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Details about Christopher Otrok

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

Access statistics for papers by Christopher Otrok.

Last updated 2022-05-05. Update your information in the RePEc Author Service.

Short-id: pot2


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Working Papers

2020

  1. Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (10)
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (9)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (13)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (13)
    Working Paper Series, Federal Reserve Bank of San Francisco (2020) Downloads View citations (13)
  2. Global Macro-Financial Cycles and Spillovers
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (4)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (1)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2020) Downloads View citations (4)
  3. Tax Progressivity, Economic Booms, and Trickle-Up Economics
    Working Papers, Federal Reserve Bank of St. Louis Downloads

2019

  1. A Model for International Spillovers to Emerging Markets
    CESifo Working Paper Series, CESifo Downloads
    Also in Working Paper Research, National Bank of Belgium (2019) Downloads View citations (2)
  2. Optimal Policy for Macro-Financial Stability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (14)
    Staff Reports, Federal Reserve Bank of New York (2019) Downloads View citations (2)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) Downloads View citations (25)
    Working Papers, Federal Reserve Bank of St. Louis (2012) Downloads View citations (27)
    2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (2)
    IDB Publications (Working Papers), Inter-American Development Bank (2012) Downloads View citations (24)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2012) Downloads View citations (31)
    Research Department Publications, Inter-American Development Bank, Research Department (2012) Downloads View citations (25)

2016

  1. Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (82)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (13)
    Discussion Papers, Centre for Macroeconomics (CFM) (2015) Downloads View citations (8)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015) Downloads View citations (3)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (81)

    See also Journal Article in Journal of Monetary Economics (2016)

2015

  1. Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (13)
    See also Chapter (2016)
  2. The Sources of Business Cycles in a Low Income Country
    IMF Working Papers, International Monetary Fund Downloads View citations (4)
    See also Journal Article in Pacific Economic Review (2015)

2013

  1. Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (20)
    Also in Research Department Publications, Inter-American Development Bank, Research Department (2013) Downloads View citations (20)
    IDB Publications (Working Papers), Inter-American Development Bank (2013) Downloads View citations (21)
  2. Credit Shocks and Macroeconomic Fluctuations in Emerging Markets
    CESifo Working Paper Series, CESifo Downloads View citations (9)
  3. Fiscal Policy in the Aftermath of the Crisis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Global House Price Fluctuations: Synchronization and Determinants
    IMF Working Papers, International Monetary Fund Downloads View citations (41)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (82)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads View citations (45)
    Working Paper, Harvard University OpenScholar Downloads View citations (102)

    See also Chapter (2012)
    Journal Article in NBER International Seminar on Macroeconomics (2013)
  5. Regionalization vs. Globalization
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) Downloads View citations (47)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads View citations (42)
    Working Paper, Harvard University OpenScholar Downloads View citations (49)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2013) Downloads View citations (52)
    Working Papers, Federal Reserve Bank of St. Louis (2013) Downloads View citations (4)
    IMF Working Papers, International Monetary Fund (2013) Downloads View citations (49)

2012

  1. Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (9)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) Downloads View citations (11)
    Working Papers, Department of Economics, University of Missouri (2012) Downloads View citations (22)
    Working Papers, Federal Reserve Bank of St. Louis (2012) Downloads View citations (3)
  2. Monetary and Macro-Prudential Policies: An Integrated Analysis
    Working Papers, Department of Economics, University of Missouri Downloads View citations (22)
  3. News shocks and the slope of the term structure of interest rates
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (7)
    Also in Cahiers de recherche, CIRPEE (2010) Downloads View citations (14)
    2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (10)

    See also Journal Article in American Economic Review (2013)

2011

  1. Financial Crises and Macro-Prudential Policies
    IDB Publications (Working Papers), Inter-American Development Bank Downloads View citations (7)
    Also in Research Department Publications, Inter-American Development Bank, Research Department (2011) Downloads View citations (13)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (20)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2010) Downloads View citations (6)

    See also Journal Article in Journal of International Economics (2013)
  2. News Shocks and the Term Structure of Interest Rates: A Challenge for DSGE Models
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (9)
  3. On The Cyclicality of Real Wages and Wage Di¤erentials
    Working Papers, Department of Economics, University of Missouri Downloads View citations (2)
    Also in Working Papers, Central Bank of Cyprus (2011) Downloads View citations (8)
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2009) Downloads

