Cristina Arellano : Citation Profile


Are you Cristina Arellano?

Federal Reserve Bank of Minneapolis

11

H index

11

i10 index

891

Citations

RESEARCH PRODUCTION:

9

Articles

45

Papers

2

Chapters

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 59
   Journals where Cristina Arellano has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 19 (2.09 %)

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ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par171
   Updated: 2018-05-19    RAS profile: 2017-04-27    
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Relations with other researchers


Works with:

Bai, Yan (8)

Atkeson, Andrew (4)

Wright, Mark (4)

Bocola, Luigi (3)

Kehoe, Patrick (3)

Tsyrennikov, Viktor (3)

Maliar, Serguei (3)

Maliar, Lilia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Cristina Arellano.

Is cited by:

Martinez, Leonardo (44)

Hatchondo, Juan (32)

Mendoza, Enrique (24)

Sapriza, Horacio (22)

Wright, Mark (13)

Kehoe, Timothy (12)

Große Steffen, Christoph (12)

Martin, Alberto (11)

Niepelt, Dirk (11)

Durdu, C. Bora (11)

Scholl, Almuth (11)

Cites to:

Reinhart, Carmen (23)

Calvo, Guillermo (21)

Kehoe, Timothy (19)

Mendoza, Enrique (18)

Eaton, Jonathan (12)

Trebesch, Christoph (12)

Maliar, Serguei (10)

Gertler, Mark (10)

Rogoff, Kenneth (10)

Maliar, Lilia (10)

Judd, Kenneth (9)

Main data


Where Cristina Arellano has published?


Journals with more than one article published# docs
Journal of Monetary Economics2
American Economic Review2

Working Papers Series with more than one paper published# docs
Staff Report / Federal Reserve Bank of Minneapolis10
2008 Meeting Papers / Society for Economic Dynamics2
Research Department Publications / Inter-American Development Bank, Research Department2
2010 Meeting Papers / Society for Economic Dynamics2

Recent works citing Cristina Arellano (2018 and 2017)


YearTitle of citing document
2017Optimal Sovereign Default. (2017). Adam, Klaus ; Grill, Michael . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:128-64.

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2017Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Andre, Martinez ; Bernabe, Lopez-Martin . In: Working Papers. RePEc:bdm:wpaper:2017-04.

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2017Corporate Debt Structure and Economic Recoveries. (2017). Tripier, Fabien ; Szczerbowicz, Urszula ; Grjebine, Thomas. In: Working papers. RePEc:bfr:banfra:646.

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2017Commodity price risk management and fiscal policy in a sovereign default model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Fritscher, Andre Martinez . In: BIS Working Papers. RePEc:bis:biswps:620.

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2017Sovereign default risk and debt limits: Case of Slovakia. (2017). Odor, Ludovit ; Mucka, Zuzana . In: Working Papers. RePEc:cbe:wpaper:201701.

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2017Dispersed Information and Sovereign Risk Premia. (2017). Margaretic, Paula ; Becerra, Sebastian. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:808.

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2017Secular Stagnation and Low Interest Rates under the Fear of a Government Debt Crisis. (2017). Ueda, Kozo ; Kobayashi, Keiichiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:17-012e.

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2017The welfare gains from macro-insurance against natural disasters. (2017). Jeanne, Olivier ; Cavallo, Eduardo ; Borensztein, Eduardo. In: Journal of Development Economics. RePEc:eee:deveco:v:124:y:2017:i:c:p:142-156.

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2017The uncertainty multiplier and business cycles. (2017). Saijo, Hikaru . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:1-25.

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2017Volatility risk and economic welfare. (2017). Xu, Shaofeng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:17-33.

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2017Debt-deflation, financial market stress and regime change – Evidence from Europe using MRVAR. (2017). Semmler, Willi ; Ernst, Ekkehard ; Haider, Alexander . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:115-139.

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2017A model of sovereign debt with private information. (2017). Phan, Toan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:1-17.

