Christopher Otrok : Citation Profile

Are you Christopher Otrok?

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

20

H index

27

i10 index

2919

Citations

RESEARCH PRODUCTION:

26

Articles

73

Papers

3

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   28 years (1992 - 2020). See details.
   Cites by year: 104
   Journals where Christopher Otrok has often published
   Relations with other researchers
   Recent citing documents: 143.    Total self citations: 56 (1.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pot2
   Updated: 2021-02-20    RAS profile: 2019-01-21    
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Relations with other researchers

Works with:

Benigno, Gianluca (10)

Rebucci, Alessandro (10)

Foerster, Andrew (5)

Young, Eric (5)

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 (60)

Eickmeier, Sandra (50)

GUPTA, RANGAN (40)

mumtaz, haroon (39)

Marcellino, Massimiliano (37)

Cesa-Bianchi, Ambrogio (37)

Karadimitropoulou, Aikaterini (35)

Rebucci, Alessandro (31)

Korobilis, Dimitris (30)

Ravazzolo, Francesco (29)

Ciccarelli, Matteo (29)

Cites to:

Kose, Ayhan (44)

Whiteman, Charles (36)

Rebucci, Alessandro (29)

Reichlin, Lucrezia (26)

Benigno, Gianluca (26)

Young, Eric (26)

Christiano, Lawrence (25)

Watson, Mark (22)

Stock, James (18)

Mendoza, Enrique (18)

Campbell, John (17)

Main data

Where Christopher Otrok has published?

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

Working Papers Series with more than one paper published# docs
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
Staff Reports / Federal Reserve Bank of New York3
Working Paper / Harvard University OpenScholar2
MPRA Paper / University Library of Munich, Germany2
2013 Meeting Papers / Society for Economic Dynamics2

Recent works citing Christopher Otrok (2021 and 2020)

YearTitle of citing document
2020Banking sector and bank liquidity – key actors within financial crises?. (2020). Ciurel, Adriana Daniela ; DUN, Florin Alexandru ; Niescu, Dan Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:147-168.

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2020Monetary Policy, Financial Constraints, and Redistribution. (2020). Schabert, Andreas ; Loenser, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:011.

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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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2020The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2020). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Papers. RePEc:arx:papers:2012.14693.

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2021Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model. (2021). Yang, Yanrong ; Silvapulle, Mervyn ; Mao, Yufeng ; Peng, Bin. In: Papers. RePEc:arx:papers:2101.06805.

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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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2020Economic uncertainty, ownership structure and small and medium enterprises performance. (2020). Tran, Quan ; Le, Anhtuan ; Doan, Anhtuan. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:102-137.

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2020FAMILY FIRM PERFORMANCE OVER THE BUSINESS CYCLE: A META‐ANALYSIS. (2020). Neuenkirch, Matthias ; Block, Joern ; Hansen, Christopher. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:476-511.

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2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

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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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2020Coups détat and the foreign exchange market. (2020). BALIMA, HIPPOLYTE. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1928-1950.

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2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

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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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2020Behavioural Finance at Home: Testing Deviations of House Prices from their Fundamental Values. (2020). Lake, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20104.

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2020A Markov-Chain Measure of Systemic Banking Crisis Frequency. (2020). TAMBAKIS, DEMOSTHENES. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2083.

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2020The Determinants of Indonesia’s Business Cycle. (2020). Bary, Pakasa ; Cinditya, Anggita ; Harahap, Berry A. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:215-235.

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2020The Diffusion of Technological Progress in ICT. (2020). Lehmann, Robert ; Elstner, Steffen ; Kecht, Valentin ; Grimme, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8790.

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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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2020Twin Default Crises. (2020). Supera, Dominik ; Suarez, Javier ; Rubio-Ramirez, Juan ; Nikolov, Kalin ; Mendicino, Caterina. In: Working Papers. RePEc:cmf:wpaper:wp2020_2006.

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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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2020Should developed economies manage international capital flows?. (2020). de Veirman, Emmanuel ; Goy, Gavin ; Bonam, Dennis. In: DNB Working Papers. RePEc:dnb:dnbwpp:702.

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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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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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2020How much does aggregate demand travel across the Atlantic?. (2020). Stracca, Livio ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20202430.

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2020Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202472.

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2020Spillover effects in international business cycles. (2020). Pacce, Matías ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20202484.

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2020Global commodity prices and global stock market volatility shocks: Effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:71:y:2020:i:c:s1049007820301299.

