Details about Christopher Otrok

Access statistics for papers by Christopher Otrok.

Last updated 2008-08-27. Update your information in the RePEc Author Service.

Short-id: pot2

Working Papers

2008

1. Dynamic factor models with time-varying parameters: measuring changes in international business cycles
   Staff Reports, Federal Reserve Bank of New York
2. Global Business Cycles: Convergence or Decoupling?
   IZA Discussion Papers, Institute for the Study of Labor (IZA)
   Also in
   IMF Working Papers, International Monetary Fund (2008)
3. On The Cyclicality of Real Wages and Wage Differentials
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section

2005

4. Monetary policy and the house price boom across U.S. states
   Working Paper, Federal Reserve Bank of Atlanta View citations
5. Understanding the Evolution of World Business Cycles
   IMF Working Papers, International Monetary Fund View citations
   See Also Journal Article in Journal of International Economics (2008)

2001

6. Spectral Implications of Security Market Data for Models of Dynamic Economies
   Computing in Economics and Finance 2001, Society for Computational Economics

2000

7. Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation
   Virginia Economics Online Papers, University of Virginia, Department of Economics
   Also in
   Working Papers, University of Iowa, Department of Economics (1999)
   See Also Journal Article in Journal of Applied Econometrics (2002)
8. On Measuring the Welfare Cost of Business Cycles
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
   Also in
   Virginia Economics Online Papers, University of Virginia, Department of Economics (1999) View citations
   See Also Journal Article in Journal of Monetary Economics (2001)

1998

9. Habit Formation: A Resolution of the Equity Premium Puzzle?
   Working Papers, University of Iowa, Department of Economics View citations
   See Also Journal Article in Journal of Monetary Economics (2002)

1996

10. Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa
    Working Papers, University of Iowa, Department of Economics
    See Also Journal Article in International Economic Review (1998)
11. Baynesian Leading Indicators: Measuring and Predicting Economic Conditions
    Macroeconomics, EconWPA

Journal Articles

2008

1. Understanding the evolution of world business cycles
   Journal of International Economics, 2008, 75, (1), 110-130 View citations
   See Also Working Paper (2005)

2007

2. 99 Luftballons: Monetary policy and the house price boom across U.S. states
   Journal of Monetary Economics, 2007, 54, (7), 1962-1985 View citations
3. A generalized volatility bound for dynamic economies
   Journal of Monetary Economics, 2007, 54, (8), 2269-2290

2003

4. International Business Cycles: World, Region, and Country-Specific Factors
   American Economic Review, 2003, 93, (4), 1216-1239 View citations

2002

5. Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation
   Journal of Applied Econometrics, 2002, 17, (2), 149-174 View citations
   See Also Working Paper (2000)
6. Habit formation: a resolution of the equity premium puzzle?
   Journal of Monetary Economics, 2002, 49, (6), 1261-1288 View citations
   See Also Working Paper (1998)

2001

7. On measuring the welfare cost of business cycles
   Journal of Monetary Economics, 2001, 47, (1), 61-92 View citations
   See Also Working Paper (2000)
8. Spectral Welfare Cost Functions
   International Economic Review, 2001, 42, (2), 345-67 View citations

1998

9. Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa
   International Economic Review, 1998, 39, (4), 997-1014 View citations
   See Also Working Paper (1996)

1995

10. The rational expectations hypothesis of the term structure, monetary policy, and time-varying term premia
    Economic Quarterly, 1995, (Win), 65-81 View citations

1994

11. Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment
    American Economic Review, 1994, 84, (5), 1470-73 View citations
12. M2 and monetary policy: a critical review of the recent debate
    Economic Quarterly, 1994, (Win), 41-49 View citations

1992

13. Forecasting the effects of reduced defense spending
    Economic Review, 1992, (Nov/Dec), 3-11

Software Items

2001

1. Gauss programs for On Measuring the Welfare Costs of Business Cycles
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles