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Rodrigo Alfaro

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This is information that was supplied by Rodrigo Alfaro in registering through RePEc. If you are Rodrigo Alfaro , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Rodrigo
Middle Name:
Last Name: Alfaro
Suffix:

RePEc Short-ID: pal339

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Homepage:
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Affiliation

Banco Central de Chile
Location: Santiago, Chile
Homepage: http://www.bcentral.cl/
Email:
Phone: (562) 670 2000
Fax: (562) 698 4847
Postal: Casilla No967, Santiago
Handle: RePEc:edi:bccgvcl (more details at EDIRC)

Works

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Working papers

  1. Andrés Alegría & Rodrigo Alfaro & Carlos Saavedra, 2013. "Comportamiento de No Pago en Créditos de Consumo: Indicadores y Determinantes," Working Papers Central Bank of Chile 699, Central Bank of Chile.
  2. Rodrigo Alfaro & Damián Romero, 2013. "A Note on Yield Spread and Output Growth," Working Papers Central Bank of Chile 700, Central Bank of Chile.
  3. Rodrigo Alfaro & Natán Golberger, 2013. "The Impact of Persistence in Volatility over the Probability of Default," Working Papers Central Bank of Chile 689, Central Bank of Chile.
  4. Rodrigo Alfaro & Natán Goldberger, 2012. "Cubrir o no Cubrir: ¿Ese es el Dilema?," Working Papers Central Bank of Chile 662, Central Bank of Chile.
  5. Rodrigo Alfaro & Andrés Sagner & Camilo Vio, 2012. "Tasa Máxima Convencional y Oferta de Créditos," Working Papers Central Bank of Chile 673, Central Bank of Chile.
  6. Rodrigo Alfaro & Andrés Sagner, 2011. "Stress Tests for Banking Sector: A Technical Note," Working Papers Central Bank of Chile 610, Central Bank of Chile.
  7. Rodrigo Alfaro & Juan Sebastián, 2011. "Uso de la Aproximación TIR/Duración en la Estructura de Tasas: Resultados Cuantitativos Bajo Nelson - Siegel," Working Papers Central Bank of Chile 616, Central Bank of Chile.
  8. Rodrigo A. Alfaro. & Andrés Sagner & Carmen G. Silva, 2011. "Aplicaciones del Modelo Binomial para el Análisis de Riesgo," Working Papers Central Bank of Chile 631, Central Bank of Chile.
  9. Rodrigo Alfaro & Natalia Gallardo & Roberto Stein, 2010. "The Determinants of Household Debt Defa," Working Papers Central Bank of Chile 574, Central Bank of Chile.
  10. Alfaro, Rodrigo & Silva, Carmen Gloria, 2010. "Stock Index Volatility: the case of IPSA," MPRA Paper 25906, University Library of Munich, Germany, revised 31 Mar 2010.
  11. Alfaro, Rodrigo & Sagner, Andres, 2010. "Financial Forecast for the Relative Strength Index," MPRA Paper 25913, University Library of Munich, Germany, revised Apr 2010.
  12. Alfaro, Rodrigo & Becerra, Juan Sebastian & Sagner, Andres, 2010. "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 25912, University Library of Munich, Germany, revised 23 Jun 2010.
  13. Rodrigo Alfaro & Natalia Gallardo, 2009. "Análisis de Derechos Contingentes: Aplicación a Casas Comerciales," Working Papers Central Bank of Chile 535, Central Bank of Chile.
  14. Rodrigo Alfaro, 2009. "The Yield Curve Under Nelson-Siegel," Working Papers Central Bank of Chile 531, Central Bank of Chile.
  15. Alfaro, Rodrigo, 2009. "Estimación de la Curva de Rendimiento
    [Estimating the Yield Curve]
    ," MPRA Paper 16499, University Library of Munich, Germany.
  16. Rodrigo Alfaro & Andrés Sagner, 2009. "When RSI met the Binomial-Tree," Working Papers Central Bank of Chile 520, Central Bank of Chile.
  17. Rodrigo Alfaro A. & Rodrigo Cifuentes S., 2009. "Financial Stability, Monetary Policy and Central Banking: An Overview," Working Papers Central Bank of Chile 554, Central Bank of Chile.
  18. Alfaro, Rodrigo, 2009. "Inferencia Estadística
    [Inferential Statistics]
    ," MPRA Paper 15618, University Library of Munich, Germany, revised 01 Mar 2009.
  19. Rodrigo Alfaro & Daniel Calvo & Daniel Oda, 2008. "Banking Risk Exposure," Working Papers Central Bank of Chile 503, Central Bank of Chile.
  20. Rodrigo Alfaro, 2008. "Inference Using Instrumental Variable Estimators," Working Papers Central Bank of Chile 464, Central Bank of Chile.
  21. Rodrigo Alfaro & Carmen Gloria Silva, 2008. "Measuring Equity Volatility: the case of Chilean Stock Index," Working Papers Central Bank of Chile 462, Central Bank of Chile.
  22. Rodrigo Alfaro, 2008. "Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile," Working Papers Central Bank of Chile 467, Central Bank of Chile.
  23. Rodrigo Alfaro, 2008. "Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator," Working Papers Central Bank of Chile 500, Central Bank of Chile.
  24. Rodrigo A. Alfaro & Marcelo E. Fuenzalida, 2008. "Multiple imputation for household surveys: A comparison of methods," United Kingdom Stata Users' Group Meetings 2008 10, Stata Users Group.
  25. Rodrigo Alfaro & Marcelo Fuenzalida, 2008. "Análisis de Información Faltante en Encuestas Microeconómicas," Economic Statistics Series 67, Central Bank of Chile.
  26. Rodrigo Alfaro & Helmut Franken & Carlos García & Alejandro Jara, 2003. "Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile," Working Papers Central Bank of Chile 223, Central Bank of Chile.

