Christopher Otrok : Citation Profile


Are you Christopher Otrok?

University of Missouri (90% share)
Federal Reserve Bank of St. Louis (10% share)

21

H index

27

i10 index

2772

Citations

RESEARCH PRODUCTION:

24

Articles

78

Papers

3

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   28 years (1992 - 2020). See details.
   Cites by year: 99
   Journals where Christopher Otrok has often published
   Relations with other researchers
   Recent citing documents: 345.    Total self citations: 60 (2.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pot2
   Updated: 2020-07-04    RAS profile: 2019-01-21    
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Relations with other researchers


Works with:

Benigno, Gianluca (12)

Rebucci, Alessandro (12)

Young, Eric (9)

Foerster, Andrew (3)

Kose, Ayhan (3)

Owyang, Michael (3)

jackson, laura (2)

Jackson Young, Laura (2)

Houssa, Romain (2)

Kurmann, André (2)

Mohimont, Jolan (2)

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

Is cited by:

Kose, Ayhan (54)

Eickmeier, Sandra (50)

Karadimitropoulou, Aikaterini (40)

mumtaz, haroon (39)

Marcellino, Massimiliano (37)

Cesa-Bianchi, Ambrogio (33)

Korinek, Anton (31)

Antonakakis, Nikolaos (30)

Korobilis, Dimitris (30)

Rebucci, Alessandro (29)

Ravazzolo, Francesco (29)

Cites to:

Kose, Ayhan (56)

Whiteman, Charles (38)

Reichlin, Lucrezia (35)

Rebucci, Alessandro (30)

Young, Eric (26)

Benigno, Gianluca (25)

Watson, Mark (23)

Christiano, Lawrence (22)

Terrones, Marco (20)

Mendoza, Enrique (20)

Prasad, Eswar (19)

Main data


Where Christopher Otrok has published?


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

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund6
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
Working Papers / Department of Economics, University of Missouri3
2013 Meeting Papers / Society for Economic Dynamics2
Staff Reports / Federal Reserve Bank of New York2
MPRA Paper / University Library of Munich, Germany2
Working Paper / Harvard University OpenScholar2

Recent works citing Christopher Otrok (2020 and 2019)


YearTitle of citing document
2019MACROECONOMIC UNCERTAINTY AND THE COMOVEMENT IN BUYING VERSUS RENTING IN THE USA. (2019). GUPTA, RANGAN ; Aye, Goodness C. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:3:p:93-121.

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2018A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2018-33.

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2017A Statistical Investigation of Business Cycles Characteristics in Pakistan. (2017). Baig, Asia ; Tariq, Muhammad ; Ali, Niaz. In: Global Economics Review. RePEc:aaw:journl:v:2:y:2017:i:1:p:73-84.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162.

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2020Heterogeneous Credit Constraints and Optimal Monetary Policy. (2020). Herrera, Gerardo ; Ortiz, Marco. In: Working Papers. RePEc:apc:wpaper:164.

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2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

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2018Duesenberrys Theory of Consumption: Habit, Learning, and Ratcheting. (2018). Koo, Hyeng Keun ; Jeon, Junkee ; Choi, Kyoung Jin. In: Papers. RePEc:arx:papers:1812.10038.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Zhou, Xiaoqing ; Kilian, Lutz. In: Staff Working Papers. RePEc:bca:bocawp:18-56.

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2017Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo. In: Working Papers. RePEc:bde:wpaper:1726.

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2019Inflation interdependence in advanced economies. (2019). Gómez-Loscos, Ana ; Gadea, María ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Working Papers. RePEc:bde:wpaper:1920.

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2017Capital controls, macroprudential measures and monetary policy interactions in an emerging economy. (2017). Nispi Landi, Valerio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1154_17.

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2017Optimal v. simple financial policy rules in a production economy with “liability dollarization. (2017). Mendoza, Enrique G. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:1-15.

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2017Adjustment to small, large, and sunspot shocks in open economies with stock collateral constraints. (2017). Uribe, Martín ; Schmitt-Grohe, Stephanie. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:2-9.

