Christopher Otrok : Citation Profile

Federal Reserve Bank of Dallas

24

H index

28

i10 index

4058

Citations

RESEARCH PRODUCTION:

31

Articles

92

Papers

4

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   33 years (1992 - 2025). See details.
   Cites by year: 122
   Journals where Christopher Otrok has often published
   Relations with other researchers
   Recent citing documents: 192.    Total self citations: 78 (1.89 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pot2
   Updated: 2025-12-27    RAS profile: 2025-10-10    
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Relations with other researchers

Works with:

Ha, Jongrim (7)

Kose, Ayhan (7)

Prasad, Eswar (7)

Rebucci, Alessandro (7)

Foerster, Andrew (6)

Benigno, Gianluca (6)

Owyang, Michael (3)

Jackson Young, Laura (3)

Mohimont, Jolan (2)

Houssa, Romain (2)

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 (76)

Kose, Ayhan (68)

Cesa-Bianchi, Ambrogio (53)

Eickmeier, Sandra (52)

Rebucci, Alessandro (44)

Karadimitropoulou, Aikaterini (43)

Korobilis, Dimitris (41)

mumtaz, haroon (40)

Korinek, Anton (37)

Marcellino, Massimiliano (37)

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
Economic Quarterly2
Journal of International Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc7
Working Papers / Federal Reserve Bank of St. Louis6
IMF Working Papers / International Monetary Fund6
CEPR Discussion Papers / C.E.P.R. Discussion Papers6
IDB Publications (Working Papers) / Inter-American Development Bank4
Research Department Publications / Inter-American Development Bank, Research Department4
Working Papers / Department of Economics, University of Missouri3
Staff Reports / Federal Reserve Bank of New York3
CESifo Working Paper Series / CESifo2
Working Paper / Harvard University OpenScholar2
Working Papers / Federal Reserve Bank of Dallas2
MPRA Paper / University Library of Munich, Germany2
Koç University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum2
IZA Discussion Papers / Institute of Labor Economics (IZA)2
2013 Meeting Papers / Society for Economic Dynamics2

Recent works citing Christopher Otrok (2025 and 2024)

YearTitle of citing document
2025Do common shocks drive changes in aggregate emissions intensity?. (2025). Lafond, François ; Ren, Xiyu ; Marotta, Fulvia. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-15.

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2024Probabilistic Quantile Factor Analysis. (2024). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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

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

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia. In: Papers. RePEc:arx:papers:2506.11551.

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2025Time-Varying Factor-Augmented Models for Volatility Forecasting. (2025). Chen, Elynn ; Mo, Junyi ; Li, Jiayu ; Zhang, Duo. In: Papers. RePEc:arx:papers:2508.01880.

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2024Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Lu, Jason ; Smetanina, Katja. In: CeMMAP working papers. RePEc:azt:cemmap:21/24.

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2024Business Cycles Synchronization: Literature Review. (2024). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis ; Palaskas, Theodosios ; Stoforos, Chrysostomos. In: Journal of Economic Analysis. RePEc:bba:j00001:v:3:y:2024:i:4:p:222-249:d:306.

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2024Machine Learning and Economic Forecasting: the role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego Raphael. In: Working Papers Series. RePEc:bcb:wpaper:597.

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2025The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25.

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2025Monetary Policy, Property Prices and Rents: Evidence from Local Housing Markets. (2025). Syrichas, Nicolas ; Groiss, Martin. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0058.

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

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2025Intertemporal Pass-Through. (2025). Ghassibe, Mishel ; Yotzov, Ivan ; Wanengkirtyo, Boromeus. In: Working Papers. RePEc:bge:wpaper:1524.

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2024International financial integration and financial depth: New evidence from an asymmetry analysis. (2024). Hayes, Linda A ; Niroomand, Farhang ; Hajilee, Massomeh. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:729-745.

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

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

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2024Capital flow management and monetary policy to control credit growth. (2024). Madjdsadjadi, Zagros ; Zehri, Chokri. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:2:p:637-676.

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2024Impact of China on commodity exporters. (2024). Saraf, Richa ; Chatterjee, Arpita. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1462-1491.

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

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2025Lopsided Interest Rates in International Borrowing Markets. (2025). Guerron, Pablo ; Guerron-Quintana, Pablo ; Cai, Yuanchen. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1088.

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

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2024The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model. (2024). Uluc, Arzu ; Roventini, Andrea ; Hinterschweiger, Marc ; Bardoscia, Marco ; Popoyan, Lilit ; Carro, Adrian ; Napoletano, Mauro. In: Bank of England working papers. RePEc:boe:boeewp:1066.

