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Christian Andrew Johnson

Personal Details

First Name:Christian
Middle Name:Andrew
Last Name:Johnson
Suffix:
RePEc Short-ID:pjo34
http://WWW.ECONOMETRIA.CL
INTERNATIONAL MONETARY FUND 700 19TH ST, NW WASHINGTON DC
1 202 6238896

Affiliation

(34%) Escuela de Negocios
Universidad Adolfo Ibáñez

Santiago, Chile
http://www.uai.cl/negocios

:


RePEc:edi:enuaicl (more details at EDIRC)

(33%) International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/

: (202) 623-7000
(202) 623-4661
700 19th Street, N.W., Washington DC 20431
RePEc:edi:imfffus (more details at EDIRC)

(33%) Joint Vienna Institute

Wien, Austria
http://www.jvi.org/

: +43 1 798 94 95
+43 1 798 05 25
Mariahilfer Strasse 97, A-1060 Vienna
RePEc:edi:jviiiat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Brenda Gonzalez-Hermosillo & Christian A Johnson, 2014. "Transmission of Financial Stress in Europe; The Pivotal Role of Italy and Spain, but not Greece," IMF Working Papers 14/76, International Monetary Fund.
  2. Christian A Johnson, 2013. "Potential Output and Output Gap in Central America, Panama and Dominican Republic," IMF Working Papers 13/145, International Monetary Fund.
  3. Christian A Johnson & Rodrigo Vergara, 2005. "The Implementation of Monetary Policy in an Emerging Economy: The Case of Chile," Documentos de Trabajo 291, Instituto de Economia. Pontificia Universidad Católica de Chile..
  4. Francisco A. Gallego & Christian A. Johnson, 2003. "Building Confidence Intervals for the Band-Pass and Hodrick-Prescott Filters: An Application Using Bootstrapping," Working Papers Central Bank of Chile 202, Central Bank of Chile.
  5. Christian A. Johnson, 2002. "Value at Risk: Teoría y Aplicaciones," Working Papers Central Bank of Chile 136, Central Bank of Chile.
  6. Alejandro Gaytán & Christian A. Johnson, 2002. "A Review of the Literature on Early Warning Systems for Banking Crises," Working Papers Central Bank of Chile 183, Central Bank of Chile.
  7. Christian A. Johnson, 2000. "Un Modelo de Intervención Cambiaria," Working Papers Central Bank of Chile 90, Central Bank of Chile.
  8. Christian Andrew Johnson, 2000. "Métodos de Evaluación del Riesgo para Portafolios de Inversión," Working Papers Central Bank of Chile 67, Central Bank of Chile.
  9. Christian A. Johnson, 2000. "Value at Risk Ajustado por Liquidez: Una Aplicación a los Bonos Soberanos Chilenos," Working Papers Central Bank of Chile 76, Central Bank of Chile.
  10. Christian A. Johnson, 2000. "Un Modelo de Switching para el Crecimiento en Chile," Working Papers Central Bank of Chile 84, Central Bank of Chile.
  11. Christian Johnson, 1997. "Optimization Using Genetic Algorithms: An Application to the Real Business Cycle Model," Working Papers Central Bank of Chile 10, Central Bank of Chile.
  12. Christian Johnson, 1997. "Velocity and Money Demand in an Economy with Cash and Credit Goods," Working Papers Central Bank of Chile 05, Central Bank of Chile.