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2017Optimal v. simple financial policy rules in a production economy with “liability dollarization. (2017). Hernandez, Juan M ; Mendoza, Enrique G. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:25-39.

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2017Ajustes a choques pequeños, grandes y sunspots en economías abiertas con restricciones sobre el colateral. (2017). Schmitt-Grohe, Stephanie ; Uribe, Martin. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:86-95.

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2019Identification of Sign-Dependency of Impulse Responses. (2019). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1907.

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2019ASYMMETRIC BUSINESS CYCLES IN EMERGING MARKET ECONOMIES. (2019). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1909.

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2018Capital Controls and Electoral Cycles. (2018). Gavoille, Nicolas ; Hofer, Katharina. In: SSE Riga/BICEPS Research Papers. RePEc:bic:rpaper:5.

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2019The Effect of News Shocks and Monetary Policy. (2019). Zanetti, Francesco ; Korobilis, Dimitris ; Görtz, Christoph ; Tsoukalas, John ; Gortz, Christoph ; Gambetti, Luca. In: Discussion Papers. RePEc:bir:birmec:19-03.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2019Global Banking, Financial Spillovers, and Macroprudential Policy Coordination. (2019). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:764.

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2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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2017Does FDI Dampen or Magnify Output Growth Volatility in the ECOWAS Region?. (2017). Ajide, Kazeem ; Osode, Oluwanbepelumi Esther . In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:211-222.

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2018Measuring the dynamics of APEC output connectedness. (2018). Ogbuabor, Jonathan E ; Charles, Manasseh O ; Aneke, Gladys C ; Eigbiremolen, Godastime O. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:32:y:2018:i:1:p:29-44.

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2017Age and Gender Group Differences in Employment Responses to Monetary Policy Shock in a Small Open Economy: The Case of Korea. (2017). Chung, Sungyup . In: Asia and the Pacific Policy Studies. RePEc:bla:asiaps:v:4:y:2017:i:2:p:207-224.

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2018CAPITAL CONTROLS, MONETARY POLICY, AND BALANCE SHEETS IN A SMALL OPEN ECONOMY. (2018). Kitano, Shigeto ; Takaku, Kenya. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:859-874.

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2019INTERNATIONAL EFFECTS OF EURO AREA VERSUS U.S. POLICY UNCERTAINTY: A FAVAR APPROACH. (2019). Belke, Ansgar ; Osowski, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:453-481.

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2019REAL EXCHANGE RATE, MONETARY POLICY, AND THE U.S. ECONOMY: EVIDENCE FROM A FAVAR MODEL. (2019). Sun, Wei ; De, Kuhelika. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:552-568.

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2018What Do We Know About the Effects of Macroprudential Policy?. (2018). Moessner, Richhild ; Galati, Gabriele. In: Economica. RePEc:bla:econom:v:85:y:2018:i:340:p:735-770.

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2018Interest Rates, Local Housing Markets and House Price Over†reactions. (2018). Tsiaplias, Sarantis ; Lim, Guay. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:s1:p:33-48.

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2017Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework. (2017). Leiva-Leon, Danilo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:513-545.

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2017Idiosyncratic and international transmission of shocks in the G7: Does EMU matter?. (2017). Bettendorf, Timo. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:856-890.

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2020Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom. (2020). Xu, Fang ; Herwartz, Helmut. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:164-190.

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2018Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064.

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2019Changing supply elasticities and regional housing booms. (2019). Albuquerque, Bruno ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0076.

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2018Rethinking financial stability. (2018). Kapadia, Sujit ; Hinterschweiger, Marc ; HALDANE, ANDREW ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0712.

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2019When creativity strikes: news shocks and business cycle fluctuations. (2019). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0788.

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2018Not all cities are alike : House price heterogeneity and the design of macro-prudential policies in China. (2018). Tsang, Andrew ; Funke, Michael ; Zhu, Linxu. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_018.

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2020The effect of the China Connect. (2020). Zhou, Sili ; Rogers, John ; Ma, Chang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_001.