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2025Which Global Cycle? A Stochastic Factor Selection Approach for Global Macro-Financial Cycles. (2025). Sebastian, Hienzsch ; Tino, Berger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:541-559:n:1003.

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

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2024Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects. (2024). Song, Dongho ; Fernandez-Villaverde, Jesus ; Mineyama, Tomohide. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11192.

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2024The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model. (2024). Uluc, Arzu ; Roventini, Andrea ; Napoletano, Mauro ; Hinterschweiger, Marc ; Bardoscia, Marco ; Popoyan, Lilit ; Carro, Adrian. In: Working Papers. RePEc:cgs:wpaper:118.

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

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2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

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2025Debt Taxes During Crises, a Blessing in Disguise?. (2025). Vargas, Carmina ; Parra-Polanía, Julián ; Parra-Polania, Julian A. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:parra-polaniavargas.

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2025The Impact of Governmental Regulations on Housing Market: Findings of a Meta-Study of Empirical Literature. (2025). Kholodilin, Konstantin A. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2113.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024Unraveling the drivers of energy-saving technical change. (2024). Känzig, Diego ; Williamson, Charles ; Kanzig, Diego R. In: Working Paper Series. RePEc:ecb:ecbwps:20242984.

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2025Institutional investors and house prices. (2025). Ryan, Ellen ; Giuzio, Margherita ; Bandoni, Emil ; de Nora, Giorgia ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20253026.

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2024Spillover effects of external economic shocks on African sovereign bonds. (2024). Xiao, Hao ; Tang, Xiaoyang ; Lin, Jie. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001275.

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2025The impact of the global financial cycle on Chinas cross-border capital flows. (2025). Wang, Hao ; Fan, Lifu ; Huang, Yang ; He, Xuan. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000367.

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2025How trade drives fluctuations in macroeconomics in China – A multi-level dynamic factor approach. (2025). Zhang, JI ; Wang, Fang ; Hou, Jianghuai. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000513.

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2024Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131.

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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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2024What drives labor force participation rate variability? The case of West Virginia. (2024). Stewart, Shamar ; Beverly, Josh ; Neill, Clinton L. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002189.

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2024Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Alves, José ; Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002591.

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2024Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002773.

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2025Revisiting the impact of oil price shocks on macroeconomic performance: An international perspective. (2025). Shi, Xunpeng ; Abeysinghe, Tilak ; Shen, Yifan ; Gu, Ziping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003213.

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2025Revisiting the welfare costs of consumption fluctuations and reduced growth: What matters most to consumers?. (2025). Barros, Fernando ; Couto, Gabriel T. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000690.

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2024The comovement of bubbles’ responses to monetary policy shocks. (2024). Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001694.

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2024Global supply chain disruptions and financial conditions. (2024). Ginn, William. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002222.

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2024Monetary policy and house price heterogeneity: Evidence from the U.K. (2024). Margaris, Aristotelis. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400507x.

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2025Validity of CARA function under expected utility. (2025). Wang, Yiming ; Tong, Yan ; Yan, YU. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524005597.

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2025Is nature of inflation co-movement time-varying? Insights from a dynamic factor model. (2025). Nazlioglu, Saban ; Gurel, Sinem Pinar ; Gunes, Sevcan ; Akin, Tugba. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000527.

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2025A large confirmatory dynamic factor model for stock market returns in different time zones. (2025). Wu, Jianbin ; Tang, Haihan ; Linton, Oliver B. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000259.

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2025Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769.

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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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2024Comovement and Global Imbalances of Current Accounts. (2024). Yang, Zheng ; Kim, Yoonbai ; Lee, Junsoo ; You, YU. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000219.

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2024Financial technologies and the effectiveness of monetary policy transmission. (2024). HASAN, IFTEKHAR ; Li, Xiang ; Kwak, Boreum. 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). van Spronsen, Josha ; Cimadomo, Jacopo ; Beetsma, Roel. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000503.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2024The welfare costs of business cycles unveiled: Measuring the extent of stabilization policies. (2024). Doherty Luduvice, André Victor ; Barros, Fernando ; Augusto, Fabio ; Victor, Andre. In: European Economic Review. RePEc:eee:eecrev:v:169:y:2024:i:c:s001429212400151x.

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2025Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459.

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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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2024Financial intermediation around national elections: Evidence of state-owned banks as credit smoothers. (2024). Sun, Wei ; Teclezion, Mussie ; Marcelin, Isaac ; Lo, Gaye-Del ; Sene, Babacar. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s156601412400061x.

