Christopher Otrok : Citation Profile

Are you Christopher Otrok?

Federal Reserve Bank of Dallas

23

H index

28

i10 index

3708

Citations

RESEARCH PRODUCTION:

29

Articles

90

Papers

4

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   31 years (1992 - 2023). See details.
   Cites by year: 119
   Journals where Christopher Otrok has often published
   Relations with other researchers
   Recent citing documents: 118.    Total self citations: 74 (1.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pot2
   Updated: 2024-04-18    RAS profile: 2023-03-21    
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Relations with other researchers

Works with:

Rebucci, Alessandro (8)

Benigno, Gianluca (8)

Foerster, Andrew (5)

Kose, Ayhan (5)

Ha, Jongrim (5)

Prasad, Eswar (5)

Houssa, Romain (4)

Mohimont, Jolan (4)

Young, Eric (3)

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

Is cited by:

GUPTA, RANGAN (62)

Kose, Ayhan (57)

Cesa-Bianchi, Ambrogio (53)

Eickmeier, Sandra (51)

Rebucci, Alessandro (44)

mumtaz, haroon (40)

Korobilis, Dimitris (39)

Karadimitropoulou, Aikaterini (39)

Korinek, Anton (37)

Marcellino, Massimiliano (36)

Owyang, Michael (30)

Cites to:

Kose, Ayhan (62)

Rebucci, Alessandro (47)

Young, Eric (42)

Benigno, Gianluca (41)

Whiteman, Charles (39)

Christiano, Lawrence (32)

Reichlin, Lucrezia (32)

Watson, Mark (28)

Mendoza, Enrique (23)

Prasad, Eswar (22)

Rogoff, Kenneth (21)

Main data

Where Christopher Otrok has published?

Journals with more than one article published# docs
Journal of Monetary Economics5
American Economic Review4
European Economic Review2
Economic Quarterly2
Journal of International Economics2
International Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc7
IMF Working Papers / International Monetary Fund6
CEPR Discussion Papers / C.E.P.R. Discussion Papers6
Working Papers / Federal Reserve Bank of St. Louis6
Research Department Publications / Inter-American Development Bank, Research Department4
IDB Publications (Working Papers) / Inter-American Development Bank4
Staff Reports / Federal Reserve Bank of New York3
Working Papers / Department of Economics, University of Missouri3
2013 Meeting Papers / Society for Economic Dynamics2
CESifo Working Paper Series / CESifo2
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Working Paper / Harvard University OpenScholar2
MPRA Paper / University Library of Munich, Germany2
Koç University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum2

Recent works citing Christopher Otrok (2024 and 2023)

YearTitle of citing document
2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

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2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2023Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023Global financial cycle and liquidity management. (2023). Jeanne, Olivier ; Sandri, Damiano. In: BIS Working Papers. RePEc:bis:biswps:1069.

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2023.

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2023The synchronization between Koreas and Japans business cycles. (2023). Lee, Keun Yeong. In: Asian Economic Journal. RePEc:bla:asiaec:v:37:y:2023:i:4:p:435-465.

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2023The Role of Collateral in Sudden Stop Models. (2023). Young, Eric ; Wu, Jieran ; Dong, Bingbing. In: China & World Economy. RePEc:bla:chinae:v:31:y:2023:i:6:p:79-110.

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2023Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287.

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2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

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2023Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989.

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2023Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9.

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2023Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Mara ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0113.

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2023Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116.

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2023Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117.

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2023Technology diffusion and international business cycles. (2023). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2023-02ua.

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2023Energy News Shocks and their Propagation to Renewable and Fossil Fuels Use. (2023). Puch, Luis ; Guinea, Laurentiu ; Ruiz, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:37355.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317.

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2023Exchange rate misalignment and external imbalances: what is the optimal monetary policy response?. (2023). Leduc, Sylvain ; Dedola, Luca ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20232843.

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2023Financial openness, financial fragility and policies for economic stability: a comparative analysis across regions of the developing world. (2023). Caldentey, Esteban Perez. In: Documentos de Proyectos. RePEc:ecr:col022:48659.

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2023Challenges posed by the Global Development trajectory from 2022 to 2030. (2023). McKinley, Terry. In: Documentos de Proyectos. RePEc:ecr:col022:48886.