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2019Can large trade shocks cause crises? The case of the Finnish-Soviet trade collapse. (2019). Kilponen, Juha ; Gulan, Adam ; Haavio, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_009.

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2017Advanced economies and emerging markets: dissecting the drivers of business cycle synchronization. (2017). Karadimitropoulou, Aikaterini. In: Working Papers. RePEc:bog:wpaper:238.

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2019State-dependent Monetary Policy Regimes. (2019). Zakipour-Saber, Shayan. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/19.

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2018The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/1.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7005.

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2019Business Cycle Narratives. (2019). Thorsrud, Leif ; Larsen, Vegard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7468.

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2019The effect of news shocks and monetary policy. (2019). Zanetti, Francesco ; Korobilis, Dimitris ; Görtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7578.

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2019A Model for International Spillovers to Emerging Markets. (2019). Houssa, Romain ; Otrok, Chris ; Mohimont, Jolan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7702.

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2017The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Gambetti, Luca. In: Discussion Papers. RePEc:cfm:wpaper:1730.

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2018When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Discussion Papers. RePEc:cfm:wpaper:1823.

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2020Financial constraints and collateral crises. (2020). guimaraes, bernardo ; Araujo, Luis ; Rodrigues, Diego. In: Discussion Papers. RePEc:cfm:wpaper:2007.

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2018The Relation Between Credit and Business Cycles in Central America and the Dominican Republic. (2018). Ramirez, Francisco A. In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:5en-4.

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2018Nonconventional monetary policy in a regime-switching model with endogenous financial crises. (2018). Barreto, Leonardo . In: Documentos CEDE. RePEc:col:000089:016382.

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2017Ciclos de crédito, liquidez global y regímenes monetarios: una aproximación para América Latina. (2017). Bedoya, Juan. In: REVISTA DESARROLLO Y SOCIEDAD. RePEc:col:000090:015463.

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2017Optimal v. simple financial policy rules in a production economy with “liability dollarization”. (2017). Mendoza, Enrique G ; Hernandez, Juan M. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:015468.

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2017Adjustment to small, large, and sunspot shocks in open economies with stock collateral constraints. (2017). Uribe, Martín ; Schmitt-Grohe, Stephanie. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:015474.

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2018BKK the EZ Way. International Long-Run Growth News and Capital Flows.. (2018). Colacito, Riccardo ; Howard, Philip ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12783.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12845.

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2019Fundamental Moments. (2019). Pauwels, Laurent ; Imbs, Jean. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13662.

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2019Kinks and Gains from Credit Cycles. (2019). Santoro, Emiliano ; Ravn, Soren Hove ; Jensen, Henrik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13795.

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2020Global Recessions. (2020). Sugawara, Naotaka ; Kose, Ayhan ; Terrones, Marco E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14397.

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2020Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404.

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2020Twin Default Crises. (2020). Mendicino, Caterina ; Nikolov, Kalin ; Rubio-Ramirez, Juan Francisco ; Suarez, Javier ; Supera, Dominik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14427.

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2018Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623.

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2018Estimation of the common component in Dynamic Factor Models. (2018). Navarro, Angela Caro ; Sanchez, Daniel Pea . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27047.

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2020Labor Market Dynamics under Technology Shocks: The Role of Subsistence Consumption. (2020). Choi, Sangyup ; Shim, Myungkyu. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_002.

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2019Comovement of Home Prices: A Conditional Copula Approach. (2019). Li, QI ; Long, Wei ; Hou, Lei. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:houlongli.

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2020Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility. (2020). Tsuruga, Takayuki ; Kato, Ryo. In: ISER Discussion Paper. RePEc:dpr:wpaper:1078.

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2018Monetary Policy and Asset Price Bubbles. (2018). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-5.

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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2020Twin default crises. (2020). Nikolov, Kalin ; Ramirez, Juan-Rubio ; Supera, Dominik ; Suarez, Javier ; Mendicino, Caterina. In: Working Paper Series. RePEc:ecb:ecbwps:20202414.