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2024How does Russias economy affect the region? Transmission channels and policy options. (2024). Arzoumanian, Shant. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001006.

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2025From the core to the European periphery: Spillover effects of financial cycles. (2025). Jursa, Luk ; Jank, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000548.

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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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2025Reaction of Chinese housing prices to oil prices and monetary policy shocks. (2025). Chen, Bin ; Zhu, Xingyi. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421524004968.

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2025Uncertainty, macroeconomic activity and commodity price: A global analysis. (2025). Shi, Xunpeng ; Zeng, Ting ; He, Jia ; Shen, Yifan. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000493.

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

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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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2024The macroeconomic costs of the bank tax. (2024). Borsuk, Marcin ; Przeworska, Joanna ; Serwa, Dobromi ; Saunders, Anthony. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000470.

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2025Dissecting capital flows: Do capital controls shield against foreign shocks?. (2025). Kwak, Kyongjun ; Granados, Camilo. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000622.

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2024International input–output linkages and changing business cycle volatility. (2024). Miyamoto, Wataru ; Nguyen, Thuy Lan. 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 ; Liu, Siming ; Shen, Hewei. 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). Biljanovska, Nina ; Vardoulakis, Alexandros P. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000187.

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2024Clustered sovereign defaults. (2024). Singh, Anurag. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001260.

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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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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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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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2024Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility. (2024). Wu, Ping. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:903-917.

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2024Interest rates across the world: Global, regional, and idiosyncratic factors. (2024). Zhou, Hang ; Shambaugh, Jay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001092.

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2025Subjective expectations and house prices. (2025). Eriksen, Jonas N ; Bro, Jeppe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426624002917.

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2024Growth volatility and trade: Market diversification vs. production specialization. (2024). Leon-Ledesma, Miguel ; Puzzello, Laura ; Ardelean, Adina. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:225:y:2024:i:c:p:252-271.

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2025The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model. (2025). Roventini, Andrea ; Hinterschweiger, Marc ; Bardoscia, Marco ; Uluc, Arzu ; Popoyan, Lilit ; Napoletano, Mauro ; Carro, Adrian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004530.

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2025Overborrowing, underborrowing, and macroprudential policy. (2025). Bianchi, Javier ; Bengui, Julien ; Arce, Fernando. In: Journal of Economic Theory. RePEc:eee:jetheo:v:227:y:2025:i:c:s0022053125000651.

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2024Effect of conventional and unconventional monetary policy shocks on housing prices in Canada. (2024). Nsafoah, Dennis ; Dery, Cosmas. In: Journal of Housing Economics. RePEc:eee:jhouse:v:64:y:2024:i:c:s1051137724000123.

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2024Technology diffusion and international business cycles. (2024). Aysun, Uluc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001754.

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2024Commodity currencies revisited: The role of global commodity price uncertainty. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000834.

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2024International macroeconomic vulnerability. (2024). Garcia, Marcio ; Velloso, Joo ; Guillen, Diogo ; Ribeiro, Bernardo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624000925.

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2024Fiscal spillover in emerging economies: Real versus financial channels. (2024). Sinha, Apra ; Mallick, Sushanta ; Kumar, Abhishek. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001554.

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2025The global financial cycle and macroeconomic tail risks. (2025). Schüler, Yves ; Prieto, Esteban ; Metiu, Norbert ; Emter, Lorenz ; Schler, Yves ; Beutel, Johannes. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000774.

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2025Information content in yield curve dynamics: Implications for monetary policy. (2025). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000727.

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2024Tests for group-specific heterogeneity in high-dimensional factor models. (2024). Djogbenou, Antoine ; Sufana, Razvan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000799.

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2024Commonalities and heterogeneity in the Iberian business cycle. (2024). Morão, Hugo ; Afonso, Antonio. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000240.

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2024Business cycles in a cocoa and gold economy: Commodity price shocks do not always matter. (2024). Ameyaw, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002502.

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2024Cycles and self-fulfilling crises in open economies with stock collateral constraints under impatience. (2024). Parimoo, Suneil. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:112:y:2024:i:c:s0304406824000442.

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2024Macroprudential policy with earnings-based borrowing constraints. (2024). Drechsel, Thomas ; Kim, Seho. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000485.

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2025Forecast revisions as instruments for news shocks. (2025). Cascaldi-Garcia, Danilo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s030439322400182x.

