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Details about Cristina Arellano

Workplace:Research Department, Federal Reserve Bank of Minneapolis, (more information at EDIRC)

Access statistics for papers by Cristina Arellano.

Last updated 2017-04-27. Update your information in the RePEc Author Service.

Short-id: par171


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Working Papers

2017

  1. Appendix for Financial Frictions and Fluctuations in Volatility
    Staff Report, Federal Reserve Bank of Minneapolis Downloads
  2. Sovereign Default Risk and Firm Heterogeneity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  3. Sovereign risk and firm heterogeneity
    Staff Report, Federal Reserve Bank of Minneapolis Downloads

2016

  1. Financial Frictions and Fluctuations in Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2012) Downloads View citations (28)
  2. Fiscal Austerity during Debt Crises
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (2)
  3. Private Leverage and Sovereign Default
    2016 Meeting Papers, Society for Economic Dynamics Downloads

2015

  1. Envelope Condition Method with an Application to Default Risk Models
    2015 Meeting Papers, Society for Economic Dynamics Downloads
    Also in BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory (2014) Downloads View citations (5)

    See also Journal Article in Journal of Economic Dynamics and Control (2016)
  2. External and Public Debt Crises
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (7)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2015) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (1)

    See also Journal Article in NBER Macroeconomics Annual (2016)
    Chapter (2015)

2014

  1. Credibility and the Maturity of Government Debt
    2014 Meeting Papers, Society for Economic Dynamics
  2. Renegotiation Policies in Sovereign Defaults
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (1)
    See also Journal Article in American Economic Review (2014)

2013

  1. Linkages across Sovereign Debt Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2013) Downloads View citations (8)
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (1)
  2. Partial Default
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)

2012

  1. Chronic sovereign debt crises in the Eurozone, 2010-2012
    Economic Policy Paper, Federal Reserve Bank of Minneapolis Downloads View citations (10)

2011

  1. Financial Markets and Fluctuations in Uncertainty
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (9)

2010

  1. Financial Crises and Fluctuations in Uncertainty
    2010 Meeting Papers, Society for Economic Dynamics
  2. World Trade During Financial Crises
    2010 Meeting Papers, Society for Economic Dynamics

2009

  1. Firm Dynamics and Financial Development
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2009) Downloads View citations (14)
    2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (1)

    See also Journal Article in Journal of Monetary Economics (2012)

2008

  1. Default and the Maturity Structure in Sovereign Bonds
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (14)
    Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2008) Downloads View citations (14)
    Staff Report, Federal Reserve Bank of Minneapolis (2008) Downloads View citations (9)

    See also Journal Article in Journal of Political Economy (2012)
  2. Default risk and income fluctuations in emerging economies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (371)
    See also Journal Article in American Economic Review (2008)
  3. Internal Debt Crises and Sovereign Defaults
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (9)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (10)
    NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (20)

    See also Journal Article in Journal of Monetary Economics (2014)

2007

  1. Contract Enforcement and Firms'd5 FinancingContract Enforcement and Firms'd5 Financing
    Working Papers, Research Seminar in International Economics, University of Michigan Downloads
  2. Dollarization and Financial Integration
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) Downloads View citations (4)
    2004 Meeting Papers, Society for Economic Dynamics (2004)
    Staff Report, Federal Reserve Bank of Minneapolis (2007) Downloads View citations (3)

    See also Journal Article in Journal of Economic Theory (2010)
  3. Enforcement, Incomplete Contracts, and Firm Dynamics
    2007 Meeting Papers, Society for Economic Dynamics

2006

  1. Default and the Term Structure in Sovereign Bonds
    2006 Meeting Papers, Society for Economic Dynamics View citations (7)

2005

  1. Default Risk, the Real Exchange Rate and Income Fluctuations in Emerging Economies
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (19)

2002

  1. Credit Frictions and "Sudden Stop" in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises
    IDB Publications (Working Papers), Inter-American Development Bank Downloads View citations (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (52)
    Research Department Publications, Inter-American Development Bank, Research Department (2002) Downloads View citations (43)
  2. Fricciones crediticias y 'paradas repentinas' en pequeñas economías abiertas: un marco de equilibrio del ciclo económico para crisis en mercados emergentes
    Research Department Publications, Inter-American Development Bank, Research Department Downloads

Journal Articles

2016

  1. Envelope condition method with an application to default risk models
    Journal of Economic Dynamics and Control, 2016, 69, (C), 436-459 Downloads
    See also Working Paper (2015)
  2. External and Public Debt Crises
    NBER Macroeconomics Annual, 2016, 30, (1), 191 - 244 Downloads
    See also Chapter (2015)
    Working Paper (2015)

2014

  1. Internal debt crises and sovereign defaults
    Journal of Monetary Economics, 2014, 68, (S), S68-S80 Downloads View citations (5)
    See also Working Paper (2008)
  2. Renegotiation Policies in Sovereign Defaults
    American Economic Review, 2014, 104, (5), 94-100 Downloads View citations (1)
    See also Working Paper (2014)

2012

  1. Default and the Maturity Structure in Sovereign Bonds
    Journal of Political Economy, 2012, 120, (2), 187 - 232 Downloads View citations (64)
    See also Working Paper (2008)
  2. Firm dynamics and financial development
    Journal of Monetary Economics, 2012, 59, (6), 533-549 Downloads View citations (20)
    See also Working Paper (2009)

2010

  1. Dollarization and financial integration
    Journal of Economic Theory, 2010, 145, (3), 944-973 Downloads View citations (8)
    See also Working Paper (2007)

2009

  1. The dynamic implications of foreign aid and its variability
    Journal of Development Economics, 2009, 88, (1), 87-102 Downloads View citations (70)

2008

  1. Default Risk and Income Fluctuations in Emerging Economies
    American Economic Review, 2008, 98, (3), 690-712 Downloads View citations (328)
    See also Working Paper (2008)

Chapters

2017

  1. Default Risk, Sectoral Reallocation, and Persistent Recessions
    A chapter in NBER International Seminar on Macroeconomics 2017, 2017

2015

  1. External and Public Debt Crises
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 191-244 Downloads View citations (1)
    See also Working Paper (2015)
    Journal Article in NBER Macroeconomics Annual (2016)

Software Items

 
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