Articles

  1. González-Hermosillo, Brenda & Johnson, Christian, 2017. "Transmission of financial stress in Europe: The pivotal role of Italy and Spain, but not Greece," Journal of Economics and Business, Elsevier, vol. 90(C), pages 49-64.
  2. Christian A., Johnson, 2015. "Producción potencial y brecha de producción en Centroamérica, Panamá y la República Dominicana (CAPRD)," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(325), pages .5-50, enero-mar.
  3. Christian A. Johnson & Rodrigo Vergara, 2005. "The implementation of monetary policy in an emerging economy: the case of Chile," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 20(1), pages 45-62, June.
  4. Francisco Gallego & Christian Johnson, 2005. "Building confidence intervals for band-pass and Hodrick-Prescott filters: an application using bootstrapping," Applied Economics, Taylor & Francis Journals, vol. 37(7), pages 741-749.
  5. Christian A. Johnson, 2005. "Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 20(1), pages 95-121, June.
  6. Johnson, Christian A. & Soriano, Fabián A., 2004. "Volatilidad del mercado accionario y la crisis asiática. Evidencia internacional de asimetrías," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(282), pages 355-388, abril-jun.
  7. Benavente, Jose Miguel & Johnson, Christian A. & Morande, Felipe G., 2003. "Debt composition and balance sheet effects of exchange rate depreciations: a firm-level analysis for Chile," Emerging Markets Review, Elsevier, vol. 4(4), pages 397-416, December.
  8. Johnson, Christian A, 2002. "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, Fondo de Cultura Económica, vol. 0(273), pages 65-94, enero-mar.
  9. Francisco Gallego Y. & Christian Johnson M, 2001. "Theoretical and Practical Approaches for Determining Trend Output: an Application to Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 4(2), pages 27-58, August.
  10. Johnson, Christian A., 2001. "Un modelo de intervención cambiaria," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(271), pages 339-367, julio-sep.
  11. Christian Johnson, 2001. "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., vol. 38(115), pages 291-319.
  12. Christian A.Johnson, 2001. "Value at risk: teoría y aplicaciones," Estudios de Economia, University of Chile, Department of Economics, vol. 28(2 Year 20), pages 217-247, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Brenda Gonzalez-Hermosillo & Christian A Johnson, 2014. "Transmission of Financial Stress in Europe; The Pivotal Role of Italy and Spain, but not Greece," IMF Working Papers 14/76, International Monetary Fund.

    Cited by:

    1. Junye Li & Gabriele Zinna, 2014. "How much of bank credit risk is sovereign risk? Evidence from the eurozone," Temi di discussione (Economic working papers) 990, Bank of Italy, Economic Research and International Relations Area.
    2. Cornand, Camille & Gandré, Pauline & Gimet, Céline, 2016. "Increase in home bias in the Eurozone debt crisis: The role of domestic shocks," Economic Modelling, Elsevier, vol. 53(C), pages 445-469.
    3. Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers 2014-9, Kiel Institute for the World Economy (IfW).
    4. Christian A Johnson, 2013. "Potential Output and Output Gap in Central America, Panama and Dominican Republic," IMF Working Papers 13/145, International Monetary Fund.
    5. Emilios C. Galariotis & Panagiota Makrichoriti & Spyros Spyrou, 2016. "Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach," Post-Print hal-01358715, HAL.
    6. Falagiarda, Matteo & Gregori, Wildmer Daniel, 2015. "The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis," European Journal of Political Economy, Elsevier, vol. 39(C), pages 288-304.
    7. Falagiarda, Matteo & Reitz, Stefan, 2015. "Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 276-295.
    8. Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2017. "Regime-Dependent Sovereign Risk Pricing During the Euro Crisis," Review of Finance, European Finance Association, vol. 21(1), pages 363-385.
    9. MacDonald, Ronald & Sogiakas, Vasilios & Tsopanakis, Andreas, 2015. "An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries," Economic Modelling, Elsevier, vol. 48(C), pages 52-69.
    10. M. Falagiarda & W. D. Gregori, 2014. "Fiscal Policy Announcements of Italian Governments and Spread Reaction during the Sovereign Debt Crisis," Working Papers wp961, Dipartimento Scienze Economiche, Universita' di Bologna.
    11. Fuertes, Ana-Maria & Kalotychou, Elena & Saka, Orkun, 2014. "ECB Policy and Eurozone Fragility: Was De Grauwe Right?," CEPS Papers 9414, Centre for European Policy Studies.
    12. Leschinski, Christian & Bertram, Philip, 2017. "Time varying contagion in EMU government bond spreads," Journal of Financial Stability, Elsevier, vol. 29(C), pages 72-91.

  2. Christian A Johnson, 2013. "Potential Output and Output Gap in Central America, Panama and Dominican Republic," IMF Working Papers 13/145, International Monetary Fund.

    Cited by:

    1. International Monetary Fund, 2016. "Nicaragua; 2015 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Nicaragua," IMF Staff Country Reports 16/34, International Monetary Fund.

  3. Francisco A. Gallego & Christian A. Johnson, 2003. "Building Confidence Intervals for the Band-Pass and Hodrick-Prescott Filters: An Application Using Bootstrapping," Working Papers Central Bank of Chile 202, Central Bank of Chile.