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2020Equity premium puzzle — Evidence from Poland. (2020). Zygmanowski, Piotr ; Liwiski, Pawe ; Maruszewski, Janusz ; Gemra, Kamil ; Ukowski, Micha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303257.

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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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2020Synchronization of regional growth dynamics in China. (2020). Ma, Jun ; Bian, Zhicun ; Stewart, Shamar ; Ni, Jinlan. In: China Economic Review. RePEc:eee:chieco:v:61:y:2020:i:c:s1043951x18301305.

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2020Policy uncertainty and the capital shortfall of global financial firms. (2020). Papachristopoulou, Andromachi ; Panopoulou, Ekaterini ; Matousek, Roman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911992030002x.

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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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2020A macroeconomic model with occasional financial crises. (2020). Paul, Pascal. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919302258.

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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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2020International Stock Comovements with Endogenous Clusters. (2020). Owyang, Michael ; Jackson Young, Laura ; Coroneo, Laura. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300725.

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2020Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks. (2020). Georgiadis, Georgios ; Janokova, Martina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301937.

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2020Macroeconomic impact of fiscal policy in Ghana: Analysis of an estimated DSGE model with financial exclusion. (2020). Leon-Gonzalez, Roberto ; Takyi, Paul Owusu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:239-260.

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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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2020Financial cycle and business cycle: An empirical analysis based on the data from the U.S. (2020). Huang, Kevin ; Yan, Chuanpeng. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:693-701.

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2021Evidence on time-varying inflation synchronization. (2021). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1-13.

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2021The dynamics of global financial cycle and domestic economic cycles: Evidence from India and Indonesia. (2021). Juhro, Solikin ; Anglingkusumo, Reza ; Prabheesh, K P. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:831-842.

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2020Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach. (2020). Sohag, Kazi ; Alqahtani, Faisal ; Kutan, Ali M ; Samargandi, Nahla. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303255.

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2020The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach. (2020). Rodríguez, Gabriel ; Guevara, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304656.

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2020House price convergence in the euro zone: A pairwise approach. (2020). Miles, William. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362520300893.

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2020Weather shocks. (2020). Vermandel, Gauthier ; Gallic, Ewen. In: European Economic Review. RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300416.

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2020Global investigation on the country-level idiosyncratic volatility and its determinants. (2020). Caglayan, Mustafa Onur ; Zhang, Liwen ; Xue, Wenjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:143-160.

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2020Oil price shocks, global financial markets and their connectedness. (2020). Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110.

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2020Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China. (2020). Xia, Tongshui ; Geng, Jiang-Bo ; Yao, Chen-Xi. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303126.

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2020Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries. (2020). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300218.

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2020Financial stability, growth and macroprudential policy. (2020). Ma, Chang. In: Journal of International Economics. RePEc:eee:inecon:v:122:y:2020:i:c:s002219961830326x.

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2020Household heterogeneity and the transmission of foreign shocks. (2020). Mitman, Kurt ; de Ferra, Sergio ; Romei, Federica. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300222.

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2020Macroprudential policy in the presence of external risks. (2020). Reyes-Heroles, Ricardo ; Tenorio, Gabriel. In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s0022199618302915.

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2020Moving more, but closer: Mapping the growing regionalization of global scientific mobility using ORCID. (2020). Parigi, Paolo ; Herman, Andrew C ; Gomez, Charles J. In: Journal of Informetrics. RePEc:eee:infome:v:14:y:2020:i:3:s1751157719304389.

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2020Business cycles, bilateral trade and financial integration: Evidence from Economic Community of West African States (ECOWAS). (2020). Zouri, Stephane. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:25-43.

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2020Nowcasting in real time using popularity priors. (2020). Monokroussos, George ; Zhao, Yongchen. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1173-1180.

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2020The effects of professional forecast dissemination on macroeconomic volatility. (2020). Gelfer, Sacha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:131-156.

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2020Capital controls and foreign exchange market intervention. (2020). Choi, Jae Hoon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560619301421.

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2020Spread the Word: International spillovers from central bank communication. (2020). Bertsch, Christoph ; Armelius, Hanna ; Zhang, Xin ; Hull, Isaiah. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560619302967.

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2020The third round of euro area enlargement: Are the candidates ready?. (2020). Kunovac, Davor ; Kotarac, Karlo ; Deskar-Krbi, Milan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301613.

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2020Sudden stops in the Euro Area: Does monetary union matter?. (2020). McNelis, Paul D ; Fagan, Gabriel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300772.