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2017Fiscal consolidation and its cross-country effects. (2017). Varthalitis, Petros ; Philippopoulos, Apostolis ; Vassilatos, Vanghelis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:55-106.

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2018Interest rate swaps and corporate default. (2018). Jermann, Urban J ; Yue, Vivian Z. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:104-120.

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2017Asymmetric business cycles and sovereign default. (2017). Gordon, Grey ; Guerron-Quintana, Pablo A. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:116-119.

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2017The payment schedule of sovereign debt. (2017). Mihalache, Gabriel ; Kim, Seon Tae ; Bai, Yan. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:19-23.

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2018Improving public equity markets? No pain, no gain. (2018). Kartashova, Katya . In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:69-72.

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2017The 2012 eurozone crisis and the ECB’s OMT program: A debt-overhang banking and sovereign crisis interpretation. (2017). Occhino, Filippo. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:337-363.

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2018Corporate debt structure and economic recoveries. (2018). Tripier, Fabien ; Szczerbowicz, Urszula ; Grjebine, Thomas. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:77-100.

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2017On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area. (2017). Röhe, Oke ; Roehe, Oke ; Meinen, Philipp. In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:161-179.

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2017The output costs of hard and soft sovereign default. (2017). Trebesch, Christoph ; Zabel, Michael . In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:416-432.

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2017Debt-overhang banking crises: Detecting and preventing systemic risk. (2017). Occhino, Filippo. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:192-208.

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2017Sovereign debt signals. (2017). Phan, Toan. In: Journal of International Economics. RePEc:eee:inecon:v:104:y:2017:i:c:p:157-165.

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2017Non-defaultable debt and sovereign risk. (2017). Onder, Yasin ; Martinez, Leonardo ; Hatchondo, Juan Carlos . In: Journal of International Economics. RePEc:eee:inecon:v:105:y:2017:i:c:p:217-229.

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2017Sovereign default and capital accumulation. (2017). Park, JungJae . In: Journal of International Economics. RePEc:eee:inecon:v:106:y:2017:i:c:p:119-133.

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2017Sovereign debt maturity structure under asymmetric information. (2017). Perez, Diego J. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:243-259.

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2017The dynamics of sovereign default risk and political turnover. (2017). Scholl, Almuth. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:37-53.

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2018Optimal sovereign lending and default. (2018). Luo, Jie ; Wang, Cheng. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:190-213.

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2017IPO lockups, long run returns, and growth opportunities. (2017). Haman, Janto ; Fang, Victor ; Chalmers, Keryn. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:184-199.

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2017Sector heterogeneity and credit market imperfections in emerging markets. (2017). Varela, Liliana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:433-451.

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2017International reserves and the maturity of external debt. (2017). Steiner, Andreas ; Qian, Xingwang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:399-418.

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2017Aid econometrics: Lessons from a stochastic growth model. (2017). Carter, Patrick. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:216-232.

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2018Writing off sovereign debt: Default and recovery rates over the cycle. (2018). Sunder-Plassmann, Laura. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:221-241.

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2018International risk sharing and financial shocks. (2018). Rouillard, Jean-François. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:26-44.

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2017Global macroeconomic uncertainty. (2017). Kempa, Bernd ; Grabert, Sibylle ; Berger, Tino. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:42-56.

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2017Banking and sovereign debt crises in a monetary union without central bank intervention. (2017). Dufourt, Frédéric ; Dai, Meixing ; Cheng, Jin . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:68:y:2017:i:c:p:142-151.

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2017Time-varying idiosyncratic risk and aggregate consumption dynamics. (2017). McKay, Alisdair. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:1-14.

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2017Bank liabilities channel. (2017). Quadrini, Vincenzo . In: Journal of Monetary Economics. RePEc:eee:moneco:v:89:y:2017:i:c:p:25-44.

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2017Sovereign debt renegotiation and credit default swaps. (2017). Salomao, Juliana. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:50-63.