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2020Exchange rate movements in emerging economies - Global vs regional factors in Asia. (2020). Chiappini, Raphaël ; Lahet, Delphine. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301476.

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2018Openness, specialization, and the external vulnerability of developing countries. (2018). Servén, Luis ; Barrot, Luis-Diego ; Serven, Luis ; Calderon, Cesar. In: Journal of Development Economics. RePEc:eee:deveco:v:134:y:2018:i:c:p:310-328.

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2019Capital flows and the business cycle. (2019). Menna, Lorenzo ; Cuadra, Gabriel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:8.

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2019The quantitative effects of tax foresight: Not all states are equal. (2019). Herrera, Ana María ; Rangaraju, Sandeep Kumar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:6.

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2019How does government spending news affect interest rates? Evidence from the United States. (2019). Liu, Dingming ; Dingming, Liu ; Yong, Chen . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301460.

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2020Identifying noise shocks. (2020). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric ; Benati, Luca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301770.

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2020Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. (2020). Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300221.

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2017Monetary policy shocks: We got news!. (2017). Mendicino, Caterina ; Iskrev, Nikolay ; Gomes, Sandra. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:108-128.

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2017Monetary and macroprudential policies in an estimated model with financial intermediation. (2017). Gelain, Paolo ; Ilbas, Pelin . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:164-189.

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2017The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Ma, Jun ; Bhatt, Vipul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222.

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2018What can we learn about news shocks from the late 1990s and early 2000s boom-bust period?. (2018). Ben Zeev, Nadav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:94-105.

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2018Portfolio selection with consumption ratcheting. (2018). Jeon, Junkee ; Shin, Yong Hyun ; Koo, Hyeng Keun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:153-182.

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2018Advanced economies and emerging markets: Dissecting the drivers of business cycle synchronization. (2018). Karadimitropoulou, Aikaterini. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:115-130.

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2018Debt and stabilization policy: Evidence from a Euro Area FAVAR. (2018). Zubairy, Sarah ; Jackson Young, Laura ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:67-91.

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2018Nonlinearities, smoothing and countercyclical monetary policy. (2018). Jackson, Laura E ; Soques, Daniel ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:136-154.

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2018The impact of monetary policy on housing market activity: An assessment using sign restrictions. (2018). Ume, Ejindu . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:23-31.

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2018Asymmetric effects of government spending shocks during the financial cycle. (2018). Tsintzos, Panagiotis ; Plakandaras, Vasilios ; Pragidis, I C. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:372-387.

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2018Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations. (2018). Ho, Sun ; Kim, Yun Jung. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:150-159.

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2018Are business and credit cycles synchronised internally or externally?. (2018). Kurowski, Ukasz ; Rogowicz, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:124-141.

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2018Chinas increasing global influence: Changes in international growth linkages. (2018). Bataa, Erdenebat ; Sensier, Marianne ; Osborn, Denise R. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:194-206.

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2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2019Increasing linkages among European regions. The role of sectoral composition. (2019). Gómez-Loscos, Ana ; Gadea, María ; Leiva-Leon, Danilo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:222-243.

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2020Business cycle synchronization: Disentangling direct and indirect effect of financial integration in the Indian context. (2020). Padhan, Rakesh ; Prabheesh, K P. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:272-287.

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2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113.

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2019Complex analytic wavelets in the measurement of macroeconomic risks. (2019). Bruzda, Joanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818302493.

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2019Towards a financial cycle for the U.S., 1973–2014. (2019). Jacobs, Jan ; An, J ; Bezemer, Dirk J ; Rozite, Kristiana . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305643.

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2019Dynamic credit convergence in CARD: The spreading of common shocks. (2019). Pagliacci, Carolina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306752.