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2020How important are global factors for understanding the dynamics of international capital flows?. (2020). Huber, Florian ; Schuberth, Helene ; Eller, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301777.

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2021Are global spillovers complementary or competitive? Need for international policy coordination. (2021). Mallick, Sushanta ; Bhattarai, Keshab ; Yang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302473.

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2020Risk Shocks and Credit Spreads. (2020). Kwon, Dohyoung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301348.

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2020Adding space to the international business cycle. (2020). Servén, Luis ; Abate, Girum Dagnachew ; Serven, Luis. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301373.

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2020Capital controls and welfare with cross-border bank capital flows. (2020). Jia, Pengfei ; Agenor, Pierre-Richard. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301464.

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2020Measuring the dynamics of COMESA output connectedness with the global economy. (2020). Orji, Anthony ; Manasseh, Charles ; Anthony-Orji, Onyinye ; Ogbuabor, Jonathan E. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300775.

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2020Commodity-price comovement and global economic activity. (2020). Coibion, Olivier ; Bhattarai, Saroj ; Alquist, Ron. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:41-56.

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2020The zero lower bound and estimation accuracy. (2020). Throckmorton, Nathaniel ; Atkinson, Tyler ; Richter, Alexander W. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:249-264.

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2020Duration of Global Financial Cycles. (2020). Berument, Hakan M ; Varlik, Serdar ; Akdi, Yilmaz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301102.

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2020Analysis of economic growth fluctuations based on EEMD and causal decomposition. (2020). Shang, Pengjian ; Peng, Chung-Kang ; Yang, Albert C ; Mao, Xuegeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s037843712030323x.

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2020Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas. (2020). Tiwari, Aviral ; Pradhan, Ashis ; GUPTA, RANGAN ; Çekin, Semih. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:207-217.

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2020Identifying Key Macroeconomic Shocks to Canadian GDP. (2020). Sayeed, Jamil. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2020_11.

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2020The asymmetric effects of monetary policy on stock price bubbles. (2020). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2012.

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2020Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach. (2020). Zhang, Ren ; Wynne, Mark A. In: Globalization Institute Working Papers. RePEc:fip:feddgw:87486.

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2020Sudden Stops and Optimal Foreign Exchange Intervention. (2020). Yu, Changhua ; Davis, Jonathan ; Devereux, Michael B. In: Globalization Institute Working Papers. RePEc:fip:feddgw:89034.

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2020Monetary Policy Strategies and Tools: Financial Stability Considerations. (2020). Prescott, Edward ; Klee, Elizabeth ; Wood, Paul R ; Goldberg, Jonathan E. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-74.

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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints. (2020). Villalvazo, Sergio ; Schorfheide, Frank ; Cuba-Borda, Pablo ; Aruoba, S. Boragan ; Higa-Flores, Kenji. In: International Finance Discussion Papers. RePEc:fip:fedgif:1272.

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2020News, sovereign debt maturity, and default risk. (2018). Yurdagul, Emircan ; Sapriza, Horacio ; Sanchez, Juan ; Dvorkin, Maximiliano. In: Working Papers. RePEc:fip:fedlwp:2018-033.

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2020Industrial Connectedness and Business Cycle Comovements. (2020). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Working Papers. RePEc:fip:fedlwp:89372.

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2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints. (2020). Villalvazo, Sergio ; Schorfheide, Frank ; Cuba-Borda, Pablo ; Aruoba, S. Boragan ; Higa-Flores, Kenji. In: Working Papers. RePEc:fip:fedpwp:87720.

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2020A General and Efficient Method for Solving Regime-Switching DSGE Models. (2020). Albertini, Julien ; Moyen, Stephane. In: Working Papers. RePEc:gat:wpaper:2035.

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2020Strategic House Price Indexes for Warsaw: An Evaluation of Competing Methods. (2020). Trojanek, Radoslaw ; Hill, Robert. In: Graz Economics Papers. RePEc:grz:wpaper:2020-08.

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2020Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries*. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Bd, Ronald Ratti ; Kang, Wensheng . In: Working Papers. RePEc:hal:wpaper:hal-03071532.

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2020A General and Efficient Method for Solving Regime-Switching DSGE Models. (2020). Albertini, Julien ; Moyen, Stephane. In: Working Papers. RePEc:hal:wpaper:halshs-03067554.

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2020Regional market integration and the emergence of a Scottish national grain market. (2020). Hanley, Nick ; Cassidy, Daniel. In: Working Papers. RePEc:hes:wpaper:0200.

