Details about Rodrigo Alfaro

Access statistics for papers by Rodrigo Alfaro.

Last updated 2018-01-21. Update your information in the RePEc Author Service.

Short-id: pal339

Working Papers

2017

1. The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (3)
   Also in BIS Working Papers, Bank for International Settlements (2017) View citations (6)

2016

2. An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies
   Working Papers Central Bank of Chile, Central Bank of Chile

2013

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

2012

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

2011

8. Aplicaciones del Modelo Binomial para el Análisis de Riesgo
   Working Papers Central Bank of Chile, Central Bank of Chile
9. Stress Tests for Banking Sector: A Technical Note
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (4)
   See also Journal Article Stress Tests for Banking Sector: A Technical Note, Money Affairs, CEMLA (2011) View citations (4) (2011)
10. 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

11. 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
12. Financial Forecast for the Relative Strength Index
    MPRA Paper, University Library of Munich, Germany View citations (1)
13. Stock Index Volatility: the case of IPSA
    MPRA Paper, University Library of Munich, Germany View citations (1)
14. The Determinants of Household Debt Defa
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (16)

2009

15. Análisis de Derechos Contingentes: Aplicación a Casas Comerciales
    Working Papers Central Bank of Chile, Central Bank of Chile
    See also Journal Article Análisis de Derechos Contingentes: Aplicación a Casas Comerciales, Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile (2010) View citations (2) (2010)
16. Estimación de la Curva de Rendimiento
    (Estimating the Yield Curve)
    MPRA Paper, University Library of Munich, Germany
17. Financial Stability, Monetary Policy and Central Banking: An Overview
    Working Papers Central Bank of Chile, Central Bank of Chile
    See also Chapter Financial Stability, Monetary Policy, and Central Banking: An Overview, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2011) View citations (12) (2011)
    Journal Article FinanciaL Stability, Monetary Policy and Central Banking: an Overview, Journal Economía Chilena (The Chilean Economy), Central Bank of Chile (2009) (2009)
18. Inferencia Estadística
    (Inferential Statistics)
    MPRA Paper, University Library of Munich, Germany
19. The Yield Curve Under Nelson-Siegel
    Working Papers Central Bank of Chile, Central Bank of Chile
20. When RSI met the Binomial-Tree
    Working Papers Central Bank of Chile, Central Bank of Chile

2008

21. Análisis de Información Faltante en Encuestas Microeconómicas
    Economic Statistics Series, Central Bank of Chile
22. Banking Risk Exposure
    Working Papers Central Bank of Chile, Central Bank of Chile
23. Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (1)
24. Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator
    Working Papers Central Bank of Chile, Central Bank of Chile
25. Inference Using Instrumental Variable Estimators
    Working Papers Central Bank of Chile, Central Bank of Chile
26. Measuring Equity Volatility: the case of Chilean Stock Index
    Working Papers Central Bank of Chile, Central Bank of Chile
27. Multiple imputation for household surveys: A comparison of methods
    United Kingdom Stata Users' Group Meetings 2008, Stata Users Group

2003

28. Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (15)

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 View citations (1)

2012

2. The Determinants of Household Debt Default
   Revista de Analisis Economico – Economic Analysis Review, 2012, 27, (1), 55-70 View citations (18)

2011

3. Affine Nelson-Siegel model
   Economics Letters, 2011, 110, (1), 1-3 View citations (6)
4. 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 (4)
5. 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
6. Stress Tests for Banking Sector: A Technical Note
   Money Affairs, 2011, XXIV, (2), 143-162 View citations (4)
   See also Working Paper Stress Tests for Banking Sector: A Technical Note, Working Papers Central Bank of Chile (2011) View citations (4) (2011)

2010

7. Análisis de Derechos Contingentes: Aplicación a Casas Comerciales
   Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2010, 13, (1), 73-82 View citations (2)
   See also Working Paper Análisis de Derechos Contingentes: Aplicación a Casas Comerciales, Working Papers Central Bank of Chile (2009) (2009)

2009

8. Consumer Banking and Credit Risk
   Journal Economía Chilena (The Chilean Economy), 2009, 12, (3), 59-77
9. FinanciaL Stability, Monetary Policy and Central Banking: an Overview
   Journal Economía Chilena (The Chilean Economy), 2009, 12, (2), 5-10
   See also Chapter Financial Stability, Monetary Policy, and Central Banking: An Overview, Central Banking, Analysis, and Economic Policies Book Series, 2011, 15, 001-010 (2011) View citations (12) (2011)
   Working Paper Financial Stability, Monetary Policy and Central Banking: An Overview, Working Papers Central Bank of Chile (2009) (2009)
10. Imputación Múltiple en Encuestas Microeconómicas
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2009, 46, (134), 273-288 View citations (1)
11. Macro stress tests and crises: what can we learn?
    BIS Quarterly Review, 2009 View citations (72)

2008

12. Volatilidad de Indices Accionarios: El caso del IPSA
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2008, 45, (132), 217-233 View citations (6)

2003

13. 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 (12)
   See also Journal Article FinanciaL Stability, Monetary Policy and Central Banking: an Overview, Central Bank of Chile (2009) (2009)
   Working Paper Financial Stability, Monetary Policy and Central Banking: An Overview, Central Bank of Chile (2009) (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 (10)
   Also in Chapter 4 in Banking Market Structure and Monetary Policy, 2004, vol. 7, pp 121-146 (2004) View citations (12)

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