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2017Measuring the financial soundness of U.S. firms, 1926–2012. (2017). Weill, Pierre-Olivier ; Eisfeldt, Andrea L ; Atkeson, Andrew G. In: Research in Economics. RePEc:eee:reecon:v:71:y:2017:i:3:p:613-635.

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2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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2017Optimal Time-Consistent Taxation with Default. (2017). Karantounias, Anastasios. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-12.

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2017Exporting and Frictions in Input Markets : Evidence from Chinese Data. (2017). Tito, Maria D ; Wang, Ruoying. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-77.

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2017Default Risk, Sectoral Reallocation and Persistent Recessions. (2017). Mihalache, Gabriel ; Bai, Yan ; Arellano, Cristina. In: Staff Report. RePEc:fip:fedmsr:555.

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2017Sovereign Risk Contagion. (2017). Lizarazo, Sandra ; Bai, Yan ; Arellano, Cristina. In: Staff Report. RePEc:fip:fedmsr:559.

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2017Endogenous Political Turnover and Fluctuations in Sovereign Default Risk. (2017). Eyigungor, Burcu ; Chatterjee, Satyajit. In: Working Papers. RePEc:fip:fedpwp:17-1.

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2017REORGANIZATION OR LIQUIDATION: BANKRUPTCY CHOICE AND FIRM DYNAMICS. (2017). Corbae, P. Dean ; D'Erasmo, Pablo . In: Working Papers. RePEc:fip:fedpwp:17-14.

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2017Credit Enforcement Cycles. (2017). Serrano-Padial, Ricardo ; Drozd, Lukasz. In: Working Papers. RePEc:fip:fedpwp:17-27.

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2017Optimal Domestic (and External) Sovereign Default. (2017). Mendoza, Enrique ; D'Erasmo, Pablo. In: Working Papers. RePEc:fip:fedpwp:17-4.

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2018The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico. (2018). Phan, Toan ; Chari, Anusha ; Leary, Ryan. In: Working Paper. RePEc:fip:fedrwp:18-03.

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2017Domestic and External Sovereign Debt. (2017). Sichlimiris, Spyridon ; di Casola, Paola. In: Working Paper Series. RePEc:hhs:rbnkwp:0345.

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2017Bankruptcy Choice with Endogenous Financial Constraints. (2017). Tamayo, Cesar. In: IDB Publications (Working Papers). RePEc:idb:brikps:8368.

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2017Fiscal Consolidation in an Open Economy with Sovereign Premia and without Monetary Policy Independence. (2017). Varthalitis, Petros ; Vassilatos, Vanghelis ; Philippopoulos, Apostolis . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2017:q:4:a:8.

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2017Economic Integration and the Non-tradable Sector: The European Experience. (2017). Piton, Sophie. In: 2017 Papers. RePEc:jmp:jm2017:ppi361.

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2017Game Theoretic Modeling of Economic Systems and the European Debt Crisis. (2017). Welburn, Jonathan ; Hausken, Kjell. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:2:d:10.1007_s10614-015-9542-3.

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2017Credit Constraint Exports in Countries with Different Degrees of Contract Enforcement. (2017). Guo, Zi-Yi ; Luo, Yangxiaoteng . In: Business and Economic Research. RePEc:mth:ber888:v:7:y:2017:i:1:p:227-241.

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2017Firm-Level Political Risk: Measurement and Effects. (2017). Hassan, Tarek ; Tahoun, Ahmed ; Van Lent, Laurence ; Hollander, Stephan. In: NBER Working Papers. RePEc:nbr:nberwo:24029.

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2017The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico. (2017). Phan, Toan ; Chari, Anusha ; Leary, Ryan. In: NBER Working Papers. RePEc:nbr:nberwo:24108.

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2017Sovereign Default Resolution Through Maturity Extension. (2017). Mihalache, Gabriel. In: Department of Economics Working Papers. RePEc:nys:sunysb:17-08.

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2017The Payment Schedule of Sovereign Debt. (2017). Mihalache, Gabriel ; Kim, Seon Tae ; Bai, Yan. In: Department of Economics Working Papers. RePEc:nys:sunysb:17-09.

