Christopher Otrok : Citation Profile

Federal Reserve Bank of Dallas

24

H index

28

i10 index

3878

Citations

RESEARCH PRODUCTION:

29

Articles

90

Papers

4

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   31 years (1992 - 2023). See details.
   Cites by year: 125
   Journals where Christopher Otrok has often published
   Relations with other researchers
   Recent citing documents: 129.    Total self citations: 75 (1.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pot2
   Updated: 2025-03-08    RAS profile: 2024-11-14    
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Relations with other researchers

Works with:

Rebucci, Alessandro (6)

Benigno, Gianluca (6)

Kose, Ayhan (5)

Prasad, Eswar (5)

Foerster, Andrew (5)

Ha, Jongrim (5)

Houssa, Romain (2)

Mohimont, Jolan (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 (64)

Kose, Ayhan (61)

Cesa-Bianchi, Ambrogio (53)

Eickmeier, Sandra (51)

Rebucci, Alessandro (44)

Karadimitropoulou, Aikaterini (42)

mumtaz, haroon (40)

Korobilis, Dimitris (40)

Korinek, Anton (37)

Marcellino, Massimiliano (36)

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
International Economic Review2
Economic Quarterly2
European Economic Review2
Journal of International Economics2

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

Recent works citing Christopher Otrok (2025 and 2024)

YearTitle of citing document
2024Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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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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2024.

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2025.

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

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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). Kwiatkowski, Andrzej ; Rambaccussing, Dooruj. 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 ; Arčabić, Vladimir ; Lee, Junsoo ; Arabi, Vladimir ; Isomitdinov, Hasan. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:722-747.

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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. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2024Global value chains and the dynamics of UK inflation. (2024). Soenarjo, Aditya ; Firat, Melih ; Dogan, Aydan ; Aquilante, Tommaso. 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). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro ; Hinterschweiger, Marc ; Carro, Adrian ; Bardoscia, Marco ; Uluc, Arzu. In: Bank of England working papers. RePEc:boe:boeewp:1066.

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

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2024The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model. (2024). Carro, Adrian ; Bardoscia, Marco ; Uluc, Arzu ; Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro ; Hinterschweiger, Marc. 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). Ruiz, Jesus ; Puch, Luis Antonio. In: UC3M Working papers. Economics. RePEc:cte:werepe:43758.

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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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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 L ; 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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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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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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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). Li, Xiang ; Kwak, Boreum ; Hasan, Iftekhar. 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). Cimadomo, Jacopo ; van Spronsen, Josha. 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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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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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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2024Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective. (2024). VerbiÄŤ, 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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2024International input–output linkages and changing business cycle volatility. (2024). Nguyen, Thuy Lan ; Miyamoto, Wataru. 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 ; Shen, Hewei ; Liu, Siming. 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). Vardoulakis, Alexandros P ; Biljanovska, Nina. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000187.

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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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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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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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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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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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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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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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2024Machine learning and economic forecasting: The role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004862.

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2024Dynamic connectedness of inflation around the world: A time-varying approach from G7 and E7 countries. (2024). Xiao, Xiyue ; Hong, Yun ; Qu, BO ; Jiang, Yanhui. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:111-125.

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2024Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models. (2024). Miller, Stephen ; GUPTA, RANGAN ; Gabauer, David ; Marfatia, Hardik A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:349-362.

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2024Economic integration and consumption risk sharing: A comparison of Eurozone and OECD countries. (2024). Yersh, Valeryia ; Beck, Krzysztof. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:784-803.

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2024Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy ; Do, Hung Xuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004192.

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2024A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575.

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2024Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Post-Print. RePEc:hal:journl:hal-04828849.

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2024Perceived shocks and impulse responses. (2024). Smetanina, Katja ; Lu, Jason ; Giacomini, Raffaella. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp21/24.

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2024A General and Efficient Method for Solving Regime-Switching DSGE Models. (2024). Albertini, Julien ; Moyen, Stphane. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10570-z.

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2024The Macroeconomic Impact of Global and Country-Specific Climate Risk. (2024). Vitenu-Sackey, Prince Asare ; Byrne, Joseph P. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:3:d:10.1007_s10640-023-00831-0.

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2024One Shock, Many Policy Responses. (2024). Sgherri, Silvia ; Mano, Rui C. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:2:d:10.1007_s11079-023-09730-9.

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2024Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models. (2024). RodrĂ­guez, Gabriel ; Castillo, Paul ; Ojeda, Junior A. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:5:d:10.1007_s11079-023-09742-5.

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2024Mapping borrowers’ and lenders’ interactions according to their dark financial profiles. (2024). Mavoori, Hareesh ; Mesly, Olivier. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:12:y:2024:i:4:d:10.1057_s41270-023-00263-1.

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2024External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models. (2024). Salvatierra, Lorena Yamuca ; Rodriguez, Gabriel ; Guevara, Brenda. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00529.