    Cited by:

    1. Siem Jan Koopman & Kai Ming Lee, 2005. "Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series," Tinbergen Institute Discussion Papers 05-081/4, Tinbergen Institute.

  4. Christian A. Johnson, 2002. "Value at Risk: Teoría y Aplicaciones," Working Papers Central Bank of Chile 136, Central Bank of Chile.

    Cited by:

    1. Solange M. Berstein & Rómulo A. Chumacero, 2006. "Quantifying the costs of investment limits for Chilean pension funds," Fiscal Studies, Institute for Fiscal Studies, vol. 27(1), pages 99-123, March.
    2. Gonzales-Martínez, Rolando, 2008. "Medidas de Riesgo Financiero y una Aplicación a las Variaciones de Depósitos del Sistema Financiero Boliviano
      [Risk Measures and an Application to the Withdrawals of Deposits in the Bolivian Financ
      ," MPRA Paper 14700, University Library of Munich, Germany.
    3. Pedauga Sánchez, Luis Enrique, 2003. "Modelo de intervención cambiaria para el caso venezolano
      [Exchange intervention model for Venezuelan]
      ," MPRA Paper 35407, University Library of Munich, Germany.
    4. Nikola Radivojevic & Milena Cvjetkovic & Saša Stepanov, 2016. "The new hybrid value at risk approach based on the extreme value theory," Estudios de Economia, University of Chile, Department of Economics, vol. 43(1 Year 20), pages 29-52, June.
    5. Solange Berstein & Rómulo Chumacero, 2005. "Cuantificación de los Costos de los Limites de Inversión para los Fondos de Pensiones Chilenos," Working Papers 3, Superintendencia de Pensiones, revised Apr 2005.
    6. Greg Brunner & Richard Hinz & Roberto Rocha, 2008. "Risk-based Supervision of Pension Funds : Emerging Practices and Challenges," World Bank Publications, The World Bank, number 6419, March.

  5. Alejandro Gaytán & Christian A. Johnson, 2002. "A Review of the Literature on Early Warning Systems for Banking Crises," Working Papers Central Bank of Chile 183, Central Bank of Chile.

    Cited by:

    1. Davis, E. Philip & Karim, Dilruba, 2008. "Comparing early warning systems for banking crises," Journal of Financial Stability, Elsevier, vol. 4(2), pages 89-120, June.
    2. Alessi, Lucia & Antunes, Antonio & Babecky, Jan & Baltussen, Simon & Behn, Markus & Bonfim, Diana & Bush, Oliver & Detken, Carsten & Frost, Jon & Guimaraes, Rodrigo & Havranek, Tomas & Joy, Mark & Kau, 2015. "Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network," MPRA Paper 62194, University Library of Munich, Germany.
    3. ?tefan Rychtárik & Franco Stragiotti, 2009. "Liquidity Risk Monitoring Framework: A Supervisory Tool," BCL working papers 43, Central Bank of Luxembourg.
    4. Mikhail V. Oet & Ryan Eiben & Timothy Bianco & Dieter Gramlich & Stephen J. Ong & Jing Wang, 2011. "SAFE: An early warning system for systemic banking risk," Working Paper 1129, Federal Reserve Bank of Cleveland.
    5. Fedorova, E. & Afanasev, D., 2014. "Comprehensive Crisis Indicator for Russia," Journal of the New Economic Association, New Economic Association, vol. 23(3), pages 38-59.
    6. Wong, Jim & Wong, Tak-Chuen & Leung, Phyllis, 2010. "Predicting banking distress in the EMEAP economies," Journal of Financial Stability, Elsevier, vol. 6(3), pages 169-179, September.
    7. Duttagupta, Rupa & Cashin, Paul, 2011. "Anatomy of banking crises in developing and emerging market countries," Journal of International Money and Finance, Elsevier, vol. 30(2), pages 354-376, March.
    8. Hamdaoui, Mekki, 2016. "Are systemic banking crises in developed and developing countries predictable?," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 114-138.

  6. Christian A. Johnson, 2000. "Un Modelo de Intervención Cambiaria," Working Papers Central Bank of Chile 90, Central Bank of Chile.

