Details about Daniel O. Beltran

Access statistics for papers by Daniel O. Beltran.

Last updated 2021-03-30. Update your information in the RePEc Author Service.

Short-id: pbe609

Working Papers

2021

1. Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2018

2. How Vulnerable are EME Corporates?
   IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

2017

3. Emerging Market Nonfinancial Corporate Debt: How Concerned Should We Be?
   IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
4. Taxonomy of Global Risk, Uncertainty, and Volatility Measures
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (15)

2016

5. Estimating Dynamic Macroeconomic Models: How Informative Are the Data?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
   See also Journal Article in Journal of the Royal Statistical Society Series C (2018)

2015

6. Un-Networking: The Evolution of Networks in the Federal Funds Market
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (12)

2013

7. Asymmetric Information and the Death of ABS CDOs
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
   See also Journal Article in Journal of Banking & Finance (2017)

2012

8. Foreign holdings of U.S. Treasuries and U.S. Treasury yields
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (12)
   See also Journal Article in Journal of International Money and Finance (2013)

2010

9. Could asymmetric information alone have caused the collapse of private-label securitization?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

2008

10. Are Computers Good for Children? The Effects of Home Computers on Educational Outcomes
    CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University View citations (1)
11. Estimating the parameters of a small open economy DSGE model: identifiability and inferential validity
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (22)
12. Foreign exposure to asset-backed securities of U.S. origin
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (16)
13. Home computers and educational outcomes: evidence from the NLSY97 and CPS
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
    See also Journal Article in Economic Inquiry (2010)

2006

14. Do Home Computers Improve Educational Outcomes? Evidence from Matched Current Population Surveys and the National Longitudinal Survey of Youth 1997
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (3)

Journal Articles

2021

1. The federal funds network and monetary policy transmission: Evidence from the 2007–2009 financial crisis
   Journal of Monetary Economics, 2021, 117, (C), 187-202 View citations (2)

2018

2. Estimating dynamic macroeconomic models: how informative are the data?
   Journal of the Royal Statistical Society Series C, 2018, 67, (2), 501-520 View citations (3)
   See also Working Paper (2016)

2017

3. Asymmetric information and the death of ABS CDOs
   Journal of Banking & Finance, 2017, 76, (C), 1-14 View citations (9)
   See also Working Paper (2013)

2013

4. Foreign holdings of U.S. Treasuries and U.S. Treasury yields
   Journal of International Money and Finance, 2013, 32, (C), 1120-1143 View citations (34)
   See also Working Paper (2012)

2010

5. HOME COMPUTERS AND EDUCATIONAL OUTCOMES: EVIDENCE FROM THE NLSY97 and CPS*
   Economic Inquiry, 2010, 48, (3), 771-792 View citations (48)
   See also Working Paper (2008)