Christopher Otrok : Citation Profile

Are you Christopher Otrok?

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

19

H index

24

i10 index

2478

Citations

RESEARCH PRODUCTION:

24

Articles

71

Papers

3

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   25 years (1992 - 2017). See details.
   Cites by year: 99
   Journals where Christopher Otrok has often published
   Relations with other researchers
   Recent citing documents: 316.    Total self citations: 57 (2.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pot2
   Updated: 2019-04-13    RAS profile: 2019-01-21    
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Relations with other researchers

Works with:

Rebucci, Alessandro (12)

Young, Eric (11)

Benigno, Gianluca (11)

Kose, Ayhan (9)

Hirata, Hideaki (7)

Houssa, Romain (3)

Terrones, Marco (3)

Mohimont, Jolan (3)

Owyang, Michael (2)

Kurmann, André (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 (46)

Eickmeier, Sandra (41)

mumtaz, haroon (39)

Karadimitropoulou, Aikaterini (35)

Marcellino, Massimiliano (31)

Antonakakis, Nikolaos (29)

Ciccarelli, Matteo (29)

Cesa-Bianchi, Ambrogio (29)

Ravazzolo, Francesco (28)

Thorsrud, Leif (27)

Rebucci, Alessandro (27)

Cites to:

Kose, Ayhan (45)

Whiteman, Charles (37)

Rebucci, Alessandro (28)

Reichlin, Lucrezia (28)

Young, Eric (26)

Benigno, Gianluca (25)

Christiano, Lawrence (22)

Watson, Mark (21)

Mendoza, Enrique (19)

Campbell, John (17)

Stock, James (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
IMF Working Papers / International Monetary Fund6
IDB Publications (Working Papers) / Inter-American Development Bank4
Working Papers / Federal Reserve Bank of St. Louis4
Research Department Publications / Inter-American Development Bank, Research Department4
Working Papers / Department of Economics, University of Missouri3
MPRA Paper / University Library of Munich, Germany2
Working Paper / Harvard University OpenScholar2
2013 Meeting Papers / Society for Economic Dynamics2

Recent works citing Christopher Otrok (2018 and 2017)

YearTitle of citing document
2018State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering. (2018). Yang, Yukai ; Bauwens, Luc. In: CREATES Research Papers. RePEc:aah:create:2018-30.

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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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2017Animal Spirits, Financial Markets and Aggregate Instability. (2017). Zhang, Bo ; Weder, Mark ; Dai, Wei. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-08.

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2017No Price Like Home: Global House Prices, 1870-2012. (2017). Steger, Thomas ; Knoll, Katharina ; Schularick, Moritz. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:331-53.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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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). Choi, Kyoung Jin ; Koo, Hyeng Keun ; Jeon, Junkee. In: Papers. RePEc:arx:papers:1812.10038.

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2017Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1.

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2017Volatility Risk and Economic Welfare. (2017). Xu, Shaofeng. In: Staff Working Papers. RePEc:bca:bocawp:17-20.

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2017Policy Rules for Capital Controls. (2017). Pasricha, Gurnain. In: Staff Working Papers. RePEc:bca:bocawp:17-42.

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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: Staff Working Papers. RePEc:bca:bocawp:18-56.

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2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, María ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana. In: Working Papers. RePEc:bde:wpaper:1705.

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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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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 crisis interventions in an open economy with credit constraint. (2017). Vargas, Carmina ; Parra-Polanía, Julián ; Parra-Polania, Julian A. In: Borradores de Economia. RePEc:bdr:borrec:989.

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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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2017Did Financial Integration Provide Financial Depth to ASEAN Countries?. (2017). Mahmood, Mazhar ; Ur, Kashif. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:1:p:89-102.

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2017EXCHANGE RATE REGIMES AND SUDDEN STOPS. (2017). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1712.

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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). Korobilis, Dimitris ; Görtz, Christoph ; Zanetti, Francesco ; Tsoukalas, John ; Gortz, Christoph ; Gambetti, Luca. In: Discussion Papers. RePEc:bir:birmec:19-03.

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2018How has globalisation affected emerging market economies?. (2018). Arslan, Yavuz ; Shu, Chang ; Patel, Nikhil ; Contreras, Juan. In: BIS Papers chapters. RePEc:bis:bisbpc:100-02.

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2018Globalisation and consumption risk-sharing in emerging market economies. (2018). Ramos -Francia, Manuel ; Garcia-Verdu, Santiago ; Ramos-Francia, Manuel. In: BIS Papers chapters. RePEc:bis:bisbpc:100-15.