    Cited by:

    1. Leon, Jorge & Morera, Ana Patricia & Ramos, Welmer, 2001. "El Pass Through del Tipo de Cambio: Un Análisis para la Economía Costarricense de 1991 al 2001
      [Exchange Rate Pass Throught: an Analysis for the Costarican Economy from 1991 to 2001]
      ," MPRA Paper 44508, University Library of Munich, Germany, revised 2001.
    2. Christian A. Johnson, 2002. "Value at Risk: Teoría y Aplicaciones," Working Papers Central Bank of Chile 136, Central Bank of Chile.
    3. Castillo-Maldonado, Carlos Eduardo, 2008. "Intervención cambiaria en Guatemala: ¿Ha sido efectiva?
      [Foreign Exchange Market Intervention in Guatemala: Has it been Effective?]
      ," MPRA Paper 79038, University Library of Munich, Germany.
    4. Pedauga Sánchez, Luis Enrique, 2003. "Modelo de intervención cambiaria para el caso venezolano
      [Exchange intervention model for Venezuelan]
      ," MPRA Paper 35407, University Library of Munich, Germany.

  7. Christian Andrew Johnson, 2000. "Métodos de Evaluación del Riesgo para Portafolios de Inversión," Working Papers Central Bank of Chile 67, Central Bank of Chile.

    Cited by:

    1. Johnson, Christian A., 2001. "Un modelo de intervención cambiaria," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(271), pages 339-367, julio-sep.
    2. Christian A. Johnson, 2002. "Value at Risk: Teoría y Aplicaciones," Working Papers Central Bank of Chile 136, Central Bank of Chile.
    3. Pinto, Cristian F. & Acuña, Andres A., 2011. "Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
      [Consistency in the evaluation of financial investment perform
      ," MPRA Paper 31301, University Library of Munich, Germany.
    4. Zeballos, David, 2010. "Non-Parametric methods: An application for the risk measurement," MPRA Paper 46251, University Library of Munich, Germany.

  8. Christian A. Johnson, 2000. "Value at Risk Ajustado por Liquidez: Una Aplicación a los Bonos Soberanos Chilenos," Working Papers Central Bank of Chile 76, Central Bank of Chile.

    Cited by:

    1. Johnson, Christian A., 2001. "Un modelo de intervención cambiaria," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(271), pages 339-367, julio-sep.

  9. Christian A. Johnson, 2000. "Un Modelo de Switching para el Crecimiento en Chile," Working Papers Central Bank of Chile 84, Central Bank of Chile.

    Cited by:

    1. Cruz-Rodríguez, Alexis, 2004. "Un análisis del ciclo económico de la República Dominicana bajo cambios de régimen
      [Analysis of business cycle of the Dominican Republic using Markov Switching model]
      ," MPRA Paper 54352, University Library of Munich, Germany.
    2. Idrovo Aguirre, Byron & Contreras, Javier, 2009. "Un Modelo SARIMA para Predecir la Tasa de Desempleo de Chile
      [A model SARIMA to predict chilean unemployment]
      ," MPRA Paper 19369, University Library of Munich, Germany, revised 17 Sep 2009.
    3. Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena, 2003. "El tramo corto de la estructura a plazo como predictor de expectativas de la actividad económica en Colombia," BORRADORES DE ECONOMIA 002559, BANCO DE LA REPÚBLICA.
    4. Idrovo Aguirre, Byron, 2007. "Los Ciclos del Mercado Inmobiliario y su Relación con los Ciclos de la Economía
      [Housing Market Fluctuations and the Economic Cycles]
      ," MPRA Paper 19365, University Library of Munich, Germany, revised 24 Sep 2007.
    5. Byron Idrovo A., 2010. "¿Cuál es el crecimiento de largo plazo de la economía chilena? Una respuesta formal para una antigua pregunta," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID, December.
    6. Idrovo Aguirre, Byron, 2006. "Estimación del spread de tasas de corto y largo plazo: Un indicador de alerta temprana
      [An estimation of short and long term rates spread: a leading indicator]
      ," MPRA Paper 11116, University Library of Munich, Germany, revised 12 Mar 2007.

  10. Christian Johnson, 1997. "Velocity and Money Demand in an Economy with Cash and Credit Goods," Working Papers Central Bank of Chile 05, Central Bank of Chile.

    Cited by:

    1. Jana Hromcová, 2007. "On Income Velocity of Money, Precautionary Money Demand and Growth," Journal of Economics, Springer, vol. 90(2), pages 143-166, March.

