Details about Christian Johnson

Access statistics for papers by Christian Johnson.

Last updated 2022-07-10. Update your information in the RePEc Author Service.

Short-id: pjo34

Working Papers

2005

1. The Implementation of Monetary Policy in an Emerging Economy: The Case of Chile
   Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile.
   See also Journal Article The implementation of monetary policy in an emerging economy: the case of Chile, Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business (2005) (2005)

2003

2. Building Confidence Intervals for the Band-Pas and Hodrick-Prescott Filters: An Application using Bootstrapping
   Computing in Economics and Finance 2003, Society for Computational Economics View citations (1)
   Also in Working Papers Central Bank of Chile, Central Bank of Chile (2003) View citations (1)
   See also Journal Article Building confidence intervals for band-pass and Hodrick-Prescott filters: an application using bootstrapping, Applied Economics, Taylor & Francis Journals (2005) View citations (2) (2005)

2002

3. A Review of the Literature on Early Warning Systems for Banking Crises
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (20)
4. Value at Risk: Teoría y Aplicaciones
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (5)
   See also Journal Article Value at risk: teoría y aplicaciones, Estudios de Economia, University of Chile, Department of Economics (2001) View citations (5) (2001)

2000

5. Métodos de Evaluación del Riesgo para Portafolios de Inversión
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (4)
6. Un Modelo de Intervención Cambiaria
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (3)
   See also Journal Article Un modelo de intervención cambiaria, El Trimestre Económico, Fondo de Cultura Económica (2001) View citations (1) (2001)
7. Un Modelo de Switching para el Crecimiento en Chile
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (2)
   See also Journal Article Un Modelo de Switching para el Crecimiento en Chile, Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile. (2001) View citations (5) (2001)
8. Value at Risk Ajustado por Liquidez: Una Aplicación a los Bonos Soberanos Chilenos
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (1)

1997

9. Optimization Using Genetic Algorithms: An Application to the Real Business Cycle Model
   Working Papers Central Bank of Chile, Central Bank of Chile
10. Velocity and Money Demand in an Economy with Cash and Credit Goods
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (1)

Journal Articles

2017

1. Transmission of financial stress in Europe: The pivotal role of Italy and Spain, but not Greece
   Journal of Economics and Business, 2017, 90, (C), 49-64 View citations (13)

2015

2. Producción potencial y brecha de producción en Centroamérica, Panamá y la República Dominicana (CAPRD)
   El Trimestre Económico, 2015, vol. LXXXII (1), (325), pp. 5-50

2005

3. Building confidence intervals for band-pass and Hodrick-Prescott filters: an application using bootstrapping
   Applied Economics, 2005, 37, (7), 741-749 View citations (2)
   See also Working Paper Building Confidence Intervals for the Band-Pas and Hodrick-Prescott Filters: An Application using Bootstrapping, Computing in Economics and Finance 2003 (2003) View citations (1) (2003)
4. Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales
   Revista de Analisis Economico – Economic Analysis Review, 2005, 20, (1), 95-121
5. The implementation of monetary policy in an emerging economy: the case of Chile
   Revista de Analisis Economico – Economic Analysis Review, 2005, 20, (1), 45-62
   See also Working Paper The Implementation of Monetary Policy in an Emerging Economy: The Case of Chile, Documentos de Trabajo (2005) (2005)

2004

6. Volatilidad del mercado accionario y la crisis asiática. Evidencia internacional de asimetrías
   El Trimestre Económico, 2004, LXXI (2), (282), 355-388 View citations (1)

2003

7. Debt composition and balance sheet effects of exchange rate depreciations: a firm-level analysis for Chile
   Emerging Markets Review, 2003, 4, (4), 397-416 View citations (102)

2002

8. Una aplicación del modelo de cambio de régimen para el crecimiento y la evolución del tipo de cambio nominal en Chile: 1987-2001
   El Trimestre Económico, 2002, 69(1), (273), 65-94 View citations (1)

2001

9. Theoretical and Practical Approaches for Determining Trend Output: an Application to Chile
   Journal Economía Chilena (The Chilean Economy), 2001, 4, (2), 27-58 View citations (1)
10. Un Modelo de Switching para el Crecimiento en Chile
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2001, 38, (115), 291-319 View citations (5)
    See also Working Paper Un Modelo de Switching para el Crecimiento en Chile, Working Papers Central Bank of Chile (2000) View citations (2) (2000)
11. Un modelo de intervención cambiaria
    El Trimestre Económico, 2001, 68(3), (271), 339-367 View citations (1)
    See also Working Paper Un Modelo de Intervención Cambiaria, Working Papers Central Bank of Chile (2000) View citations (3) (2000)
12. Value at risk: teoría y aplicaciones
    Estudios de Economia, 2001, 28, (2 Year 2001), 217-247 View citations (5)
    See also Working Paper Value at Risk: Teoría y Aplicaciones, Working Papers Central Bank of Chile (2002) View citations (5) (2002)