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2023A critical assessment of macroprudential regulation and comparative regional experiences focusing on Latin America and the Caribbean. (2023). Rodriguez, Leonardo Rojas ; Nalin, Lorenzo ; Caldentey, Esteban Perez. In: Documentos de Proyectos. RePEc:ecr:col022:48887.

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2023Macroprudential regulation in Africa in the context of the COVID-19 pandemic. (2023). Chandrasekhar, C P. In: Documentos de Proyectos. RePEc:ecr:col022:48888.

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2023Macroprudential policies in Asia: A consideration of some Asian experiences. (2023). Ghosh, Jayati. In: Documentos de Proyectos. RePEc:ecr:col022:48889.

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2023Macroprudential policies in Latin America. (2023). Bortz, Pablo Gabriel. In: Documentos de Proyectos. RePEc:ecr:col022:48890.

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2023A Framework to Interpret Macroprudential Policies in an Era of Financialization. (2023). Vernengo, Matias. In: Documentos de Proyectos. RePEc:ecr:col022:48891.

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2023A baseline stock-flow model for the analysis of macroprudential regulation guidelines and policies for Latin America and the Caribbean. (2023). Rodriguez, Leonardo Rojas ; Nalin, Lorenzo ; Caldentey, Esteban Perez. In: Documentos de Proyectos. RePEc:ecr:col022:48892.

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2023Finance-led premature de-industrialization and the role of external macroprudential policy for post-COVID-19 transformative development: Latin America in a comparative perspective. (2023). Porcile, Gabriel ; Yajima, Giuliano ; Botta, Alberto. In: Documentos de Proyectos. RePEc:ecr:col022:48893.

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2023Commodity price shocks, labour market dynamics and monetary policy in small open economies. (2023). Paez-Farrell, Juan ; Naraidoo, Ruthira. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300060x.

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2023Loss aversion and inefficient general equilibrium over the business cycle. (2023). Li, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003236.

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2023The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583.

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2023Regionally heterogeneous housing cycles and housing market stabilization policies: Evidence from Korea. (2023). Suh, Hyunduk. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999323000044.

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2023Optimal macroprudential and fiscal policy in a monetary union. (2023). Malmierca, Maria. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000500.

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2023Trade openness and connectedness of national productions: Do financial openness, economic specialization, and the size of the country matter?. (2023). Toure, Adam ; Mao Takongmo, Charles-O., . In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001529.

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2023Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks. (2023). Ezzahid, Elhadj ; Elguellab, Ali. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003413.

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2023How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013.

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2023A machine learning approach to construct quarterly data on intangible investment for Eurozone. (2023). Varthalitis, Petros ; Alexopoulos, Angelos. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003324.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2023Large volatility matrix analysis using global and national factor models. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1917-1933.

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2023Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642.

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2023Preventing financial disasters: Macroprudential policy and financial crises. (2023). Fernandez-Gallardo, Alvaro. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002306.

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2023The heterogeneous welfare effects of business cycles. (2023). Ma, Eunseong ; Cho, Daeha. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000296.

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2023Sectoral credit reallocation: An excessive bank risk-taking explanation. (2023). Pozo, Jorge. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000899.

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2023Investor sentiment and global economic conditions. (2023). Lutkebohmert, Eva ; Herculano, Miguel C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:134-152.

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2023Exploring 200 years of U.S. commodity market integration: A structural time series model approach. (2023). Harrison, James M. In: Explorations in Economic History. RePEc:eee:exehis:v:88:y:2023:i:c:s0014498323000086.

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2023Time-varying spillovers between housing sentiment and housing market in the United States?. (2021). GUPTA, RANGAN ; André, Christophe ; Gabauer, David ; Andre, Christophe. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000064.

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2023What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

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2023The open-economy ELB: Contractionary monetary easing and the trilemma. (2023). Sandri, Damiano ; Cavallino, Paolo. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001234.

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2023Robust optimal macroprudential policy. (2023). Roch, Francisco ; Montamat, Giselle ; Bennett, Federico. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199622001465.

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2023Sudden stops and optimal foreign exchange intervention. (2023). Yu, Changhua ; Devereux, Michael B ; Davis, Scott J. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000144.