Articles

  1. González-Hermosillo, Brenda & Johnson, Christian, 2017. "Transmission of financial stress in Europe: The pivotal role of Italy and Spain, but not Greece," Journal of Economics and Business, Elsevier, vol. 90(C), pages 49-64.
    See citations under working paper version above.
  2. Francisco Gallego & Christian Johnson, 2005. "Building confidence intervals for band-pass and Hodrick-Prescott filters: an application using bootstrapping," Applied Economics, Taylor & Francis Journals, vol. 37(7), pages 741-749.

    Cited by:

    1. Jesús Ferreyra & Jorge Salas, 2006. "The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building," Working Papers 2006-006, Banco Central de Reserva del Perú.
    2. Miroslav Plašil, 2011. "Potenciální produkt, mezera výstupu a míra nejistoty spojená s jejich určením při použití Hodrick-Prescottova filtru
      [Potential Product, Output Gap and Uncertainty Rate Associated with Their Determ
      ," Politická ekonomie, University of Economics, Prague, vol. 2011(4), pages 490-507.

  3. Johnson, Christian A. & Soriano, Fabián A., 2004. "Volatilidad del mercado accionario y la crisis asiática. Evidencia internacional de asimetrías," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(282), pages 355-388, abril-jun.

    Cited by:

    1. Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2014. "Un modelo TGARCH con una distribución t de Student asimétrica y las hipotesis de racionalidad de los inversionistas bursátiles en Latinoamérica
      [A TGARCH model with an asymmetric Student´s t distri
      ," MPRA Paper 53019, University Library of Munich, Germany.

  4. Benavente, Jose Miguel & Johnson, Christian A. & Morande, Felipe G., 2003. "Debt composition and balance sheet effects of exchange rate depreciations: a firm-level analysis for Chile," Emerging Markets Review, Elsevier, vol. 4(4), pages 397-416, December.

    Cited by:

    1. Kátay, Gábor & Péter, Harasztosi, 2017. "Currency Matching and Carry Trade by Non-Financial Corporations," Working Papers 2017-02, Joint Research Centre, European Commission (Ispra site).
    2. Arturo Galindo & Alejandro Izquierdo & José Manuel Montero, 2006. "Real Exchange Rates, Dollarization and Industrial Employment in Latin America," IDB Publications (Working Papers) 1943, Inter-American Development Bank.
    3. Agustinus Prasetyantoko, 2006. "Debt Composition and Balance Sheet Effect of Currency Crisis in Indonesia," Post-Print halshs-00134223, HAL.
    4. Nicolas Berman, 2009. "Financial Crises and International Trade: The Long Way to Recovery," Economics Working Papers ECO2009/23, European University Institute.
    5. David Kohn & Fernando Leibovici & Michal Szkup, 2015. "Financial Frictions and Export Dynamics in Large Devaluations," Department of Economics Working Papers 2015_2, Universidad Torcuato Di Tella.
    6. Ricardo Bebczuk & Arturo Galindo & Ugo Panizza, 2006. "An Evaluation of the Contractionary Devaluation Hypothesis," Department of Economics, Working Papers 064, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
    7. Stephanie Prat, 2007. "The Relevance of Currency Mismatch Indicators: an Analysis Through Determinants of Emerging Market Spreads," Economie Internationale, CEPII research center, issue 111, pages 101-122.
    8. Carlos Andrés Cano Gamboa & Marcela Orozco Chávez & Luis Alfonso Sánchez Betancur, 2008. "Mecanismo de transmisión de las tasas de interés en Colombia (2001-2007)," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID, July.
    9. Kevin Cowan & José De Gregorio, 2007. "International Borrowing, Capital Controls, and the Exchange Rate: Lessons from Chile," NBER Chapters,in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices and Consequences, pages 241-296 National Bureau of Economic Research, Inc.
    10. Brown, Martin & de Haas, Ralph, 2012. "Foreign banks and foreign currency lending in emerging Europe," MPRA Paper 36323, University Library of Munich, Germany.
    11. Friederike Niepmann & Tim Schmidt-Eisenlohr, 2017. "Foreign Currency Loans and Credit Risk: Evidence from U.S. Banks," CESifo Working Paper Series 6700, CESifo Group Munich.
    12. José María Serena & Ricardo Sousa, 2017. "Does exchange rate depreciation have contractionary effects on firm-level investment?," BIS Working Papers 624, Bank for International Settlements.
    13. Endrész, Marianna & Harasztosi, Péter, 2014. "Corporate foreign currency borrowing and investment: The case of Hungary," Emerging Markets Review, Elsevier, vol. 21(C), pages 265-287.
    14. Rajeswari Sengupta, 2014. "Firm dollar debt and central bank dollar reserves: Empirical evidence from Latin America," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2014-013, Indira Gandhi Institute of Development Research, Mumbai, India.
    15. Galindo, Arturo & Panizza, Ugo & Schiantarelli, Fabio, 2003. "Debt composition and balance sheet effects of currency depreciation: a summary of the micro evidence," Emerging Markets Review, Elsevier, vol. 4(4), pages 330-339, December.
    16. Hoyt Bleakley & Kevin Cowan, 2005. "Corporate Dollar Debt and Depreciations: Much Ado About Nothing?," Research Department Publications 4411, Inter-American Development Bank, Research Department.
    17. Martin Brown & Steven Ongena & Pinar Yeşin, 2014. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(1), pages 110-131, March.
    18. Ricardo Caballero & Kevin Cowan & Jonathan Kearns, 2004. "Fear of Sudden Stops: Lessons from Australia and Chile," NBER Working Papers 10519, National Bureau of Economic Research, Inc.
    19. John SERIEUX, 2009. "Partial Dollarization, Exchange Rates, And Firm Investment In Paraguay," The Developing Economies, Institute of Developing Economies, vol. 47(1), pages 53-80.
    20. Oscar Landerretche, 2007. "Job flows in chile," Working Papers wp240, University of Chile, Department of Economics.
    21. Brown, Martin & Kirschenmann, Karolin & Ongena, Steven, 2010. "Foreign Currency Loans - Demand or Supply Driven?," Proceedings of the German Development Economics Conference, Hannover 2010 8, Verein für Socialpolitik, Research Committee Development Economics.
    22. Kevin Cowan L. & Erwin Hansen S. & Luis Óscar Herrera B., 2005. "Currency Mismatches in Non-Financial Firms in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 8(2), pages 57-82, August.
    23. Martin Brown & Steven Ongena & Pinar Yesin, 2009. "Foreign Currency Borrowing by Small Firms," Working Papers 2009-02, Swiss National Bank.
    24. Hoyt Bleakley & Kevin Cowan, 2005. "Deuda empresarial denominada en dólares y depreciación: ¿mucho ruido y pocas nueces?," Research Department Publications 4412, Inter-American Development Bank, Research Department.
    25. Kevin Cowan & Erwin Hansen & Luis Oscar Herrera, 2005. "Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations," Research Department Publications 4387, Inter-American Development Bank, Research Department.
    26. Santiago Villegas Salazar, 2009. "Evidencia del canal de la hoja de balance a través de la inversión de las empresas colombianas (1995-2007)," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 27(60), pages 168-215, December.
    27. Yun Jung Kim & Linda Tesar & Jing Zhang, 2012. "The Impact of Foreign Liabilities on Small Firms: Firm-Level Evidence from the Korean Crisis," NBER Working Papers 17756, National Bureau of Economic Research, Inc.
    28. Miguel FUENTES, 2009. "Dollarization Of Debt Contracts: Evidence From Chilean Firms," The Developing Economies, Institute of Developing Economies, vol. 47(4), pages 458-487.
    29. Kevin Cowan & Erwin Hansen & Luis Óscar Herrera, 2006. "Currency Mismatches in Chilean Nonfinancial Corporations," Central Banking, Analysis, and Economic Policies Book Series,in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.), External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 7, pages 207-252 Central Bank of Chile.
    30. KOC, Umit & SAHIN, Hasan, 2014. "Parasal Aktarım Mekanizması: Firma Bilanço Kanalı ve Türkiye
      [Monetary Transmission Mechanism: Firm Balance Sheet Channel and Turkey]
      ," MPRA Paper 71979, University Library of Munich, Germany.
    31. Oscar Landerretche Moreno, 2007. "Creation and Destruction: Evidence from an Emerging Market," Working Papers wp246, University of Chile, Department of Economics.
    32. Luis Carranza & José Enrique Galdón Sánchez & Javier Gómez Biscarri, 2008. "The relationship between investment and large exchange rate depreciations in dollarized economies," Faculty Working Papers 01/08, School of Economics and Business Administration, University of Navarra.
    33. Kim, Yun Jung, 2016. "Foreign currency exposure and balance sheet effects: A firm-level analysis for Korea," Emerging Markets Review, Elsevier, vol. 26(C), pages 64-79.
    34. Ricardo J. Caballero & Kevin Cowan & Jonathan Kearns, 2005. "El temor a las paradas repentinas: enseñanzas de Australia y Chile," Research Department Publications 4364, Inter-American Development Bank, Research Department.
    35. Brown, M. & Ongena, S. & Yesin, P., 2008. "Currency Denomination of Bank Loans : Evidence from Small Firms in Transition Countries," Discussion Paper 2008-16, Tilburg University, Center for Economic Research.
    36. Azabache, Pablo, 2011. "Decisiones de Inversión en Empresas con Dolarización Financiera," Working Papers 2011-023, Banco Central de Reserva del Perú.
    37. Mehtap Kesriyeli & Erdal Ozmen & Serkan Yigit, 2005. "Corporate Sector Debt Composition and Exchange Rate Balance Sheet Effect in Turkey," ERC Working Papers 0507, ERC - Economic Research Center, Middle East Technical University, revised Nov 2005.
    38. Brown, Martin & Ongena, Steven & Yesin, Pinar, 2011. "Foreign currency borrowing by small firms in the transition economies," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 285-302, July.
    39. KOC, Umit & SAHIN, Hasan, 2016. "Cash-Flow And Investment: A Panel Quantile Approach," MPRA Paper 77437, University Library of Munich, Germany.
    40. César Carrera, 2016. "Identifying the exchange-rate balance sheet effect over firms," Working Papers 2016-66, Peruvian Economic Association.
    41. Brown, M. & de Haas, R., 2010. "Foreign Currency Lending in Emerging Europe : Bank Level Evidence," Discussion Paper 2010-135, Tilburg University, Center for Economic Research.
    42. Marcelin, Isaac & Mathur, Ike, 2016. "Financial sector development and dollarization in emerging economies," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 20-32.
    43. Marina Tkalec & Miroslav Verbič, 2013. "A new look into the prevalence of balance sheet or competitiveness effect of exchange rate depreciation in a highly euroised economy," Post-Communist Economies, Taylor & Francis Journals, vol. 25(2), pages 225-240, June.
    44. Kevin Cowan & Erwin Hansen & Luis Oscar Herrera, 2005. "Descalces cambiarios, repercusiones en el balance general y protección contra el riesgo en empresas no financieras chilenas," Research Department Publications 4388, Inter-American Development Bank, Research Department.