    See also Journal Article in The B.E. Journal of Macroeconomics (2019)
  4. Revisiting Overborrowing and Its Policy Implications
    IDB Publications (Working Papers), Inter-American Development Bank Downloads View citations (28)
    Also in Working Papers Central Bank of Chile, Central Bank of Chile (2010) Downloads View citations (10)
    Research Department Publications, Inter-American Development Bank, Research Department (2010) Downloads View citations (23)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2010) Downloads View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (37)

    See also Chapter (2011)

2010

  1. Do Credit Shocks Matter? A Global Perspective
    IMF Working Papers, International Monetary Fund Downloads View citations (54)
    See also Journal Article in European Economic Review (2011)

2009

  1. What are the driving forces of international business cycles
    2009 Meeting Papers, Society for Economic Dynamics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (25)
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2008) Downloads View citations (25)

    See also Journal Article in Review of Economic Dynamics (2011)

2008

  1. Dynamic factor models with time-varying parameters: measuring changes in international business cycles
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (126)
  2. Global Business Cycles: Convergence or Decoupling?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (157)
    Also in IMF Working Papers, International Monetary Fund (2008) Downloads View citations (169)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2008) Downloads View citations (172)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2008) Downloads View citations (156)

    See also Journal Article in International Economic Review (2012)

2007

  1. Optimal Monetary Policy in a Medium Scale Model for Emerging Markets
    2007 Meeting Papers, Society for Economic Dynamics

2005

  1. Monetary policy and the house price boom across U.S. states
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (13)
  2. Understanding the Evolution of World Business Cycles
    IMF Working Papers, International Monetary Fund Downloads View citations (39)
    See also Journal Article in Journal of International Economics (2008)

2004

  1. Stochastic Discount Factor Models and the Equity Premium Puzzle
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)

2001

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

2000

  1. Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation
    Virginia Economics Online Papers, University of Virginia, Department of Economics Downloads
    Also in Working Papers, University of Iowa, Department of Economics (1999) Downloads View citations (1)

    See also Journal Article in Journal of Applied Econometrics (2002)
  2. On Measuring the Welfare Cost of Business Cycles
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (31)
    Also in Virginia Economics Online Papers, University of Virginia, Department of Economics (1999) Downloads View citations (3)

    See also Journal Article in Journal of Monetary Economics (2001)

1998

  1. Habit Formation: A Resolution of the Equity Premium Puzzle?
    Working Papers, University of Iowa, Department of Economics View citations (23)
    See also Journal Article in Journal of Monetary Economics (2002)

1996

  1. Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa
    Working Papers, University of Iowa, Department of Economics View citations (6)
    See also Journal Article in International Economic Review (1998)
  2. Baynesian Leading Indicators: Measuring and Predicting Economic Conditions
    Macroeconomics, University Library of Munich, Germany Downloads View citations (4)

Journal Articles

2020

  1. Asset Pricing Through the Lens of the Hansen-Jagannathan Bound
    Review, 2020, 102, (3), 255-269 Downloads
  2. Sudden Stops and COVID-19: Lessons from Mexico’s History
    FRBSF Economic Letter, 2020, 2020, (33), 01-05 Downloads

2019

  1. On the cyclicality of real wages and wage differentials
    The B.E. Journal of Macroeconomics, 2019, 19, (1), 18 Downloads View citations (2)
    See also Working Paper (2011)

2017

  1. News Shocks and the Slope of the Term Structure of Interest Rates: Reply
    American Economic Review, 2017, 107, (10), 3250-56 Downloads View citations (5)

2016

  1. Optimal capital controls and real exchange rate policies: A pecuniary externality perspective
    Journal of Monetary Economics, 2016, 84, (C), 147-165 Downloads View citations (81)
    See also Working Paper (2016)

2015

  1. Regional vs. Global: How Are Countries' Business Cycles Moving Together These Days?
    The Regional Economist, 2015, (April) Downloads View citations (2)
  2. Sources of Business Cycles in a Low Income Country
    Pacific Economic Review, 2015, 20, (1), 125-148 Downloads View citations (4)
    See also Working Paper (2015)