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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.
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article100
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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paper
2010News Shocks and the Slope of the Term Structure of Interest Rates.(2010) In: 2010 Meeting Papers.
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paper
2017News Shocks and the Slope of the Term Structure of Interest Rates: Reply In: American Economic Review.
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article4
1994Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment. In: American Economic Review.
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article25
2003International Business Cycles: World, Region, and Country-Specific Factors In: American Economic Review.
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article594
2015Sources of Business Cycles in a Low Income Country In: Pacific Economic Review.
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article2
2009On The Cyclicality of Real Wages and Wage Differentials In: Cardiff Economics Working Papers.
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paper8
2011On the Cyclicality of Real Wages and Wage Differentials.(2011) In: Working Papers.
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paper
2011On The Cyclicality of Real Wages and Wage Di¤erentials.(2011) In: Working Papers.
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paper
2010Revisiting Overborrowing and Its Policy Implications In: CEP Discussion Papers.
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paper37
2011Revisiting Overborrowing and its Policy Implications.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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chapter
2010Revisiting Overborrowing and its Policy Implications.(2010) In: Working Papers Central Bank of Chile.
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paper
2010Revisiting Overborrowing and its Policy Implications.(2010) In: CEPR Discussion Papers.
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paper
2011Revisiting Overborrowing and Its Policy Implications.(2011) In: IDB Publications (Working Papers).
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paper
2010Revisiting Overborrowing and its Policy Implications.(2010) In: Research Department Publications.
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paper
2010Financial Crises and Macro-Prudential Policies In: CEP Discussion Papers.
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paper139
2011Financial Crises and Macro-Prudential Policies.(2011) In: Research Department Publications.
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paper
2011Financial Crises and Macro-Prudential Policies.(2011) In: IDB Publications (Working Papers).
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paper
2011Financial Crisis and Macro-Prudential Policies.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 139
paper
2013Financial crises and macro-prudential policies.(2013) In: Journal of International Economics.
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article
2012Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective In: CEP Discussion Papers.
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paper15
2012Capital controls or exchange rate policy? A pecuniary externality perspective.(2012) In: LSE Research Online Documents on Economics.
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paper
2012Capital controls or exchange rate policy? a pecuniary externality perspective.(2012) In: Working Papers.
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paper
2012Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective.(2012) In: Working Papers.
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paper
2012Optimal Policy for Macro-Financial Stability In: CEP Discussion Papers.
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paper30
2012Optimal Policy for Macro-Financial Stability.(2012) In: CEPR Discussion Papers.
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paper
2012Optimal policy for macro-financial stability.(2012) In: LSE Research Online Documents on Economics.
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paper
2012Optimal policy for macro-financial stability.(2012) In: Working Papers.
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paper
2019Optimal Policy for Macro-Financial Stability.(2019) In: Staff Reports.
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paper
2012Optimal Policy for Macro-Financial Stability.(2012) In: IDB Publications (Working Papers).
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paper
2012Optimal Policy for Macro-Financial Stability.(2012) In: Research Department Publications.
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paper
2019Optimal Policy for Macro-Financial Stability.(2019) In: NBER Working Papers.
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paper
2013Optimal Policy for Macro-Financial Stability.(2013) In: 2013 Meeting Papers.
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paper
2013Credit Shocks and Macroeconomic Fluctuations in Emerging Markets In: CESifo Working Paper Series.
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paper6
2015Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective In: Discussion Papers.
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paper57
2014Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective.(2014) In: CEPR Discussion Papers.
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paper
2016Optimal capital controls and real exchange rate policies: A pecuniary externality perspective.(2016) In: Journal of Monetary Economics.
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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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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]
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paper
2016Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective.(2016) In: NBER Working Papers.
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paper
2000On Measuring the Welfare Cost of Business Cycles In: Econometric Society World Congress 2000 Contributed Papers.
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paper153
2001On measuring the welfare cost of business cycles.(2001) In: Journal of Monetary Economics.
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article
1999On Measuring the Welfare Cost of Business Cycles.(1999) In: Virginia Economics Online Papers.
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paper
2011Do credit shocks matter? A global perspective In: European Economic Review.
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article170
2010Do Credit Shocks Matter? A Global Perspective.(2010) In: IMF Working Papers.
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paper