  5. Johnson, Christian A, 2002. "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, Fondo de Cultura Económica, vol. 0(273), pages 65-94, enero-mar.

    Cited by:

    1. Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena, 2003. "El tramo corto de la estructura a plazo como predictor de expectativas de la actividad económica en Colombia," BORRADORES DE ECONOMIA 002559, BANCO DE LA REPÚBLICA.

  6. Johnson, Christian A., 2001. "Un modelo de intervención cambiaria," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(271), pages 339-367, julio-sep.
    See citations under working paper version above.
  7. Christian Johnson, 2001. "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., vol. 38(115), pages 291-319.
    See citations under working paper version above.
  8. Christian A.Johnson, 2001. "Value at risk: teoría y aplicaciones," Estudios de Economia, University of Chile, Department of Economics, vol. 28(2 Year 20), pages 217-247, December.
    See citations under working paper version above.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-PKE: Post Keynesian Economics (6) 2002-02-15 2002-02-15 2002-02-15 2002-02-15 2002-02-15 2002-10-18. Author is listed
  2. NEP-CBA: Central Banking (2) 2002-02-15 2014-07-13
  3. NEP-IFN: International Finance (2) 2002-02-15 2002-02-15
  4. NEP-RMG: Risk Management (2) 2002-10-18 2014-07-13
  5. NEP-CMP: Computational Economics (1) 2003-03-25
  6. NEP-DGE: Dynamic General Equilibrium (1) 2003-03-25
  7. NEP-ECM: Econometrics (1) 2003-03-25
  8. NEP-EEC: European Economics (1) 2014-07-13
  9. NEP-ETS: Econometric Time Series (1) 2003-03-25
  10. NEP-FIN: Finance (1) 2002-10-18
  11. NEP-FMK: Financial Markets (1) 2002-02-15
  12. NEP-HPE: History & Philosophy of Economics (1) 2002-10-18

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