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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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2017International inflation spillovers through input linkages. (2017). Sauré, Philip ; Levchenko, Andrei ; Auer, Raphael ; Saure, Philip. In: BIS Working Papers. RePEc:bis:biswps:623.

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2017The impact of warnings published in a financial stability report on loan-to value ratios. (2017). Alfaro, Rodrigo ; Cordova, Felipe ; Alegria, Andres . In: BIS Working Papers. RePEc:bis:biswps:633.

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2017Monetary policy transmission and trade-offs in the United States: Old and new. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:649.

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2017Interest rates and house prices in the United States and around the world. (2017). Mihaljek, Dubravko ; Subelyt, Agn ; Sutton, Gregory . In: BIS Working Papers. RePEc:bis:biswps:665.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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

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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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2017Vulnerabilities to housing bubbles: Evidence from linkages between housing prices and income fundamentals. (2017). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:1:p:64-91.

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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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2018Meta‐Analysis of Chinese Business Cycle Correlation. (2018). Korhonen, Iikka ; Fidrmuc, Jarko. In: Pacific Economic Review. RePEc:bla:pacecr:v:23:y:2018:i:3:p:385-410.

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2017Bilateral Tax Treaties and GDP Comovement. (2017). Weber, Caroline ; Sly, Nicholas. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:2:p:292-319.

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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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2017Transmission of Chinas Shocks to the BRIS Countries. (2017). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:430-454.

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

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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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2017Mapping China’s time-varying house price landscape. (2017). Leiva-Leon, Danilo ; Funke, Michael ; Tsang, Andrew. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_021.

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

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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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2017Fixed on Flexible Rethinking Exchange Rate Regimes after the Great Recession. (2017). Müller, Gernot ; Corsetti, Giancarlo ; Muller, G J ; Kuester, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1729.

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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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2017International Inflation Spillovers Through Input Linkages. (2017). Sauré, Philip ; Levchenko, Andrei ; Auer, Raphael ; Saure, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6395.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458.

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2017Monetary Policy Transmission and Trade-offs in the United States: Old and New. (2017). Peersman, Gert ; Hofmann, Boris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6745.

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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: CESifo Working Paper Series. RePEc:ces:ceswps:_7005.

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2017The common sources of business cycles in Trans-Pacific countries and the U.S.? A comparison with NAFTA. (2017). Yagihashi, Takeshi ; Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2017-03.

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2017Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises. (2017). Thwaites, Gregory ; Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:1708.

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2017Fixed on Flexible Rethinking Exchange Rate Regimes after the Great Recession. (2017). Müller, Gernot ; Kuester, Keith ; Corsetti, Giancarlo. In: Discussion Papers. RePEc:cfm:wpaper:1721.

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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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2017The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio. (2017). Alfaro, Rodrigo ; Cordova, Felipe ; Alegria, Andres . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:798.

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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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2017International Inflation Spillovers Through Input Linkages. (2017). Sauré, Philip ; Levchenko, Andrei ; Auer, Raphael ; Saure, Philip. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11906.

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2017Precaution Versus Mercantilism: Reserve Accumulation, Capital Controls, and the Real Exchange Rate. (2017). Choi, Woo Jin ; Taylor, Alan M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11963.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12024.

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2017Fixed on Flexible: Rethinking Exchange Rate Regimes after the Great Recession. (2017). Müller, Gernot ; Corsetti, Giancarlo ; Kuester, Keith. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12197.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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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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2017Does Monetary Policy generate Asset Price Bubbles?. (2017). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2017-06.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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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). Sanchez, Daniel Pea ; Navarro, Angela Caro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27047.

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2018Capital Controls: Myth and Reality--A Portfolio Balance Approach. (2018). Rogoff, Kenneth ; Reinhart, Carmen ; Magud, Nicolas. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:magud:reinhart:rogoff.

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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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2017The Welfare Cost of Business Cycles for Heterogeneous Consumers: A State-Space Decomposition. (2017). Barros, Fernando ; Silva, Diego M ; Lima, Francisco L. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00282.

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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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2017Modelling the interdependence of tourism demand: The global vector autoregressive approach. (2017). Cao, Zheng ; Li, Gang ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:67:y:2017:i:c:p:1-13.

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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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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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2017On the cyclicity of regional house prices: New evidence for U.S. metropolitan statistical areas. (2017). Flor, Michael ; Klarl, Torben. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:134-156.

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

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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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2017The growth-volatility nexus: New evidence from an augmented GARCH-M model. (2017). Trypsteen, Steven. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:15-25.