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2017Default Risk, Sectoral Reallocation, and Persistent Recessions. (2017). Mihalache, Gabriel ; Bai, Yan ; Arellano, Cristina. In: Department of Economics Working Papers. RePEc:nys:sunysb:17-10.

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2017Public debt in India: Moving towards a prudent level?. (2017). Joumard, Isabelle ; Hoeller, Peter ; Fournier, Jean-Marc ; Morgavi, Hermes . In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1400-en.

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2017Pricing sovereign debt in resource rich economies. (2017). McGregor, Thomas. In: OxCarre Working Papers. RePEc:oxf:oxcrwp:194.

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2017Fiscal Discoveries and Yield Decouplings. (2017). Catão, Luis ; Ranciere, Romain ; Fostel, Ana ; Cato, Luis. In: IMF Economic Review. RePEc:pal:imfecr:v:65:y:2017:i:4:d:10.1057_s41308-016-0027-8.

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2017Uncertainty and the Cost of Bank vs. Bond Finance. (2017). Grimme, Christian. In: MPRA Paper. RePEc:pra:mprapa:79852.

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2017Preventing Self-fulfilling debt crises. (2017). Szkup, Michal. In: MPRA Paper. RePEc:pra:mprapa:82754.

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2017Firm Size, Bank Size, and Financial Development. (2017). Grechyna, Daryna. In: MPRA Paper. RePEc:pra:mprapa:83196.

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2017Fiscal Discipline and Defaults. (2017). Torres, Jose ; Pujolas, Pau Salvador ; Fernandez-de-Cordoba, Gonzalo. In: Review of Economic Dynamics. RePEc:red:issued:13-49.

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2018Dynamics of Investment, Debt, and Default. (2018). Guerron, Pablo ; Gordon, Grey ; Guerron-Quintana, Pablo. In: Review of Economic Dynamics. RePEc:red:issued:14-216.

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2018Aggregate Consequences of Dynamic Credit Relationships. (2018). Verani, Stephane. In: Review of Economic Dynamics. RePEc:red:issued:15-244.

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2017Does Credit Market Integration Amplify the Transmission of Real Business Cycle During Financial Crisis?. (2017). Pyun, Ju Hyun ; An, Jiyoun ; Hyun, JU ; Kim, Kyunghun. In: 2017 Meeting Papers. RePEc:red:sed017:1236.

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2017Credit Risk without Commitment. (2017). Martinez, Leonardo ; Hatchondo, Juan. In: 2017 Meeting Papers. RePEc:red:sed017:1326.

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2017Financial Frictions, Volatility, and Skewness. (2017). Zeke, David. In: 2017 Meeting Papers. RePEc:red:sed017:1421.

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2017Sovereign Cocos and the Reprofiling of Debt Payments. (2017). Martinez, Leonardo ; Hatchondo, Juan. In: 2017 Meeting Papers. RePEc:red:sed017:1435.

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2017External Imbalances, Gross Capital Flows and Sovereign Debt Crises. (2017). de Ferra, Sergio. In: 2017 Meeting Papers. RePEc:red:sed017:726.

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2017Building Credit Histories with Competing Lenders. (2017). Zetlin-Jones, Ariel ; Livshits, Igor ; Kovrijnykh, Natalia. In: 2017 Meeting Papers. RePEc:red:sed017:807.

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2017Default Risk and Aggregate Fluctuations in an Economy with Production Heterogeneity. (2017). Senga, Tatsuro ; Khan, Aubhik ; Thomas, Julia. In: 2017 Meeting Papers. RePEc:red:sed017:889.

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2017The Elephant in the Room: the Impact of Labor Obligations on Credit Markets. (2017). Lin, Xiaoji ; Favilukis, Jack ; Zhao, Xiaofei. In: 2017 Meeting Papers. RePEc:red:sed017:896.

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2017Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone. (2017). Martin, Philippe ; Philippon, Thomas. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/59bp0vqv2b8k7a185vg2hert9v.

