Downloadable Discussion Papers

The following papers are made available for discussion and comments.

Current Discussion Papers
Which Pseudo R-Squared? Conclusive New Evidence. Finance, Economics and Monetary Policy Discussion Paper No. 2202, June 2022.

Yield Curve Spreads and the Risk of Recession. Finance, Economics and Monetary Policy Discussion Paper No. 2201, June 2022.

New York Fed Staff Reports
Adrian, Tobias and Arturo Estrella (2009) Monetary Tightening Cycles and the Predictability of Economic Activity. Federal Reserve Bank of New York Staff Report No. 397.

Estrella, Arturo (2007) Extracting Business Cycle Fluctuations: What Do Time Series Filters Really Do? Federal Reserve Bank of New York Staff Report No. 289.

Estrella, Arturo (2007) Generalized Canonical Regression. Federal Reserve Bank of New York Staff Report No. 288.

Estrella, Arturo and Anthony P. Rodrigues (2005) One-Sided Test for an Unknown Breakpoint: Theory, Computation, and Application to Monetary Theory. Federal Reserve Bank of New York Staff Report No. 232.