Details about Rodrigo Alfaro

Access statistics for papers by Rodrigo Alfaro.

Last updated 2013-05-05. Update your information in the RePEc Author Service.

Short-id: pal339

Working Papers

2012

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

2011

3. Aplicaciones del Modelo Binomial para el Análisis de Riesgo
   Working Papers Central Bank of Chile, Central Bank of Chile
4. Stress Tests for Banking Sector: A Technical Note
   Working Papers Central Bank of Chile, Central Bank of Chile
5. 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

2010

6. 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
7. Financial Forecast for the Relative Strength Index
   MPRA Paper, University Library of Munich, Germany
8. Stock Index Volatility: the case of IPSA
   MPRA Paper, University Library of Munich, Germany
9. The Determinants of Household Debt Defa
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (3)

2009

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

2008

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

2003

23. Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (9)

Journal Articles

2012

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

2011

2. Affine Nelson-Siegel model
   Economics Letters, 2011, 110, (1), 1-3
3. 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 View citations (2)
4. 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

2010

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

2009

6. Consumer Banking and Credit Risk
   Journal Economía Chilena (The Chilean Economy), 2009, 12, (3), 59-77
7. FinanciaL Stability, Monetary Policy and Central Banking: an Overview
   Journal Economía Chilena (The Chilean Economy), 2009, 12, (2), 5-10
   See also Chapter (2011)
   Working Paper (2009)
8. Imputación Múltiple en Encuestas Microeconómicas
   Latin American Journal of Economics-formerly Cuadernos de Economía, 2009, 46, (134), 273-288
9. Macro stress tests and crises: what can we learn?
   BIS Quarterly Review, 2009 View citations (14)

2008

10. Volatilidad de Indices Accionarios: El caso del IPSA
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2008, 45, (132), 217-233 View citations (4)

2003

11. 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

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 View citations (4)
   See also Working Paper (2009)
   Journal Article in Journal Economía Chilena (The Chilean Economy) (2009)

2005

2. The bank lending channel in Chile
   A chapter in Investigating the relationship between the financial and real economy, 2005, vol. 22, pp 128-45 View citations (5)
   Also in Chapter 4 in Banking Market Structure and Monetary Policy, 2004, vol. 7, pp 121-146 (2004) View citations (2)

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