Christopher Otrok : Citation Profile

Are you Christopher Otrok?

Federal Reserve Bank of Dallas

23

H index

28

i10 index

3815

Citations

RESEARCH PRODUCTION:

29

Articles

90

Papers

4

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   31 years (1992 - 2023). See details.
   Cites by year: 123
   Journals where Christopher Otrok has often published
   Relations with other researchers
   Recent citing documents: 202.    Total self citations: 75 (1.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pot2
   Updated: 2024-12-03    RAS profile: 2024-11-14    
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Relations with other researchers

Works with:

Benigno, Gianluca (8)

Rebucci, Alessandro (8)

Kose, Ayhan (5)

Ha, Jongrim (5)

Prasad, Eswar (5)

Foerster, Andrew (5)

Mohimont, Jolan (4)

Houssa, Romain (4)

Young, Eric (3)

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

Is cited by:

GUPTA, RANGAN (63)

Kose, Ayhan (61)

Cesa-Bianchi, Ambrogio (53)

Eickmeier, Sandra (51)

Rebucci, Alessandro (44)

Karadimitropoulou, Aikaterini (42)

Korobilis, Dimitris (40)

mumtaz, haroon (40)

Korinek, Anton (37)

Marcellino, Massimiliano (36)

Owyang, Michael (32)

Cites to:

Kose, Ayhan (62)

Rebucci, Alessandro (47)

Young, Eric (42)

Benigno, Gianluca (41)

Whiteman, Charles (40)

Reichlin, Lucrezia (32)

Christiano, Lawrence (32)

Watson, Mark (28)

Mendoza, Enrique (23)

Prasad, Eswar (22)

Rogoff, Kenneth (21)

Main data

Where Christopher Otrok has published?

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

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

Recent works citing Christopher Otrok (2024 and 2023)

YearTitle of citing document
2024Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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

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

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

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

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

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2024Debt taxes during crises, a blessing in disguise?. (2024). Parra-Polanía, Julián ; Vargas, Carmioa O ; Parra-Polania, Julian A. In: Borradores de Economia. RePEc:bdr:borrec:1270.

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

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2023.

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

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2024The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland. (2024). Kwiatkowski, Andrzej ; Rambaccussing, Dooruj. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:371-393.

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

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2024International comovements of public debt. (2024). Yun, Youngjin ; Payne, James ; Arčabić, Vladimir ; Lee, Junsoo ; Arabi, Vladimir ; Isomitdinov, Hasan. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:722-747.

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

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

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

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

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

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

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

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2024Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2024Global value chains and the dynamics of UK inflation. (2024). Soenarjo, Aditya ; Firat, Melih ; Dogan, Aydan ; Aquilante, Tommaso. In: Bank of England working papers. RePEc:boe:boeewp:1060.

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2024Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach. (2024). Sussmuth, Bernd ; Lyu, Jingjing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10970.

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

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

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2024The asymmetry puzzle: the supply chain disruptions news shocks effects on oil prices and inflation. (2024). Ruiz, Jesus ; Puch, Luis Antonio. In: UC3M Working papers. Economics. RePEc:cte:werepe:43758.

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

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

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

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

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2023Capital flow regulation: selected experiences in developing countries from Latin America, Africa and Asia-Pacific and analysis of the type of capital controls needed to confront the disruptive effects. (2023). Abeles, Martin ; Kreiter, Zebulun ; Caldentey, Esteban Perez. In: Documentos de Proyectos. RePEc:ecr:col022:48885.

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

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

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

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

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

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

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

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

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

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2023Are all economic fluctuations bad for consumers?. (2023). Shim, Myungkyu ; Kim, Kwang Hwan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001562.

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2023Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model. (2023). Karadimitropoulou, Aikaterini ; Bettendorf, Timo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001628.

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

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

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

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

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

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

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2024Examining business cycles and optimal monetary policy in a regional DSGE model. (2024). Gelfer, Sacha. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001068.

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

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

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2023The impact of economic policy uncertainty on stock prices. (2023). Ginn, William. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004585.

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

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

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

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2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

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

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

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2024Financial technologies and the effectiveness of monetary policy transmission. (2024). Li, Xiang ; Kwak, Boreum ; Hasan, Iftekhar. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002787.

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2024Capital controls and the global financial cycle. (2024). Matschke, Johannes ; Lovchikova, Marina. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000138.

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2024One scheme fits all: A central fiscal capacity for the EMU targeting eurozone, national and regional shocks. (2024). Cimadomo, Jacopo ; van Spronsen, Josha. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000503.

