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Christopher Otrok

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Personal Details

First Name: Christopher
Middle Name:
Last Name: Otrok
Suffix:

RePEc Short-ID: pot2

Email:
Homepage: http://web.missouri.edu/~otrokc/
Postal Address: 909 University Avenue 118 Professional Building Columbia, MO 65211-6040
Phone: 573-882-1587

Affiliation

(85%) Economics Department
University of Missouri
Location: Columbia, Missouri (United States)
Homepage: http://economics.missouri.edu/
Email:
Phone: (573) 882-0063
Fax: (573) 882-2697
Postal: 118 Professional Building, Columbia, MO 65211
Handle: RePEc:edi:edumous (more details at EDIRC)
(15%) Research Division
Federal Reserve Bank of St. Louis
Location: St. Louis, Missouri (United States)
Homepage: http://research.stlouisfed.org/
Email:
Phone:
Fax: (314)444-8753
Postal: P.O. Box 442, St. Louis, MO 63166
Handle: RePEc:edi:efrblus (more details at EDIRC)

Works

as in new window

Working papers

  1. HIRATA Hideaki & Ayhan KOSE & Christopher OTROK, 2013. "Regionalization vs. Globalization," Discussion papers 13004, Research Institute of Economy, Trade and Industry (RIETI).
  2. Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young, 2013. "Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective," Research Department Publications IDB-WP-393, Inter-American Development Bank, Research Department.
  3. Gianluca Benigno & Huigang Chen & Chris Otrok & Alessandro Rebucci & Eric Young, 2012. "Optimal Policy for Macro-Financial Stability," CEP Discussion Papers dp1172, Centre for Economic Performance, LSE.
  4. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012. "Global House Price Fluctuations: Synchronization and Determinants," NBER Working Papers 18362, National Bureau of Economic Research, Inc.
  5. Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young, 2012. "Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective," CEP Discussion Papers dp1160, Centre for Economic Performance, LSE.
  6. Christopher Otrok & Gianluca Benigno & Huigang Chen & Alessandro Rebucci & Eric R. Young, 2012. "Monetary and Macro-Prudential Policies: An Integrated Analysis," Working Papers 1208, Department of Economics, University of Missouri.
  7. Christopher Otrok & Andre Kurmann, 2011. "News Shocks and the Term Structure of Interest Rates: A Challenge for DSGE Models," 2011 Meeting Papers 426, Society for Economic Dynamics.
  8. Christopher Otrok & Panayiotis M. Pourpourides, 2011. "On The Cyclicality of Real Wages and Wage Di¤erentials," Working Papers 1116, Department of Economics, University of Missouri.
  9. Thomas Helbling & M. Ayhan Kose & Christopher Otrok & Raju Huidrom, 2010. "Do Credit Shocks Matter? A Global Perspective," IMF Working Papers 10/261, International Monetary Fund.
  10. Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young, 2010. "Financial Crises and Macro-Prudential Policies," CEP Discussion Papers dp1032, Centre for Economic Performance, LSE.
  11. André Kurmann & Christopher Otrok, 2010. "News Shocks and the Slope of the Term Structure of Interest Rates," Cahiers de recherche 1005, CIRPEE.
  12. Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young, 2010. "Revisiting Overborrowing and its Policy Implications," Working Papers Central Bank of Chile 582, Central Bank of Chile.
  13. Marco Del Negro & Christopher Otrok, 2008. "Dynamic factor models with time-varying parameters: measuring changes in international business cycles," Staff Reports 326, Federal Reserve Bank of New York.
  14. Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2008. "Global Business Cycles: Convergence or Decoupling?," IZA Discussion Papers 3442, Institute for the Study of Labor (IZA).
  15. Mario J. Crucini & M. Ayhan Kose & Christopher Otrok, 2008. "What Are the Driving Forces of International Business Cycles?," NBER Working Papers 14380, National Bureau of Economic Research, Inc.
  16. Otrok, Christopher & Pourpourides, Panayiotis M., 2008. "On The Cyclicality of Real Wages and Wage Differentials," Cardiff Economics Working Papers E2008/19, Cardiff University, Cardiff Business School, Economics Section, revised Mar 2009.
  17. Eric R. Young & Christopher Otrok & Alessandro Rebucci & Gianluca Benigno, 2007. "Optimal Monetary Policy in a Medium Scale Model for Emerging Markets," 2007 Meeting Papers 373, Society for Economic Dynamics.
  18. Marco Del Negro & Christopher Otrok, 2005. "Monetary policy and the house price boom across U.S. states," Working Paper 2005-24, Federal Reserve Bank of Atlanta.
  19. M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2005. "Understanding the Evolution of World Business Cycles," IMF Working Papers 05/211, International Monetary Fund.
  20. Christopher Otrok, B. Ravikumar, Charles H. Whiteman, 2001. "Spectral Implications of Security Market Data for Models of Dynamic Economies," Computing in Economics and Finance 2001 71, Society for Computational Economics.
  21. Otrok, Christopher & Ravikumar, B & Whiteman, Charles, 2001. "Stochastic Discount Factor Models and the Equity Premium Puzzle," MPRA Paper 22938, University Library of Munich, Germany, revised Nov 2004.
  22. Christopher Otrok, 2000. "On Measuring the Welfare Cost of Business Cycles," Econometric Society World Congress 2000 Contributed Papers 1094, Econometric Society.
  23. Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 1998. "Evaluating Asset-Pricing Models Using The Hansen-Jagannathan Bound: A Monte Carlo Investigation," Working Papers 99-01, University of Iowa, Department of Economics, revised Jan 1999.
  24. Otrok, C. & Ravikumar, B. & Whiteman, C., 1998. "Habit Formation: A Resolution of the Equity Premium Puzzle?," Working Papers 98-04, University of Iowa, Department of Economics.
  25. Christopher Otrok & Charles H. Whiteman, 1996. "Baynesian Leading Indicators: Measuring and Predicting Economic Conditions," Macroeconomics 9610002, EconWPA.
  26. Otrok, C. & Whiteman, C.H., 1996. "Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa," Working Papers 96-14, University of Iowa, Department of Economics.