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2024Why Global and Local Solutions of Open-Economy Models with Incomplete Markets Differ and Why it Matters. (2024). Mendoza, Enrique G ; Durdu, Bora C ; de Groot, Oliver. In: PIER Working Paper Archive. RePEc:pen:papers:24-037.

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2024Identifying Economic Shocks in a Rare Disaster Environment. (2021). Corrado, Luisa ; Paolillo, Aldo ; Grassi, Stefano. In: CEIS Research Paper. RePEc:rtv:ceisrp:517.

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2024Dynamics of Capital Flows and Global Factors: Case of Emerging Economies. (2024). Dua, Pami ; Verma, Neha. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:4:d:10.1007_s40953-024-00409-7.

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2025A geometric approach to factor model identification. (2025). Pape, Markus ; Kaufmann, Sylvia. In: Working Papers. RePEc:szg:worpap:2406r.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Oh, Minseog ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202420.

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2024Monetary Policy Reaction to Geopolitical Risks: Some Nonlinear Evidence.. (2024). Saadaou, Jamel ; Ginn, William. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-16.

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2024Asset liquidity and the welfare costs of business cycles. (2024). Nobrega, Valter ; Ferreira, Ana Melissa ; Duarte, Joao ; Brinca, Pedro. In: Nova SBE Working Paper Series. RePEc:unl:unlfep:wp667.