Articles

  1. Alfaro, Rodrigo & Pacheco, David & Sagner, Andrés, 2013. "Dinámica de la frecuencia de impago de los créditos de consumo en cuotas," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(318), pages pp. 329-343, abril-jun.
  2. Rodrigo Alfaro & Natalia Gallardo, 2012. "The Determinants of Household Debt Default," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 27(1), pages 55-70, April.
  3. Rodrigo Alfaro A. & David Pacheco L. & Andrés Sagner T, 2011. "Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(2), pages 119-124, August.
  4. Rodrigo Alfaro A. & Sebastián Becerra C. / A & Andrés Sagner T., 2011. "Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(3), pages 57-74, December.
  5. Alfaro, Rodrigo A., 2011. "Affine Nelson-Siegel model," Economics Letters, Elsevier, vol. 110(1), pages 1-3, January.
  6. Rodrigo Alfaro A. & Natalia Gallardo S. & Camilo Vio G., 2010. "Análisis de Derechos Contingentes: Aplicación a Casas Comerciales," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(1), pages 73-82, April.
  7. Rodrigo Alfaro & Marcelo Fuenzalida, 2009. "Imputación Múltiple en Encuestas Microeconómicas," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(134), pages 273-288.
  8. Rodrigo Alfaro A. & Daniel Calvo C. & Daniel Oda Z., 2009. "Consumer Banking and Credit Risk," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(3), pages 59-77, December.
  9. Rodrigo Alfaro & Mathias Drehmann, 2009. "Macro stress tests and crises: what can we learn?," BIS Quarterly Review, Bank for International Settlements, December.
  10. Rodrigo Alfaro A. & Rodrigo Cifuentes S., 2009. "FinanciaL Stability, Monetary Policy and Central Banking: an Overview," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(2), pages 5-10, August.
  11. Rodrigo A. Alfaro & Carmen Gloria Silva, 2008. "Volatilidad de Indices Accionarios: El caso del IPSA," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(132), pages 217-233.
  12. Rodrigo Alfaro A. & Erika Arraño G., 2003. "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), Central Bank of Chile, vol. 6(3), pages 71-79, December.

Software components

  1. Rodrigo Alfaro, 2008. "MIRA: Stata module to compute Rubin's measure for multiple imputation regression analysis," Statistical Software Components S456930, Boston College Department of Economics.

Chapters

  1. Rodrigo A. Alfaro & Rodrigo Cifuentes S., 2011. "Financial Stability, Monetary Policy, and Central Banking: An Overview," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.), Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 1, pages 001-010 Central Bank of Chile.
  2. Rodrigo Alfaro & Carlos García & Alejandro Jara & Helmut Franken, 2005. "The bank lending channel in Chile," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 128-45 Bank for International Settlements.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-04-23
  2. NEP-CBA: Central Banking (1) 2011-04-23
  3. NEP-FMK: Financial Markets (1) 2010-10-23
  4. NEP-FOR: Forecasting (1) 2010-10-23
  5. NEP-LAM: Central & South America (1) 2003-09-08
  6. NEP-MAC: Macroeconomics (3) 2003-09-08 2009-08-08 2010-10-23
  7. NEP-MFD: Microfinance (1) 2003-09-08
  8. NEP-MON: Monetary Economics (1) 2003-09-08
  9. NEP-MST: Market Microstructure (1) 2010-10-23
  10. NEP-RMG: Risk Management (4) 2011-04-23 2011-04-23 2011-06-18 2012-02-27. Author is listed

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