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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]		article178
2012News shocks and the slope of the term structure of interest rates.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 178		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 178		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]		article27
2003International Business Cycles: World, Region, and Country-Specific Factors In: American Economic Review.
[Full Text][Citation analysis]		article853
2023Optimal Policy for Macrofinancial Stability In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article37
2012Optimal Policy for Macro-Financial Stability.(2012) In: CEP Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2012Optimal Policy for Macro-Financial Stability.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 37		paper
2012Optimal policy for macro-financial stability.(2012) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 37		paper
2012Optimal policy for macro-financial stability.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2019Optimal Policy for Macro-Financial Stability.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2012Optimal Policy for Macro-Financial Stability.(2012) In: IDB Publications (Working Papers).
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This paper has nother version. Agregated cites: 37		paper
2012Optimal Policy for Macro-Financial Stability.(2012) In: Research Department Publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2019Optimal Policy for Macro-Financial Stability.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 37		paper
2013Optimal Policy for Macro-Financial Stability.(2013) In: 2013 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2015Sources of Business Cycles in a Low Income Country In: Pacific Economic Review.
[Full Text][Citation analysis]		article8
2015The Sources of Business Cycles in a Low Income Country.(2015) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2019On the cyclicality of real wages and wage differentials In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article10
2009On The Cyclicality of Real Wages and Wage Differentials.(2009) In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2011On the Cyclicality of Real Wages and Wage Differentials.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2011On The Cyclicality of Real Wages and Wage Di¤erentials.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2010Revisiting Overborrowing and Its Policy Implications In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper53
2011Revisiting Overborrowing and its Policy Implications.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		chapter
2010Revisiting Overborrowing and its Policy Implications.(2010) In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2010Revisiting Overborrowing and its Policy Implications.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2010Revisiting overborrowing and its policy implications.(2010) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2010Revisiting Overborrowing and Its Policy Implications.(2010) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2010Revisiting Overborrowing and its Policy Implications.(2010) In: Research Department Publications.
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This paper has nother version. Agregated cites: 53		paper
2010Financial Crises and Macro-Prudential Policies In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper221
2011Financial Crisis and Macro-Prudential Policies.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 221		paper
2013Financial crises and macro-prudential policies.(2013) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 221		article
2010Financial crises and macro-prudential policies.(2010) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 221		paper
2011Financial Crises and Macro-Prudential Policies.(2011) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 221		paper
2011Financial Crises and Macro-Prudential Policies.(2011) In: Research Department Publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 221		paper
2012Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper26
2012Capital controls or exchange rate policy? A pecuniary externality perspective.(2012) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2012Capital controls or exchange rate policy? a pecuniary externality perspective.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2012Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2013Credit Shocks and Macroeconomic Fluctuations in Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2019A Model for International Spillovers to Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2019A model for international spillovers to emerging markets.(2019) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2015Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective In: Discussion Papers.
[Full Text][Citation analysis]		paper138
2014Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		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 nother version. Agregated cites: 138		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 nother version. Agregated cites: 138		paper
2015Optimal capital controls and real exchange rate policies: A pecuniary externality perspective.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		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 nother version. Agregated cites: 138		paper
2020Global Macro-Financial Cycles and Spillovers In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2025Global macro-financial cycles and spillovers.(2025) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2020Global macro-financial cycles and spillovers.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2025Global Macro-Financial Cycles and Spillovers.(2025) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2020Global Macro-Financial Cycles and Spillovers.(2020) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2020Global Macro-Financial Cycles and Spillovers.(2020) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2020Global Macro-Financial Cycles and Spillovers.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper38
2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach.(2020) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2017Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach.(2017) In: 2017 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2025Estimating macroeconomic models of financial crises: An endogenous regimeâ€switching approach.(2025) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2020COVID-19: A double whammy of financial and economic sudden stops for emerging economies In: Vox eBook Chapters.
[Full Text][Citation analysis]		chapter0
2000On Measuring the Welfare Cost of Business Cycles In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper185
2001On measuring the welfare cost of business cycles.(2001) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 185		article
1999On Measuring the Welfare Cost of Business Cycles.(1999) In: Virginia Economics Online Papers.
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This paper has nother version. Agregated cites: 185		paper
2023Commodity exports, financial frictions, and international spillovers In: European Economic Review.
[Full Text][Citation analysis]		article3
2022Commodity Exports, Financial Frictions and International Spillovers.(2022) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2011Do credit shocks matter? A global perspective In: European Economic Review.
