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Details about Daniel O. Beltran

E-mail:
Homepage:http://www.federalreserve.gov/research/staff/beltrandanielo.htm
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Daniel O. Beltran.

Last updated 2020-05-06. Update your information in the RePEc Author Service.

Short-id: pbe609


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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.) Downloads

2018

  1. How Vulnerable are EME Corporates?
    IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)

2017

  1. Emerging Market Nonfinancial Corporate Debt: How Concerned Should We Be?
    IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
  2. Taxonomy of Global Risk, Uncertainty, and Volatility Measures
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (9)

2016

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

2015

  1. 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.) Downloads View citations (11)

2013

  1. Asymmetric Information and the Death of ABS CDOs
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)
    See also Journal Article in Journal of Banking & Finance (2017)

2012

  1. 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.) Downloads View citations (10)
    See also Journal Article in Journal of International Money and Finance (2013)

2010

  1. 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.) Downloads View citations (3)

2008

  1. 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 Downloads View citations (1)
  2. 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.) Downloads View citations (21)
  3. Foreign exposure to asset-backed securities of U.S. origin
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (16)
  4. 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.) Downloads View citations (8)
    See also Journal Article in Economic Inquiry (2010)

2006

  1. 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) Downloads View citations (3)

Journal Articles

2018

  1. Estimating dynamic macroeconomic models: how informative are the data?
    Journal of the Royal Statistical Society Series C, 2018, 67, (2), 501-520 Downloads View citations (1)
    See also Working Paper (2016)

2017

  1. Asymmetric information and the death of ABS CDOs
    Journal of Banking & Finance, 2017, 76, (C), 1-14 Downloads View citations (4)
    See also Working Paper (2013)

2013

  1. Foreign holdings of U.S. Treasuries and U.S. Treasury yields
    Journal of International Money and Finance, 2013, 32, (C), 1120-1143 Downloads View citations (30)
    See also Working Paper (2012)

2010

  1. HOME COMPUTERS AND EDUCATIONAL OUTCOMES: EVIDENCE FROM THE NLSY97 and CPS*
    Economic Inquiry, 2010, 48, (3), 771-792 Downloads View citations (37)
    See also Working Paper (2008)
 
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