Articles

  1. Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R., 2013. "Financial crises and macro-prudential policies," Journal of International Economics, Elsevier, vol. 89(2), pages 453-470.
  2. M. Ayhan Kose & Christopher Otrok & Eswar Prasad, 2012. "Global Business Cycles: Convergence Or Decoupling?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 511-538, 05.
  3. Helbling, Thomas & Huidrom, Raju & Kose, M. Ayhan & Otrok, Christopher, 2011. "Do credit shocks matter? A global perspective," European Economic Review, Elsevier, vol. 55(3), pages 340-353, April.
  4. Mario Crucini & Ayhan Kose & Christopher Otrok, 2011. "What are the driving forces of international business cycles?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 156-175, January.
  5. Romain Houssa & Christopher Otrok & Radu Puslenghea, 2010. "A Model for Monetary Policy Analysis for Sub-Saharan Africa," Open Economies Review, Springer, vol. 21(1), pages 127-145, February.
  6. Ayhan Kose, M. & Otrok, Christopher & Whiteman, Charles H., 2008. "Understanding the evolution of world business cycles," Journal of International Economics, Elsevier, vol. 75(1), pages 110-130, May.
  7. Del Negro, Marco & Otrok, Christopher, 2007. "99 Luftballons: Monetary policy and the house price boom across U.S. states," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 1962-1985, October.
  8. Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 2007. "A generalized volatility bound for dynamic economies," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2269-2290, November.
  9. M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003. "International Business Cycles: World, Region, and Country-Specific Factors," American Economic Review, American Economic Association, vol. 93(4), pages 1216-1239, September.
  10. Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2002. "Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 149-174.
  11. Otrok, Christopher & Ravikumar, B. & Whiteman, Charles H., 2002. "Habit formation: a resolution of the equity premium puzzle?," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1261-1288, September.
  12. Otrok, Christopher, 2001. "Spectral Welfare Cost Functions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(2), pages 345-67, May.
  13. Otrok, Christopher, 2001. "On measuring the welfare cost of business cycles," Journal of Monetary Economics, Elsevier, vol. 47(1), pages 61-92, February.
  14. Otrok, Christopher & Whiteman, Charles H, 1998. "Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 997-1014, November.
  15. Michael Dotsey & Christopher Otrok, 1995. "The rational expectations hypothesis of the term structure, monetary policy, and time-varying term premia," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 65-81.
  16. Michael Dotsey & Christopher Otrok, 1994. "M2 and monetary policy: a critical review of the recent debate," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 41-49.
  17. Boschen, John F & Otrok, Christopher M, 1994. "Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment," American Economic Review, American Economic Association, vol. 84(5), pages 1470-73, December.
  18. Peter Ireland & Christopher Otrok, 1992. "Forecasting the effects of reduced defense spending," Economic Review, Federal Reserve Bank of Richmond, issue Nov, pages 3-11.

