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Information about:
Christopher Otrok

Personal Details | Affiliation | Works
This is information that was supplied by Christopher Otrok in registering through RePEc. If you are Christopher Otrok , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Christopher
Middle Name:
Last Name: Otrok
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RePEc Short-ID: pot2

Email:
Homepage: http://www.people.virginia.edu/~cmo3h/
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Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age

Works

| Working papers | Articles | Software | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!]

  2. 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. [Downloadable!] (restricted)

  3. 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). [Downloadable!]
    Other versions:

  4. 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. [Downloadable!]

  5. M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2005. "Understanding the Evolution of World Business Cycles," IMF Working Papers 05/211, International Monetary Fund. [Downloadable!]
    Published as:

  6. 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. [Downloadable!]

  7. 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.

  8. Christopher Otrok, 2000. "On Measuring the Welfare Cost of Business Cycles," Econometric Society World Congress 2000 Contributed Papers 1094, Econometric Society. [Downloadable!]
    Other versions:
    Published as:

  9. 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. [Downloadable!]
    Other versions:
    Published as:

  10. 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.
    Published as:

  11. Christopher Otrok & Charles H. Whiteman, 1996. "Baynesian Leading Indicators: Measuring and Predicting Economic Conditions," Macroeconomics 9610002, EconWPA. [Downloadable!]

  12. 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.
    Published as:

  13. RePEc:van:wpaper:0815 is not listed on IDEAS

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. 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. [Downloadable!] (restricted)

  3. 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. [Downloadable!] (restricted)

  4. 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. [Downloadable!]

  5. 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. [Downloadable!]
    Other versions:

  6. 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. [Downloadable!] (restricted)
    Other versions:

  7. 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.

  8. Otrok, Christopher, 2001. "On measuring the welfare cost of business cycles," Journal of Monetary Economics, Elsevier, vol. 47(1), pages 61-92, February. [Downloadable!] (restricted)
    Other versions:

  9. 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.
    Other versions:

  10. 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. [Downloadable!]

  11. 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. [Downloadable!]

  12. 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. [Downloadable!] (restricted)

  13. Peter Ireland & Christopher Otrok, 1992. "Forecasting the effects of reduced defense spending," Economic Review, Federal Reserve Bank of Richmond, issue Nov/Dec, pages 3-11. [Downloadable!]

Software components

  1. Christopher Otrok, 2001. "Gauss programs for On Measuring the Welfare Costs of Business Cycles," QM&RBC Codes 79, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (5) 2006-03-05 2008-06-07 2008-09-05 2008-10-07 2008-10-07 Author is listed
  2. NEP-CBA: Central Banking (3) 2005-12-01 2008-04-29 2008-10-07 Author is listed
  3. NEP-CSE: Economics of Strategic Management (1) 2006-03-05
  4. NEP-DGE: Dynamic General Equilibrium (1) 2006-03-05
  5. NEP-ETS: Econometric Time Series (2) 2008-06-07 2008-09-05 Author is listed
  6. NEP-LAB: Labour Economics (1) 2008-09-05
  7. NEP-MAC: Macroeconomics (8) 2005-12-01 2006-03-05 2008-04-29 2008-06-07 2008-08-06 2008-09-05 2008-10-07 2008-10-07 Author is listed
  8. NEP-MON: Monetary Economics (1) 2005-12-01
  9. NEP-OPM: Open MacroEconomics (4) 2008-04-29 2008-06-07 2008-08-06 2008-10-07 Author is listed
  10. NEP-URE: Urban & Real Estate Economics (1) 2005-12-01
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This page was last updated on 2009-6-27.

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