. Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas
    Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2011, 14, (2), 119-124 Downloads View citations (4)
  3. Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model
    Journal Economía Chilena (The Chilean Economy), 2011, 14, (3), 57-74 Downloads

2010

  1. Análisis de Derechos Contingentes: Aplicación a Casas Comerciales
    Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2010, 13, (1), 73-82 Downloads View citations (1)
    See also Working Paper (2009)

2009

  1. Consumer Banking and Credit Risk
    Journal Economía Chilena (The Chilean Economy), 2009, 12, (3), 59-77 Downloads
  2. FinanciaL Stability, Monetary Policy and Central Banking: an Overview
    Journal Economía Chilena (The Chilean Economy), 2009, 12, (2), 5-10 Downloads
    See also Chapter (2011)
    Working Paper (2009)
  3. Imputación Múltiple en Encuestas Microeconómicas
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2009, 46, (134), 273-288 Downloads
  4. Macro stress tests and crises: what can we learn?
    BIS Quarterly Review, 2009 Downloads View citations (46)

2008

  1. Volatilidad de Indices Accionarios: El caso del IPSA
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2008, 45, (132), 217-233 Downloads View citations (5)

2003

  1. Efecto de la Reserva Técnica sobre las Tasas de los Documentos del Banco Central a Noventa Días
    Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2003, 6, (3), 71-79 Downloads

Chapters

2011

  1. Financial Stability, Monetary Policy, and Central Banking: An Overview
    Chapter 01 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 001-010 Downloads View citations (9)
    See also Working Paper (2009)
    Journal Article in Journal Economía Chilena (The Chilean Economy) (2009)

2005

  1. The bank lending channel in Chile
    A chapter in Investigating the relationship between the financial and real economy, 2005, vol. 22, pp 128-45 Downloads View citations (5)
    Also in Chapter 4 in Banking Market Structure and Monetary Policy, 2004, vol. 7, pp 121-146 (2004) Downloads View citations (6)

Software Items

2008

  1. MIRA: Stata module to compute Rubin's measure for multiple imputation regression analysis
    Statistical Software Components, Boston College Department of Economics Downloads
 
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