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2020The irreversible welfare cost of climate anomalies. Evidence from Japan (1872-1917). (2020). Woitek, Ulrich ; Lagoarde-Segot, Thomas ; Bassino, Jean-Pascal. In: Discussion Paper Series. RePEc:hit:hituec:704.

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2020Productivity and Trade Dynamics in Sudden Stops. (2020). Matsumoto, Hidehiko ; Saffie, Felipe ; Benguria, Felipe. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-13.

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2020Monetary spillovers and real exchange rate misalignments in emerging markets. (2020). Goyal, Ashima ; Banerjee, Krittika. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2020-030.

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2020A New Index of Housing Sentiment. (2020). Pedersen, Thomas Q ; Moller, Stig V ; Bork, Lasse. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:4:p:1563-1583.

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2020Global Macro-Financial Cycles and Spillovers. (2020). Prasad, Eswar ; Kose, Ayhan ; Ha, Jongrim ; Otrok, Christopher. In: IZA Discussion Papers. RePEc:iza:izadps:dp13000.

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2020An analysis of systemic risk in worldwide economic sentiment indices. (2020). Yanovski, Boyan ; Luu, Duc Thi ; Lux, Thomas. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:4:d:10.1007_s10663-019-09464-3.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2002.

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2020Global Macro-Financial Cycles and Spillovers. (2020). Prasad, Eswar ; Kose, Ayhan ; Ha, Jongrim ; Otrok, Christopher. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2004.

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2020Currency Swap Agreements and Financial Crises in Small Open Economies. (2020). Ikeda, Akihiko. In: KIER Working Papers. RePEc:kyo:wpaper:1033.

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2020Macroprudential Policy in the Euro Area. (2020). Paya, Ivan ; Fernandez-Gallardo, Alvaro. In: Working Papers. RePEc:lan:wpaper:307121127.

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2020When could macroprudential and monetary policies be in conflict?. (2020). Garcia, Jose David ; Levieuge, Gregory. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2749.

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2020The covid-induced uncertainty shocks. (2020). Rossi, Raffaele ; Miescu, Mirela. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:2013.

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2020Deterministic Debt Cycles in Open Economies with Flow Collateral Constraints. (2020). Schmitt-Grohe, Stephanie ; Uribe, Martin. In: NBER Working Papers. RePEc:nbr:nberwo:26613.