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2023Exchange rate misalignment and external imbalances: What is the optimal monetary policy response?. (2023). Leduc, Sylvain ; Dedola, Luca ; Corsetti, Giancarlo. In: Journal of International Economics. RePEc:eee:inecon:v:144:y:2023:i:c:s0022199623000570.

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2023Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220.

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2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

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2023Origins of international factor structures. (2023). Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:1-26.

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2023How important are capital controls in shaping innovation activity?. (2023). Konstantios, Dimitrios ; Bechlioulis, Alexandros ; Karamanis, Dimitrios ; Economidou, Claire. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001711.

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2023Global financial cycles since 1880. (2023). Wolters, Maik ; Potjagailo, Galina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000025.

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2023One-stop source: A global database of inflation. (2023). Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000979.

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2023Model uncertainty, economic development, and welfare costs of business cycles. (2023). Okubo, Masakatsu. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000149.

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2023Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies. (2023). Karadimitropoulou, Aikaterini ; Alshalahi, Jebreel ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000630.

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2023The impact of government spending on Ireland’s housing and residential market – Targeted vs economy-wide stimulus. (2023). Egan, Paul ; Bergin, Adele. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:3:p:552-569.

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2023Untangling crises: GFC and COVID-19 through the lens of a DSGE model. (2023). Garcia, Ignacio ; de la Pea, Rogelio. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000121.

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2023Income inequality and house prices across US states. (2023). GUPTA, RANGAN ; Berisha, Edmond ; Meszaros, John. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:192-197.

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2023Housing and the changing impact of monetary policy. (2023). Zhu, Xiaoyang ; Miles, William. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:587-603.

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2023Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. (2023). Lesame, Keagile ; Gupta, Rangan ; Christou, Christina ; Bouras, Christos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000788.

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2023How much does host country matter, really?. (2023). Meyer, Klaus E ; Andrews, Daniel S. In: Journal of World Business. RePEc:eee:worbus:v:58:y:2023:i:2:s1090951622001043.

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2023Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2023On the Structural Determinants of Growth-at-Risk. (2023). Gächter, Martin ; Hasler, Elias ; Geiger, Martin ; Gachter, Martin. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:2:a:5.

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2023Causalidad y acoplamiento cíclico entre variables macroeconómicas en la conformación de crisis financieras. (2023). Jimenez, Ana Lorena ; Bolivar, Humberto Rios ; Cantu, Josue Alan. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:18:y:2023:i:1:a:5.

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2023Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Maria ; Chang, Yoosoon. In: CAEPR Working Papers. RePEc:inu:caeprp:2023002.

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2023Effect of Inflation, Exchange Rate, Interest Rates and Income on House Sales: a Case of Turkiye. (2023). Peker, Osman ; Sanli, Orhan. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:1:p:37-60.

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2023Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?. (2023). Ibrahim, Dalia ; Mansour-Ibrahim, Dalia. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10212-8.

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2023Labor mobility and business cycle synchronization in Southern Africa. (2023). Nzimande, Ntokozo Patrick ; Beck, Krzysztof. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09416-1.

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2023Inflation, Business Cycle, and Monetary Policy: The Role of Inflationary Pressure. (2023). Shibamoto, Masahiko. In: Discussion Paper Series. RePEc:kob:dpaper:dp2023-04.

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2023BEMGIE: Belgian Economy in a Macro General and International Equilibrium model. (2023). Rannenberg, Ansgar ; Lejeune, Thomas ; de Walque, Gregory ; Mogstad, Magne. In: Working Paper Research. RePEc:nbb:reswpp:202303-435.

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2023The Transmission Mechanisms of International Business Cycles: International Trade and the Foreign Effects of US Monetary Policy. (2023). Sheremirov, Viacheslav ; Brauning, Falk. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:1:d:10.1057_s41308-022-00179-3.

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2023When Does Monetary Policy Sway House Prices? A Meta-Analysis. (2023). Havranek, Tomas ; Bajzik, Josef ; Ehrenbergerova, Dominika. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00185-5.

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2023Do Monetary Policy Frameworks Matter in Low-Income Countries?. (2023). Levin, Andrew ; Carare, Alina ; Zhang, Chelsea ; Resende, Carlos. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-022-00189-1.

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2023Foreign Exchange Intervention: A New Database. (2023). Heidland, Tobias ; Fratzscher, Marcel ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-022-00190-8.