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2017Access to capital and small business growth: evidence from CRA loans data. (2017). Rupasingha, Anil ; Wang, Kyungsoon . In: The Annals of Regional Science. RePEc:spr:anresc:v:59:y:2017:i:1:d:10.1007_s00168-017-0814-9.

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2017Long-term links between raw materials prices, real exchange rate and relative de-industrialization in a commodity-dependent economy: empirical evidence of “Dutch disease” in Colombia. (2017). Poncela, Pilar ; Sierra, Lya Paola ; Senra, Eva . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:2:d:10.1007_s00181-016-1083-7.

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2017The productivity cost of sovereign default: evidence from the European debt crisis. (2017). Da Rocha, José María ; Colla-De-Robertis, Esteban ; Da-Rocha, Jose-Maria ; Alonso-Ortiz, Jorge . In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-015-0939-y.

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2017Sovereign borrowing, financial assistance, and debt repudiation. (2017). Kirsch, Florian ; Ruhmkorf, Ronald . In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-015-0945-0.

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2017On the sovereign debt paradox. (2017). Martins-da-Rocha, V. Filipe ; Vailakis, Yiannis. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-016-0971-6.

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2017Bargained haircuts and debt policy implications. (2017). Santos, Rafael ; Araujo, Aloisio ; Leon, Marcia . In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-016-0981-4.

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2017Fiscal austerity during debt crises. (2017). Arellano, Cristina ; Bai, Yan. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-016-1008-x.

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2017Gambling for redemption and self-fulfilling debt crises. (2017). Kehoe, Timothy ; Conesa, Juan Carlos. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-017-1085-5.

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2017Introduction to the Special Issue on Models of Debt and Debt Crises. (2017). Kehoe, Timothy ; Polemarchakis, Herakles ; Arellano, Cristina. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-017-1088-2.

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2017Sovereign debt and bank fragility in Spain. (2017). van Wijnbergen, Sweder ; Kwaak, Christiaan . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:153:y:2017:i:3:d:10.1007_s10290-016-0264-y.

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2018Sovereign risk and bank risk-taking. (2018). Ari, Anil. In: ESRB Working Paper Series. RePEc:srk:srkwps:201873.

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2017Sovereign debt and incentives to default with uninsurable risks. (2017). Bloise, Gaetano ; Polemarchakis, Herakles ; Vailakis, Yiannis. In: Theoretical Economics. RePEc:the:publsh:2146.

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2017Austerity Measures: Do they avert solvency crises?. (2017). Shiamptanis, Christos. In: LCERPA Working Papers. RePEc:wlu:lcerpa:0103.

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2018ECB interventions in distressed sovereign debt markets: The case of Greek bonds. (2018). Trebesch, Christoph ; Zettelmeyer, Jeromin. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2101.

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2017Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2017). Podstawski, Maximilian ; Große Steffen, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168101.

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2017Does trade openness contribute to driving financing flows for development?. (2017). Brun, Jean ; Gnangnon, Sena Kimm. In: WTO Staff Working Papers. RePEc:zbw:wtowps:ersd201706.

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Works by Cristina Arellano:


YearTitleTypeCited
2014Renegotiation Policies in Sovereign Defaults In: American Economic Review.
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article2
2014Renegotiation Policies in Sovereign Defaults.(2014) In: Staff Report.
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This paper has another version. Agregated cites: 2
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2008Default Risk and Income Fluctuations in Emerging Economies In: American Economic Review.
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article398
2008Default risk and income fluctuations in emerging economies.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 398
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2014Envelope Condition Method with an Application to Default Risk Models In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
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paper5
2016Envelope condition method with an application to default risk models.(2016) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 5
article
2015Envelope Condition Method with an Application to Default Risk Models.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 5
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2008Internal Debt Crises and Sovereign Defaults In: Levine's Bibliography.
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2014Internal debt crises and sovereign defaults.(2014) In: Journal of Monetary Economics.
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