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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]		article109
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 another version. Agregated cites: 109		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]		article25
2003International Business Cycles: World, Region, and Country-Specific Factors In: American Economic Review.
[Full Text][Citation analysis]		article627
2015Sources of Business Cycles in a Low Income Country In: Pacific Economic Review.
[Full Text][Citation analysis]		article2
2009On The Cyclicality of Real Wages and Wage Differentials In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper10
2011On the Cyclicality of Real Wages and Wage Differentials.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another 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 another version. Agregated cites: 10		paper
2010Revisiting Overborrowing and Its Policy Implications In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper37
2011Revisiting Overborrowing and its Policy Implications.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		chapter
2010Revisiting Overborrowing and its Policy Implications.(2010) In: Working Papers Central Bank of Chile.
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2010Revisiting Overborrowing and its Policy Implications.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 37		paper
2011Revisiting Overborrowing and Its Policy Implications.(2011) In: IDB Publications (Working Papers).
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This paper has another version. Agregated cites: 37		paper
2010Revisiting Overborrowing and its Policy Implications.(2010) In: Research Department Publications.
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This paper has another version. Agregated cites: 37		paper
2010Financial Crises and Macro-Prudential Policies In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper146
2011Financial Crisis and Macro-Prudential Policies.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146		paper
2013Financial crises and macro-prudential policies.(2013) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146		article
2011Financial Crises and Macro-Prudential Policies.(2011) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146		paper
2011Financial Crises and Macro-Prudential Policies.(2011) In: Research Department Publications.
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This paper has another version. Agregated cites: 146		paper
2012Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper15
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 another version. Agregated cites: 15		paper
2012Capital controls or exchange rate policy? a pecuniary externality perspective.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 15		paper
2012Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2012Optimal Policy for Macro-Financial Stability In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper30
2012Optimal Policy for Macro-Financial Stability.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2012Optimal policy for macro-financial stability.(2012) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 30		paper
2012Optimal policy for macro-financial stability.(2012) In: Working Papers.
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2019Optimal Policy for Macro-Financial Stability.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2012Optimal Policy for Macro-Financial Stability.(2012) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
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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 another version. Agregated cites: 30		paper
2013Credit Shocks and Macroeconomic Fluctuations in Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper8
2015Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective In: Discussion Papers.
[Full Text][Citation analysis]		paper65
2014Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		paper
2016Optimal capital controls and real exchange rate policies: A pecuniary externality perspective.(2016) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		article
2016Optimal capital controls and real exchange rate policies: a pecuniary externality perspective.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		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 another version. Agregated cites: 65		paper
2016Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		paper
2000On Measuring the Welfare Cost of Business Cycles In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper157
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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This paper has another version. Agregated cites: 157		paper
2011Do credit shocks matter? A global perspective In: European Economic Review.
[Full Text][Citation analysis]		article181
2008Understanding the evolution of world business cycles In: Journal of International Economics.
[Full Text][Citation analysis]		article256
2002Habit formation: a resolution of the equity premium puzzle? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article76
1998Habit Formation: A Resolution of the Equity Premium Puzzle?.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 76		paper
200799 Luftballons: Monetary policy and the house price boom across U.S. states In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article181
2007A generalized volatility bound for dynamic economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1
2013Global House Price Fluctuations: Synchronization and Determinants In: CAMA Working Papers.
[Full Text][Citation analysis]		paper82
2012Global House Price Fluctuations: Synchronization and Determinants.(2012) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		chapter
2012Global House Price Fluctuations: Synchronization and Determinants.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
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Global House Price Fluctuations: Synchronization and Determinants..() In: Working Paper.
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2013Global House Price Fluctuations: Synchronization and Determinants.(2013) In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		article
2013Regionalization vs. Globalization In: CAMA Working Papers.
[Full Text][Citation analysis]		paper46
2013Regionalization vs. Globalization.(2013) In: Discussion papers.
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This paper has another version. Agregated cites: 46		paper
2013Regionalization vs. globalization.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 46		paper
2013Regionalization vs. Globalization.(2013) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		paper
Regionalization vs. Globalization.() In: Working Paper.
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This paper has another version. Agregated cites: 46		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.
[Full Text][Citation analysis]		chapter19
2015Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2005Monetary policy and the house price boom across U.S. states In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper13
2020Sudden Stops and COVID-19: Lessons from Mexico’s History In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach In: Working Paper Series.
[Full Text][Citation analysis]		paper13
2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
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.
[Citation analysis]
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2015Regional vs. Global: How Are Countries Business Cycles Moving Together These Days? In: The Regional Economist.
[Full Text][Citation analysis]		article0
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]		paper119
1994M2 and monetary policy: a critical review of the recent debate In: Economic Quarterly.
[Full Text][Citation analysis]		article5
1995The rational expectations hypothesis of the term structure, monetary policy, and time-varying term premia In: Economic Quarterly.
[Full Text][Citation analysis]		article33
1992Forecasting the effects of reduced defense spending In: Economic Review.
[Full Text][Citation analysis]		article0
2013Capital Controls or Real Exchange Rate Policy?: A Pecuniary Externality Perspective In: IDB Publications (Working Papers).
[Full Text][Citation analysis]		paper21
2013Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective.(2013) In: Research Department Publications.
[Full Text][Citation analysis]
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2013Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective.(2013) In: 2013 Meeting Papers.
[Full Text][Citation analysis]
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1998Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa. In: International Economic Review.
[Citation analysis]		article103
1996Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa..(1996) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 103		paper
2001Spectral Welfare Cost Functions. In: International Economic Review.
[Citation analysis]		article18
2008Global Business Cycles: Convergence or Decoupling? In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper334
2012GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?.(2012) In: International Economic Review.
[Citation analysis]
This paper has another version. Agregated cites: 334		article
2008Global Business Cycles: Convergence or Decoupling?.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]
This paper has another 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 another 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]		paper133
2011What are the driving forces of international business cycles?.(2011) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
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2009What are the driving forces of international business cycles.(2009) In: 2009 Meeting Papers.
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.() In: .
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This paper has another version. Agregated cites: 133		paper
2020Global Macro-Financial Cycles and Spillovers In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2004Stochastic Discount Factor Models and the Equity Premium Puzzle In: MPRA Paper.
[Full Text][Citation analysis]		paper2
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]		paper7
2001Spectral Implications of Security Market Data for Models of Dynamic Economies In: Computing in Economics and Finance 2001.
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2012Monetary and Macro-Prudential Policies: An Integrated Analysis In: Working Papers.
[Full Text][Citation analysis]		paper19
1996Baynesian Leading Indicators: Measuring and Predicting Economic Conditions In: Macroeconomics.
[Full Text][Citation analysis]		paper4

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