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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]		article171
2012News shocks and the slope of the term structure of interest rates.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171		paper
2010News Shocks and the Slope of the Term Structure of Interest Rates.(2010) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171		paper
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: 171		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]		article26
2003International Business Cycles: World, Region, and Country-Specific Factors In: American Economic Review.
[Full Text][Citation analysis]		article829
2023Optimal Policy for Macrofinancial Stability In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article36
2012Optimal Policy for Macro-Financial Stability.(2012) In: CEP Discussion Papers.
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This paper has nother version. Agregated cites: 36		paper
2012Optimal Policy for Macro-Financial Stability.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2012Optimal policy for macro-financial stability.(2012) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2012Optimal policy for macro-financial stability.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2019Optimal Policy for Macro-Financial Stability.(2019) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2012Optimal Policy for Macro-Financial Stability.(2012) In: IDB Publications (Working Papers).
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This paper has nother version. Agregated cites: 36		paper
2012Optimal Policy for Macro-Financial Stability.(2012) In: Research Department Publications.
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This paper has nother version. Agregated cites: 36		paper
2019Optimal Policy for Macro-Financial Stability.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2013Optimal Policy for Macro-Financial Stability.(2013) In: 2013 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 36		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.
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2011On the Cyclicality of Real Wages and Wage Differentials.(2011) In: Working Papers.
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2011On The Cyclicality of Real Wages and Wage Di¤erentials.(2011) In: Working Papers.
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2010Revisiting Overborrowing and Its Policy Implications In: CEP Discussion Papers.
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2011Revisiting Overborrowing and its Policy Implications.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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2010Revisiting Overborrowing and its Policy Implications.(2010) In: Working Papers Central Bank of Chile.
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2010Revisiting Overborrowing and its Policy Implications.(2010) In: CEPR Discussion Papers.
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2010Revisiting overborrowing and its policy implications.(2010) In: LSE Research Online Documents on Economics.
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2010Revisiting Overborrowing and Its Policy Implications.(2010) In: IDB Publications (Working Papers).
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2010Revisiting Overborrowing and its Policy Implications.(2010) In: Research Department Publications.
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2010Financial Crises and Macro-Prudential Policies In: CEP Discussion Papers.
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2011Financial Crisis and Macro-Prudential Policies.(2011) In: CEPR Discussion Papers.
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2013Financial crises and macro-prudential policies.(2013) In: Journal of International Economics.
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2010Financial crises and macro-prudential policies.(2010) In: LSE Research Online Documents on Economics.
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2011Financial Crises and Macro-Prudential Policies.(2011) In: IDB Publications (Working Papers).
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2011Financial Crises and Macro-Prudential Policies.(2011) In: Research Department Publications.
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2012Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective In: CEP Discussion Papers.
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2012Capital controls or exchange rate policy? A pecuniary externality perspective.(2012) In: LSE Research Online Documents on Economics.
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2012Capital controls or exchange rate policy? a pecuniary externality perspective.(2012) In: Working Papers.
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2012Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective.(2012) In: Working Papers.
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2013Credit Shocks and Macroeconomic Fluctuations in Emerging Markets In: CESifo Working Paper Series.
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2019A Model for International Spillovers to Emerging Markets In: CESifo Working Paper Series.
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2019A model for international spillovers to emerging markets.(2019) In: Working Paper Research.
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2015Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective In: Discussion Papers.
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2014Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective.(2014) In: CEPR Discussion Papers.
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2016Optimal capital controls and real exchange rate policies: A pecuniary externality perspective.(2016) In: Journal of Monetary Economics.
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2016Optimal capital controls and real exchange rate policies: a pecuniary externality perspective.(2016) In: LSE Research Online Documents on Economics.
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2015Optimal capital controls and real exchange rate policies: A pecuniary externality perspective.(2015) In: LSE Research Online Documents on Economics.
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2016Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective.(2016) In: NBER Working Papers.
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2020Global Macro-Financial Cycles and Spillovers In: CEPR Discussion Papers.
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2020Global macro-financial cycles and spillovers.(2020) In: CAMA Working Papers.
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2020Global Macro-Financial Cycles and Spillovers.(2020) In: IZA Discussion Papers.
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2020Global Macro-Financial Cycles and Spillovers.(2020) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2020Global Macro-Financial Cycles and Spillovers.(2020) In: NBER Working Papers.
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2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach In: CEPR Discussion Papers.
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2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach.(2020) In: Working Paper Series.
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2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach.(2020) In: Staff Reports.
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2020Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach.(2020) In: NBER Working Papers.
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2017Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach.(2017) In: 2017 Meeting Papers.
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2020COVID-19: A double whammy of financial and economic sudden stops for emerging economies In: Vox eBook Chapters.
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2000On Measuring the Welfare Cost of Business Cycles In: Econometric Society World Congress 2000 Contributed Papers.
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2001On measuring the welfare cost of business cycles.(2001) In: Journal of Monetary Economics.
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1999On Measuring the Welfare Cost of Business Cycles.(1999) In: Virginia Economics Online Papers.
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2023Commodity exports, financial frictions, and international spillovers In: European Economic Review.
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2022Commodity Exports, Financial Frictions and International Spillovers.(2022) In: Globalization Institute Working Papers.
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2011Do credit shocks matter? A global perspective In: European Economic Review.
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2010Do Credit Shocks Matter? A Global Perspective.(2010) In: IMF Working Papers.
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2008Understanding the evolution of world business cycles In: Journal of International Economics.
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2005Understanding the Evolution of World Business Cycles.(2005) In: IMF Working Papers.
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2002Habit formation: a resolution of the equity premium puzzle? In: Journal of Monetary Economics.
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1998Habit Formation: A Resolution of the Equity Premium Puzzle?.(1998) In: Working Papers.
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200799 Luftballons: Monetary policy and the house price boom across U.S. states In: Journal of Monetary Economics.
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2007A generalized volatility bound for dynamic economies In: Journal of Monetary Economics.
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2013Global House Price Fluctuations: Synchronization and Determinants In: CAMA Working Papers.
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2013Global House Price Fluctuations: Synchronization and Determinants.(2013) In: IMF Working Papers.
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2012Global House Price Fluctuations: Synchronization and Determinants.(2012) In: NBER Chapters.
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2012Global House Price Fluctuations: Synchronization and Determinants.(2012) In: NBER Working Papers.
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2013Global House Price Fluctuations: Synchronization and Determinants.(2013) In: NBER International Seminar on Macroeconomics.
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2013Regionalization vs. Globalization In: CAMA Working Papers.
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2013Regionalization vs. Globalization.(2013) In: Discussion papers.
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2013Regionalization vs. globalization.(2013) In: Working Papers.
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2013Regionalization vs. Globalization.(2013) In: IMF Working Papers.
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2013Regionalization vs. Globalization.(2013) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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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.
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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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2005Monetary policy and the house price boom across U.S. states In: FRB Atlanta Working Paper.
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2020Sudden Stops and COVID-19: Lessons from Mexico’s History In: FRBSF Economic Letter.
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2015Regional vs. Global: How Are Countries Business Cycles Moving Together These Days? In: The Regional Economist.
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2020Asset Pricing Through the Lens of the Hansen-Jagannathan Bound In: Review.
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2020Tax Progressivity, Economic Booms, and Trickle-Up Economics In: Working Papers.
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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.
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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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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.
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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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2012GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?.(2012) In: International Economic Review.
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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.
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1999Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation.(1999) In: Working Papers.
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2000Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation.(2000) In: Virginia Economics Online Papers.
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2010A Model for Monetary Policy Analysis for Sub-Saharan Africa In: Open Economies Review.
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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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2004Stochastic Discount Factor Models and the Equity Premium Puzzle In: MPRA Paper.
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2013Fiscal Policy in the Aftermath of the Crisis In: MPRA Paper.
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2007Optimal Monetary Policy in a Medium Scale Model for Emerging Markets In: 2007 Meeting Papers.
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2011News Shocks and the Term Structure of Interest Rates: A Challenge for DSGE Models In: 2011 Meeting Papers.
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2001Spectral Implications of Security Market Data for Models of Dynamic Economies In: Computing in Economics and Finance 2001.
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2012Monetary and Macro-Prudential Policies: An Integrated Analysis In: Working Papers.
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