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2023Synchronisation cyclique globale entre les économies subsahariennes et les économies avancées. (2023). Akoa, Armand Manga ; Menounga, Franois Patrick. In: MPRA Paper. RePEc:pra:mprapa:117483.

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2023Do trade frictions distort the purchasing power parity (PPP) hypothesis? A closer look.. (2023). Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:119196.

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2023.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Working Paper series. RePEc:rim:rimwps:23-06.

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2023Noise shocks and business cycle fluctuations in three major European Economies. (2023). Reigl, Nicolas. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02272-y.

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2023Global and local components of output gaps. (2023). Muhlebach, Nina ; Eckert, Florian. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02419-5.

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2023Applicability and Accomplishments of DSGE Modeling: A Critical Review. (2023). Jayamohan, M K ; Feto, Adem ; Vilks, Arnis. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00087-z.

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2023Housing prices in Spain: convergence or decoupling?. (2023). Urtasun, Alberto ; Leiva-Leon, Danilo ; Ghirelli, Corinna. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:14:y:2023:i:2:d:10.1007_s13209-023-00275-1.

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2023Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9.

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2023The relevance of domestic and foreign factors in driving Ghana’s business cycle. (2023). Ameyaw, Emmanuel. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:9:d:10.1007_s43546-023-00544-y.

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More than 100 citations found, this list is not complete...

Christopher Otrok is editor of

Journal
Journal of Economic Dynamics and Control

Works by Christopher Otrok:

YearTitleTypeCited
2013News Shocks and the Slope of the Term Structure of Interest Rates In: American Economic Review.
[Full Text][Citation analysis]		article164
2012News shocks and the slope of the term structure of interest rates.(2012) In: Working Papers.
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2010News Shocks and the Slope of the Term Structure of Interest Rates.(2010) In: Cahiers de recherche.
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2010News Shocks and the Slope of the Term Structure of Interest Rates.(2010) In: 2010 Meeting Papers.
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This paper has nother version. Agregated cites: 164		paper
2017News Shocks and the Slope of the Term Structure of Interest Rates: Reply In: American Economic Review.
[Full Text][Citation analysis]		article5
1994Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment. In: American Economic Review.
[Full Text][Citation analysis]		article26
2003International Business Cycles: World, Region, and Country-Specific Factors In: American Economic Review.
[Full Text][Citation analysis]		article788
2023Optimal Policy for Macrofinancial Stability In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article35
2012Optimal Policy for Macro-Financial Stability.(2012) In: CEP Discussion Papers.
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2012Optimal Policy for Macro-Financial Stability.(2012) In: CEPR Discussion Papers.
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2012Optimal policy for macro-financial stability.(2012) In: LSE Research Online Documents on Economics.
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2012Optimal policy for macro-financial stability.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 35		paper
2019Optimal Policy for Macro-Financial Stability.(2019) In: Staff Reports.
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This paper has nother version. Agregated cites: 35		paper
2012Optimal Policy for Macro-Financial Stability.(2012) In: IDB Publications (Working Papers).
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2012Optimal Policy for Macro-Financial Stability.(2012) In: Research Department Publications.
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2019Optimal Policy for Macro-Financial Stability.(2019) In: NBER Working Papers.
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2013Optimal Policy for Macro-Financial Stability.(2013) In: 2013 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2015Sources of Business Cycles in a Low Income Country In: Pacific Economic Review.
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2015The Sources of Business Cycles in a Low Income Country.(2015) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2019On the cyclicality of real wages and wage differentials In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article10
2009On The Cyclicality of Real Wages and Wage Differentials.(2009) In: Cardiff Economics Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2011On the Cyclicality of Real Wages and Wage Differentials.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2011On The Cyclicality of Real Wages and Wage Di¤erentials.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2010Revisiting Overborrowing and Its Policy Implications In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper53
2011Revisiting Overborrowing and its Policy Implications.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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This paper has nother version. Agregated cites: 53		chapter
2010Revisiting Overborrowing and its Policy Implications.(2010) In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2010Revisiting Overborrowing and its Policy Implications.(2010) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 53		paper
2010Revisiting overborrowing and its policy implications.(2010) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 53		paper
2010Revisiting Overborrowing and Its Policy Implications.(2010) In: IDB Publications (Working Papers).
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This paper has nother version. Agregated cites: 53		paper
2010Revisiting Overborrowing and its Policy Implications.(2010) In: Research Department Publications.
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This paper has nother version. Agregated cites: 53		paper
2010Financial Crises and Macro-Prudential Policies In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper206
2011Financial Crisis and Macro-Prudential Policies.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 206		paper
2013Financial crises and macro-prudential policies.(2013) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 206		article
2010Financial crises and macro-prudential policies.(2010) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 206		paper
2011Financial Crises and Macro-Prudential Policies.(2011) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 206		paper
2011Financial Crises and Macro-Prudential Policies.(2011) In: Research Department Publications.
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This paper has nother version. Agregated cites: 206		paper
2012Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper26
2012Capital controls or exchange rate policy? A pecuniary externality perspective.(2012) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 26		paper
2012Capital controls or exchange rate policy? a pecuniary externality perspective.(2012) In: Working Papers.
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2012Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 26		paper
2013Credit Shocks and Macroeconomic Fluctuations in Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2019A Model for International Spillovers to Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2019A model for international spillovers to emerging markets.(2019) In: Working Paper Research.
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This paper has nother version. Agregated cites: 3		paper
2015Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective In: Discussion Papers.
[Full Text][Citation analysis]		paper124
2014Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective.(2014) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 124		paper
2016Optimal capital controls and real exchange rate policies: A pecuniary externality perspective.(2016) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 124		article
2016Optimal capital controls and real exchange rate policies: a pecuniary externality perspective.(2016) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 124		paper
2015Optimal capital controls and real exchange rate policies: A pecuniary externality perspective.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2016Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 124		paper
2020Global Macro-Financial Cycles and Spillovers In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2020Global macro-financial cycles and spillovers.(2020) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2020Global Macro-Financial Cycles and Spillovers.(2020) In: IZA Discussion Papers.
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This paper has nother version. Agregated cites: 10		paper
2020Global Macro-Financial Cycles and Spillovers.(2020) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2020Global Macro-Financial Cycles and Spillovers.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper31
2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 31		paper
2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach.(2020) In: Staff Reports.
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This paper has nother version. Agregated cites: 31		paper
2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 31		paper
2017Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach.(2017) In: 2017 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2020COVID-19: A double whammy of financial and economic sudden stops for emerging economies In: Vox eBook Chapters.
[Full Text][Citation analysis]		chapter0
2000On Measuring the Welfare Cost of Business Cycles In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper174
2001On measuring the welfare cost of business cycles.(2001) In: Journal of Monetary Economics.