2008Understanding the evolution of world business cycles In: Journal of International Economics.
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article240
2005Understanding the Evolution of World Business Cycles.(2005) In: IMF Working Papers.
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paper
2002Habit formation: a resolution of the equity premium puzzle? In: Journal of Monetary Economics.
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article72
1998Habit Formation: A Resolution of the Equity Premium Puzzle?.(1998) In: Working Papers.
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paper
200799 Luftballons: Monetary policy and the house price boom across U.S. states In: Journal of Monetary Economics.
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article160
2007A generalized volatility bound for dynamic economies In: Journal of Monetary Economics.
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article1
2013Global House Price Fluctuations: Synchronization and Determinants In: CAMA Working Papers.
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paper74
2012Global House Price Fluctuations: Synchronization and Determinants.(2012) In: NBER Chapters.
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chapter
2012Global House Price Fluctuations: Synchronization and Determinants.(2012) In: NBER Working Papers.
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paper
Global House Price Fluctuations: Synchronization and Determinants..() In: Working Paper.
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paper
2013Global House Price Fluctuations: Synchronization and Determinants.(2013) In: NBER International Seminar on Macroeconomics.
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article
2013Regionalization vs. Globalization In: CAMA Working Papers.
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paper36
2013Regionalization vs. Globalization.(2013) In: Discussion papers.
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paper
2013Regionalization vs. globalization.(2013) In: Working Papers.
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paper
2013Regionalization vs. Globalization.(2013) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
Regionalization vs. Globalization.() In: Working Paper.
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paper
2016Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement In: Advances in Econometrics.
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chapter14
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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2005Monetary policy and the house price boom across U.S. states In: FRB Atlanta Working Paper.
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paper13
2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach In: Working Paper Series.
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paper4
2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach.(2020) In: NBER Working Papers.
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2017Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach.(2017) In: 2017 Meeting Papers.
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2015Regional vs. Global: How Are Countries Business Cycles Moving Together These Days? In: The Regional Economist.
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article0
2020Tax Progressivity, Economic Booms, and Trickle-Up Economics In: Working Papers.
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paper0
2008Dynamic factor models with time-varying parameters: measuring changes in international business cycles In: Staff Reports.
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paper115
1994M2 and monetary policy: a critical review of the recent debate In: Economic Quarterly.
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article5
1995The rational expectations hypothesis of the term structure, monetary policy, and time-varying term premia In: Economic Quarterly.
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article33
1992Forecasting the effects of reduced defense spending In: Economic Review.
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article0
2013Capital Controls or Real Exchange Rate Policy?: A Pecuniary Externality Perspective In: IDB Publications (Working Papers).
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paper21
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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paper
1998Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa. In: International Economic Review.
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article93
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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article17
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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2013Regionalization vs. Globalization In: IMF Working Papers.
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paper26
2013Global House Price Fluctuations; Synchronization and Determinants In: IMF Working Papers.
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paper22
2015The Sources of Business Cycles in a Low Income Country In: IMF Working Papers.
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paper2
2002Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation In: Journal of Applied Econometrics.
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article7
1999Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation.(1999) In: Working Papers.
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2000Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation.(2000) In: Virginia Economics Online Papers.
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2010A Model for Monetary Policy Analysis for Sub-Saharan Africa In: Open Economies Review.
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article5
2008What Are the Driving Forces of International Business Cycles? In: NBER Working Papers.
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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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2020Global Macro-Financial Cycles and Spillovers In: NBER Working Papers.
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2004Stochastic Discount Factor Models and the Equity Premium Puzzle In: MPRA Paper.
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2013Fiscal Policy in the Aftermath of the Crisis In: MPRA Paper.
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2007Optimal Monetary Policy in a Medium Scale Model for Emerging Markets In: 2007 Meeting Papers.
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2011News Shocks and the Term Structure of Interest Rates: A Challenge for DSGE Models In: 2011 Meeting Papers.
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2001Spectral Implications of Security Market Data for Models of Dynamic Economies In: Computing in Economics and Finance 2001.
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