[Full Text][Citation analysis]		article205
2010Do Credit Shocks Matter? A Global Perspective.(2010) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 205		paper
2008Understanding the evolution of world business cycles In: Journal of International Economics.
[Full Text][Citation analysis]		article329
2005Understanding the Evolution of World Business Cycles.(2005) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 329		paper
2002Habit formation: a resolution of the equity premium puzzle? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article80
1998Habit Formation: A Resolution of the Equity Premium Puzzle?.(1998) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 80		paper
200799 Luftballons: Monetary policy and the house price boom across U.S. states In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article294
2007A generalized volatility bound for dynamic economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article2
2013Global House Price Fluctuations: Synchronization and Determinants In: CAMA Working Papers.
[Full Text][Citation analysis]		paper135
2013Global House Price Fluctuations: Synchronization and Determinants.(2013) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 135		paper
2012Global House Price Fluctuations: Synchronization and Determinants.(2012) In: NBER Chapters.
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This paper has nother version. Agregated cites: 135		chapter
2012Global House Price Fluctuations: Synchronization and Determinants.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 135		paper
Global House Price Fluctuations: Synchronization and Determinants..() In: Working Paper.
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This paper has nother version. Agregated cites: 135		paper
2013Global House Price Fluctuations: Synchronization and Determinants.(2013) In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 135		article
2013Regionalization vs. Globalization In: CAMA Working Papers.
[Full Text][Citation analysis]		paper64
2013Regionalization vs. Globalization.(2013) In: Discussion papers.
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This paper has nother version. Agregated cites: 64		paper
2013Regionalization vs. globalization.(2013) In: Working Papers.
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2013Regionalization vs. Globalization.(2013) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 64		paper
2013Regionalization vs. Globalization.(2013) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has nother version. Agregated cites: 64		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]		chapter34
2015Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 34		paper
2005Monetary policy and the house price boom across U.S. states In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper16
2025Tax Progressivity, Economic Booms and Trickle-Up Economics In: Working Papers.
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2020Tax Progressivity, Economic Booms, and Trickle-Up Economics.(2020) In: Working Papers.
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2020Sudden Stops and COVID-19: Lessons from Mexico’s History In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2015Regional vs. Global: How Are Countries Business Cycles Moving Together These Days? In: The Regional Economist.
[Full Text][Citation analysis]		article4
2020Asset Pricing Through the Lens of the Hansen-Jagannathan Bound In: Review.
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2008Dynamic factor models with time-varying parameters: measuring changes in international business cycles In: Staff Reports.
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1994M2 and monetary policy: a critical review of the recent debate In: Economic Quarterly.
[Full Text][Citation analysis]		article6
1995The rational expectations hypothesis of the term structure, monetary policy, and time-varying term premia In: Economic Quarterly.
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1992Forecasting the effects of reduced defense spending In: Economic Review.
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2020Could More Progressive Taxes Increase Income Inequality? In: On the Economy.
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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: Research Department Publications.
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2013Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective.(2013) In: 2013 Meeting Papers.
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1998Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa. In: International Economic Review.
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1996Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa..(1996) In: Working Papers.
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2001Spectral Welfare Cost Functions. In: International Economic Review.
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2008Global Business Cycles: Convergence or Decoupling? In: IMF Working Papers.
[Full Text][Citation analysis]		paper418
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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This paper has nother version. Agregated cites: 418		paper
2012GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?.(2012) In: International Economic Review.
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This paper has nother version. Agregated cites: 418		article
2008Global business cycles: convergence or decoupling?.(2008) In: Discussion Paper Series 1: Economic Studies.
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2002Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7
1999Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation.(1999) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2000Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation.(2000) In: Virginia Economics Online Papers.
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This paper has nother version. Agregated cites: 7		paper
2010A Model for Monetary Policy Analysis for Sub-Saharan Africa In: Open Economies Review.
[Full Text][Citation analysis]		article7
2008What Are the Driving Forces of International Business Cycles? In: NBER Working Papers.
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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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This paper has nother version. Agregated cites: 174		paper
2004Stochastic Discount Factor Models and the Equity Premium Puzzle In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2013Fiscal Policy in the Aftermath of the Crisis In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007Optimal Monetary Policy in a Medium Scale Model for Emerging Markets In: 2007 Meeting Papers.
[Citation analysis]		paper0
2011News Shocks and the Term Structure of Interest Rates: A Challenge for DSGE Models In: 2011 Meeting Papers.
[Full Text][Citation analysis]		paper8
2001Spectral Implications of Security Market Data for Models of Dynamic Economies In: Computing in Economics and Finance 2001.
[Citation analysis]		paper0
2012Monetary and Macro-Prudential Policies: An Integrated Analysis In: Working Papers.
[Full Text][Citation analysis]		paper21
1996Baynesian Leading Indicators: Measuring and Predicting Economic Conditions In: Macroeconomics.
[Full Text][Citation analysis]		paper3

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