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1999On Measuring the Welfare Cost of Business Cycles.(1999) In: Virginia Economics Online Papers.
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2023Commodity exports, financial frictions, and international spillovers In: European Economic Review.
[Full Text][Citation analysis]		article1
2022Commodity Exports, Financial Frictions and International Spillovers.(2022) In: Globalization Institute Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2011Do credit shocks matter? A global perspective In: European Economic Review.
[Full Text][Citation analysis]		article199
2010Do Credit Shocks Matter? A Global Perspective.(2010) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 199		paper
2008Understanding the evolution of world business cycles In: Journal of International Economics.
[Full Text][Citation analysis]		article305
2005Understanding the Evolution of World Business Cycles.(2005) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 305		paper
2002Habit formation: a resolution of the equity premium puzzle? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article78
1998Habit Formation: A Resolution of the Equity Premium Puzzle?.(1998) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 78		paper
200799 Luftballons: Monetary policy and the house price boom across U.S. states In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article257
2007A generalized volatility bound for dynamic economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article2
2013Global House Price Fluctuations: Synchronization and Determinants In: CAMA Working Papers.
[Full Text][Citation analysis]		paper124
2013Global House Price Fluctuations: Synchronization and Determinants.(2013) In: IMF Working Papers.
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2012Global House Price Fluctuations: Synchronization and Determinants.(2012) In: NBER Chapters.
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2012Global House Price Fluctuations: Synchronization and Determinants.(2012) In: NBER Working Papers.
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Global House Price Fluctuations: Synchronization and Determinants..() In: Working Paper.
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This paper has nother version. Agregated cites: 124		paper
2013Global House Price Fluctuations: Synchronization and Determinants.(2013) In: NBER International Seminar on Macroeconomics.
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This paper has nother version. Agregated cites: 124		article
2013Regionalization vs. Globalization In: CAMA Working Papers.
[Full Text][Citation analysis]		paper62
2013Regionalization vs. Globalization.(2013) In: Discussion papers.
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2013Regionalization vs. globalization.(2013) In: Working Papers.
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2013Regionalization vs. Globalization.(2013) In: IMF Working Papers.
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2013Regionalization vs. Globalization.(2013) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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Regionalization vs. Globalization.() In: Working Paper.
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2016Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter28
2015Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2005Monetary policy and the house price boom across U.S. states In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper16
2020Sudden Stops and COVID-19: Lessons from Mexico’s History In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2015Regional vs. Global: How Are Countries Business Cycles Moving Together These Days? In: The Regional Economist.
[Full Text][Citation analysis]		article3
2020Asset Pricing Through the Lens of the Hansen-Jagannathan Bound In: Review.
[Full Text][Citation analysis]		article0
2020Tax Progressivity, Economic Booms, and Trickle-Up Economics In: Working Papers.
[Full Text][Citation analysis]		paper0
2008Dynamic factor models with time-varying parameters: measuring changes in international business cycles In: Staff Reports.
[Full Text][Citation analysis]		paper135
1994M2 and monetary policy: a critical review of the recent debate In: Economic Quarterly.
[Full Text][Citation analysis]		article6
1995The rational expectations hypothesis of the term structure, monetary policy, and time-varying term premia In: Economic Quarterly.
[Full Text][Citation analysis]		article43
1992Forecasting the effects of reduced defense spending In: Economic Review.
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2013Capital Controls or Real Exchange Rate Policy?: A Pecuniary Externality Perspective In: IDB Publications (Working Papers).
[Full Text][Citation analysis]		paper30
2013Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective.(2013) In: Research Department Publications.
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2013Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective.(2013) In: 2013 Meeting Papers.
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1998Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa. In: International Economic Review.
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1996Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa..(1996) In: Working Papers.
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2001Spectral Welfare Cost Functions. In: International Economic Review.
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2008Global Business Cycles: Convergence or Decoupling? In: IMF Working Papers.
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2008Global Business Cycles: Convergence or Decoupling?.(2008) In: IZA Discussion Papers.
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2008Global Business Cycles: Convergence or Decoupling?.(2008) In: NBER Working Papers.
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2012GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?.(2012) In: International Economic Review.
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2008Global business cycles: convergence or decoupling?.(2008) In: Discussion Paper Series 1: Economic Studies.
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2002Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7
1999Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation.(1999) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2000Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation.(2000) In: Virginia Economics Online Papers.
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This paper has nother version. Agregated cites: 7		paper
2010A Model for Monetary Policy Analysis for Sub-Saharan Africa In: Open Economies Review.
[Full Text][Citation analysis]		article7
2008What Are the Driving Forces of International Business Cycles? In: NBER Working Papers.
[Full Text][Citation analysis]		paper167
2011What are the driving forces of international business cycles?.(2011) In: Review of Economic Dynamics.
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2009What are the driving forces of international business cycles.(2009) In: 2009 Meeting Papers.
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2008What Are the Driving Forces of International Business Cycles?.(2008) In: Vanderbilt University Department of Economics Working Papers.
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2004Stochastic Discount Factor Models and the Equity Premium Puzzle In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2013Fiscal Policy in the Aftermath of the Crisis In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007Optimal Monetary Policy in a Medium Scale Model for Emerging Markets In: 2007 Meeting Papers.
[Citation analysis]		paper0
2011News Shocks and the Term Structure of Interest Rates: A Challenge for DSGE Models In: 2011 Meeting Papers.
[Full Text][Citation analysis]		paper9
2001Spectral Implications of Security Market Data for Models of Dynamic Economies In: Computing in Economics and Finance 2001.
[Citation analysis]		paper0
2012Monetary and Macro-Prudential Policies: An Integrated Analysis In: Working Papers.
[Full Text][Citation analysis]		paper22
1996Baynesian Leading Indicators: Measuring and Predicting Economic Conditions In: Macroeconomics.
[Full Text][Citation analysis]		paper3

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