2013

  1. Financial crises and macro-prudential policies
    Journal of International Economics, 2013, 89, (2), 453-470 Downloads View citations (171)
    See also Working Paper (2011)
  2. Global House Price Fluctuations: Synchronization and Determinants
    NBER International Seminar on Macroeconomics, 2013, 9, (1), 119 - 166 Downloads View citations (41)
    See also Chapter (2012)
    Working Paper (2013)
  3. News Shocks and the Slope of the Term Structure of Interest Rates
    American Economic Review, 2013, 103, (6), 2612-32 Downloads View citations (118)
    See also Working Paper (2012)

2012

  1. GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?
    International Economic Review, 2012, 53, (2), 511-538 Downloads View citations (186)
    See also Working Paper (2008)

2011

  1. Do credit shocks matter? A global perspective
    European Economic Review, 2011, 55, (3), 340-353 Downloads View citations (163)
    See also Working Paper (2010)
  2. What are the driving forces of international business cycles?
    Review of Economic Dynamics, 2011, 14, (1), 156-175 Downloads View citations (147)
    See also Software Item (2010)
    Working Paper (2009)

2010

  1. A Model for Monetary Policy Analysis for Sub-Saharan Africa
    Open Economies Review, 2010, 21, (1), 127-145 Downloads View citations (9)

2008

  1. Understanding the evolution of world business cycles
    Journal of International Economics, 2008, 75, (1), 110-130 Downloads View citations (266)
    See also Working Paper (2005)

2007

  1. 99 Luftballons: Monetary policy and the house price boom across U.S. states
    Journal of Monetary Economics, 2007, 54, (7), 1962-1985 Downloads View citations (214)
  2. A generalized volatility bound for dynamic economies
    Journal of Monetary Economics, 2007, 54, (8), 2269-2290 Downloads View citations (2)

2003

  1. International Business Cycles: World, Region, and Country-Specific Factors
    American Economic Review, 2003, 93, (4), 1216-1239 Downloads View citations (725)

2002

  1. Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation
    Journal of Applied Econometrics, 2002, 17, (2), 149-174 Downloads View citations (8)
    See also Working Paper (2000)
  2. Habit formation: a resolution of the equity premium puzzle?
    Journal of Monetary Economics, 2002, 49, (6), 1261-1288 Downloads View citations (71)
    See also Working Paper (1998)

2001

  1. On measuring the welfare cost of business cycles
    Journal of Monetary Economics, 2001, 47, (1), 61-92 Downloads View citations (148)
    See also Working Paper (2000)
  2. Spectral Welfare Cost Functions
    International Economic Review, 2001, 42, (2), 345-67 View citations (21)

1998

  1. Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa
    International Economic Review, 1998, 39, (4), 997-1014 View citations (137)
    See also Working Paper (1996)

1995

  1. The rational expectations hypothesis of the term structure, monetary policy, and time-varying term premia
    Economic Quarterly, 1995, (Win), 65-81 Downloads View citations (33)

1994

  1. Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment
    American Economic Review, 1994, 84, (5), 1470-73 Downloads View citations (26)
  2. M2 and monetary policy: a critical review of the recent debate
    Economic Quarterly, 1994, (Win), 41-49 Downloads View citations (5)

1992

  1. Forecasting the effects of reduced defense spending
    Economic Review, 1992, 78, (Nov), 3-11 Downloads

Chapters

2020

  1. COVID-19: A double whammy of financial and economic sudden stops for emerging economies
    Chapter 1 in COVID-19 in Developing Economies, 2020, vol. 1, pp 329-341 Downloads

2016

  1. Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement
    A chapter in Dynamic Factor Models, 2016, vol. 35, pp 361-400 Downloads View citations (16)
    See also Working Paper (2015)

2012

  1. Global House Price Fluctuations: Synchronization and Determinants
    A chapter in NBER International Seminar on Macroeconomics 2012, 2012, pp 119-166 Downloads View citations (81)
    See also Working Paper (2013)
    Journal Article in NBER International Seminar on Macroeconomics (2013)

2011

  1. Revisiting Overborrowing and its Policy Implications
    Chapter 06 in Monetary Policy under Financial Turbulence, 2011, vol. 16, pp 145-184 Downloads View citations (6)
    See also Working Paper (2011)

Software Items

2010

  1. Code and data files for "What are the driving forces of international business cycles?"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2011)

2001

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

Editor

  1. Journal of Economic Dynamics and Control
    Elsevier
 
Page updated 2022-06-26