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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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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: 87		paper
2017News Shocks and the Slope of the Term Structure of Interest Rates: Reply In: American Economic Review.
[Full Text][Citation analysis]		article1
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]		article553
2015Sources of Business Cycles in a Low Income Country In: Pacific Economic Review.
[Full Text][Citation analysis]		article0
2009On The Cyclicality of Real Wages and Wage Differentials In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper7
2011On the Cyclicality of Real Wages and Wage Differentials.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 7		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: 7		paper
2010Revisiting Overborrowing and Its Policy Implications In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper34
2011Revisiting Overborrowing and its Policy Implications.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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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: 34		paper
2010Revisiting Overborrowing and Its Policy Implications.(2010) In: IDB Publications (Working Papers).
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2010Revisiting Overborrowing and its Policy Implications.(2010) In: Research Department Publications.
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This paper has another version. Agregated cites: 34		paper
2010Financial Crises and Macro-Prudential Policies In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper111
2011Financial Crisis and Macro-Prudential Policies.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 111		paper
2013Financial crises and macro-prudential policies.(2013) In: Journal of International Economics.
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This paper has another version. Agregated cites: 111		article
2011Financial Crises and Macro-Prudential Policies.(2011) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111		paper
2011Financial Crises and Macro-Prudential Policies.(2011) In: Research Department Publications.
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This paper has another version. Agregated cites: 111		paper
2012Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper8
2012Capital controls or exchange rate policy? A pecuniary externality perspective.(2012) In: LSE Research Online Documents on Economics.
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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 another version. Agregated cites: 8		paper
2012Optimal Policy for Macro-Financial Stability In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper25
2012Optimal Policy for Macro-Financial Stability.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 25		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: 25		paper
2012Optimal policy for macro-financial stability.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 25		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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2013Optimal Policy for Macro-Financial Stability.(2013) In: 2013 Meeting Papers.
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2013Credit Shocks and Macroeconomic Fluctuations in Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2015Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective In: Discussion Papers.
[Full Text][Citation analysis]		paper39
2014Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective.(2014) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 39		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: 39		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: 39		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: 39		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 another version. Agregated cites: 39		paper
2000On Measuring the Welfare Cost of Business Cycles In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper148
2001On measuring the welfare cost of business cycles.(2001) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 148		article
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: 148		paper
2011Do credit shocks matter? A global perspective In: European Economic Review.
[Full Text][Citation analysis]		article153
2010Do Credit Shocks Matter? A Global Perspective.(2010) In: IMF Working Papers.
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2008Understanding the evolution of world business cycles In: Journal of International Economics.
[Full Text][Citation analysis]		article225
2005Understanding the Evolution of World Business Cycles.(2005) In: IMF Working Papers.
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This paper has another version. Agregated cites: 225		paper
2002Habit formation: a resolution of the equity premium puzzle? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article70
1998Habit Formation: A Resolution of the Equity Premium Puzzle?.(1998) In: Working Papers.
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200799 Luftballons: Monetary policy and the house price boom across U.S. states In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article148
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]		paper64
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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2013Global House Price Fluctuations: Synchronization and Determinants.(2013) In: NBER International Seminar on Macroeconomics.
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This paper has another version. Agregated cites: 64		article
2013Regionalization vs. Globalization In: CAMA Working Papers.
[Full Text][Citation analysis]		paper44
2013Regionalization vs. Globalization.(2013) In: Discussion papers.
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This paper has another version. Agregated cites: 44		paper
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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This paper has another version. Agregated cites: 44		paper
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]		chapter10
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.
[Full Text][Citation analysis]		paper13
2015Regional vs. Global: How Are Countries Business Cycles Moving Together These Days? In: The Regional Economist.
[Full Text][Citation analysis]		article0
2008Dynamic factor models with time-varying parameters: measuring changes in international business cycles In: Staff Reports.
[Full Text][Citation analysis]		paper105
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.
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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]		paper18
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.
[Citation analysis]		article82
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.
[Citation analysis]		article17
2008Global Business Cycles; Convergence or Decoupling? In: IMF Working Papers.
[Full Text][Citation analysis]		paper290
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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This paper has another version. Agregated cites: 290		paper
2015The Sources of Business Cycles in a Low Income Country In: IMF Working Papers.
[Full Text][Citation analysis]		paper0
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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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.
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2008What Are the Driving Forces of International Business Cycles? In: NBER Working Papers.
[Full Text][Citation analysis]		paper118
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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.() In: .
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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.
[Full Text][Citation analysis]		paper1
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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2017Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach In: 2017 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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2012Monetary and Macro-Prudential Policies: An Integrated Analysis In: Working Papers.
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1996Baynesian Leading Indicators: Measuring and Predicting Economic Conditions In: Macroeconomics.
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