Software components

  1. Mario Crucini & Ayhan Khose & Christopher Otrok, 2010. "Code and data files for "What are the driving forces of international business cycles?"," Computer Codes 09-43, Review of Economic Dynamics.
  2. Christopher Otrok, 2001. "Gauss programs for On Measuring the Welfare Costs of Business Cycles," QM&RBC Codes 79, Quantitative Macroeconomics & Real Business Cycles.

Chapters

  1. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E.Terrones, 2012. "Global House Price Fluctuations: Synchronization and Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012 National Bureau of Economic Research, Inc.
  2. Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric R. Young, 2011. "Revisiting Overborrowing and its Policy Implications," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.), Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 6, pages 145-184 Central Bank of Chile.

Editor

  1. Journal of Economic Dynamics and Control, Elsevier.

NEP Fields

30 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (6) 2006-03-05 2008-06-07 2008-09-05 2008-10-07 2008-10-07 2010-04-17. Author is listed
  2. NEP-CBA: Central Banking (15) 2005-12-01 2008-04-29 2008-10-07 2010-04-17 2010-07-17 2010-11-13 2011-04-02 2011-04-23 2011-06-11 2012-08-23 2012-08-23 2012-08-23 2012-11-03 2012-12-06 2013-04-06. Author is listed
  3. NEP-CMP: Computational Economics (1) 2012-10-27
  4. NEP-CSE: Economics of Strategic Management (1) 2006-03-05
  5. NEP-DGE: Dynamic General Equilibrium (10) 2006-03-05 2010-04-17 2010-07-17 2010-11-13 2011-04-02 2011-04-23 2011-06-11 2012-10-27 2012-11-03 2012-12-06. Author is listed
  6. NEP-ETS: Econometric Time Series (2) 2008-06-07 2008-09-05
  7. NEP-FDG: Financial Development & Growth (1) 2010-12-04
  8. NEP-GEO: Economic Geography (3) 2013-01-26 2013-02-16 2013-03-09
  9. NEP-IFN: International Finance (2) 2012-10-27 2013-03-09
  10. NEP-LAB: Labour Economics (2) 2008-09-05 2011-10-09
  11. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2011-10-09
  12. NEP-MAC: Macroeconomics (23) 2005-12-01 2006-03-05 2008-04-29 2008-06-07 2008-08-06 2008-09-05 2008-10-07 2008-10-07 2010-04-17 2010-07-17 2010-11-13 2010-12-04 2011-04-02 2011-06-11 2012-05-02 2012-08-23 2012-08-23 2012-08-23 2012-09-16 2012-11-03 2012-12-06 2013-03-09 2013-04-06. Author is listed
  13. NEP-MON: Monetary Economics (8) 2005-12-01 2010-04-17 2012-08-23 2012-08-23 2012-08-23 2012-10-27 2012-11-03 2013-04-06. Author is listed
  14. NEP-OPM: Open Economy Macroeconomic (11) 2008-04-29 2008-06-07 2008-08-06 2008-10-07 2010-12-04 2011-04-02 2011-06-11 2012-08-23 2013-01-26 2013-03-09 2013-04-06. Author is listed
  15. NEP-URE: Urban & Real Estate Economics (4) 2005-12-01 2012-09-16 2013-01-26 2013-03-09

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Citations
  4. Number of Citations, Discounted by Citation Age
  5. Number of Citations, Weighted by Simple Impact Factor
  6. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Recursive Impact Factor
  8. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. h-index
  15. Number of Registered Citing Authors
  16. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  17. Number of Journal Pages, Weighted by Recursive Impact Factor
  18. Number of Abstract Views in RePEc Services over the past 12 months
  19. Number of Downloads through RePEc Services over the past 12 months
  20. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  21. Wu-Index

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