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

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2024Identifying the external and internal drivers of exchange rate volatility in small open economies. (2024). Aysun, Uluc. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000900.

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

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2024Oil price dynamics in times of uncertainty: Revisiting the role of demand and supply shocks. (2024). Mallick, Sushanta ; Kumar, Abhishek. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006503.

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2024Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879.

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

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2024Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective. (2024). Verbič, Miroslav ; Zabavnik, Darja. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002151.

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

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2024The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x.

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

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

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

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

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2023Global impacts of US monetary policy uncertainty shocks. (2023). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001162.

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2023Macroprudential policy for internal financial dollarization. (2023). Sora, Marcos ; Oskolkov, Aleksei. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001241.

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2023Global financial cycle and liquidity management. (2023). Sandri, Damiano ; Jeanne, Olivier. In: Journal of International Economics. RePEc:eee:inecon:v:146:y:2023:i:c:s0022199623000223.

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2023Utilization-adjusted TFP across countries: Measurement and implications for international comovement. (2023). Pandalai-Nayar, Nitya ; Levchenko, Andrei ; Huo, Zhen. In: Journal of International Economics. RePEc:eee:inecon:v:146:y:2023:i:c:s0022199623000399.

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2024International input–output linkages and changing business cycle volatility. (2024). Nguyen, Thuy Lan ; Miyamoto, Wataru. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001551.

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2024Sudden stop with local currency debt. (2024). Ma, Chang ; Shen, Hewei ; Liu, Siming. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000126.

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2024Sudden Stops and optimal policy in a two-agent economy. (2024). Vardoulakis, Alexandros P ; Biljanovska, Nina. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000187.

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2024Spillover effects of US monetary policy on emerging markets amidst uncertainty. (2024). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000222.

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

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

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2024How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

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2024A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246.

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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]		article170
2012News shocks and the slope of the term structure of interest rates.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 170		paper
2010News Shocks and the Slope of the Term Structure of Interest Rates.(2010) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 170		paper
2010News Shocks and the Slope of the Term Structure of Interest Rates.(2010) In: 2010 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 170		paper
2017News Shocks and the Slope of the Term Structure of Interest Rates: Reply In: American Economic Review.
[Full Text][Citation analysis]		article5
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2012Optimal Policy for Macro-Financial Stability.(2012) In: CEPR Discussion Papers.
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2011Financial Crises and Macro-Prudential Policies.(2011) In: Research Department Publications.
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2016Optimal capital controls and real exchange rate policies: A pecuniary externality perspective.(2016) In: Journal of Monetary Economics.
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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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1999On Measuring the Welfare Cost of Business Cycles.(1999) In: Virginia Economics Online Papers.
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200799 Luftballons: Monetary policy and the house price boom across U.S. states In: Journal of Monetary Economics.
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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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2013Global House Price Fluctuations: Synchronization and Determinants.(2013) In: NBER International Seminar on Macroeconomics.
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2013Regionalization vs. Globalization In: CAMA Working Papers.
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2013Regionalization vs. globalization.(2013) In: Working Papers.
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2013Regionalization vs. Globalization.(2013) In: IMF Working Papers.
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2013Regionalization vs. Globalization.(2013) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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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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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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2020Sudden Stops and COVID-19: Lessons from Mexico’s History In: FRBSF Economic Letter.
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2013Capital Controls or Real Exchange Rate Policy?: A Pecuniary Externality Perspective In: IDB Publications (Working Papers).
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2013Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective.(2013) In: 2013 Meeting Papers.
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1998Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa. In: International Economic Review.
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1996Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa..(1996) In: Working Papers.
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2001Spectral Welfare Cost Functions. In: International Economic Review.
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2008Global Business Cycles: Convergence or Decoupling? In: IMF Working Papers.
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2008Global Business Cycles: Convergence or Decoupling?.(2008) In: IZA Discussion Papers.
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2008Global Business Cycles: Convergence or Decoupling?.(2008) In: NBER Working Papers.
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2012GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?.(2012) In: International Economic Review.
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2008Global business cycles: convergence or decoupling?.(2008) In: Discussion Paper Series 1: Economic Studies.
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2002Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation In: Journal of Applied Econometrics.
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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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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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2008What Are the Driving Forces of International Business Cycles?.(2008) In: Vanderbilt University Department of Economics Working Papers.
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2004Stochastic Discount Factor Models and the Equity Premium Puzzle In: MPRA Paper.
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2013Fiscal Policy in the Aftermath of the Crisis In: MPRA Paper.
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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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