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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
http://web.missouri.edu/~otrokc/
909 University Avenue 118 Professional Building Columbia, MO 65211-6040
573-882-1587
Columbia, Missouri (United States)
http://economics.missouri.edu/

: (573) 882-0063
(573) 882-2697
118 Professional Building, Columbia, MO 65211
RePEc:edi:edumous (more details at EDIRC)
St. Louis, Missouri (United States)
http://research.stlouisfed.org/

:
(314)444-8753
P.O. Box 442, St. Louis, MO 63166
RePEc:edi:efrblus (more details at EDIRC)
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  1. Romain Houssa & Jolan Mohimont & Christopher Otrok, 2015. "The Sources of Business Cycles in a Low Income Country," IMF Working Papers 15/40, International Monetary Fund.
  2. Jackson, Laura E. & Kose, M. Ayhan & Otrok, Christopher & Owyang, Michael T., 2015. "Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement," Working Papers 2015-31, Federal Reserve Bank of St. Louis.
  3. Benigno, Gianluca & Chen, Huigang & Otrok, Christopher & Rebucci, Alessandro & Young, Eric R, 2014. "Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective," CEPR Discussion Papers 9936, C.E.P.R. Discussion Papers.
  4. Kollmann, Robert & Leeper, Eric & Otrok, Christopher & Roeger, Werner, 2013. "Fiscal Policy in the Aftermath of the Crisis," MPRA Paper 69897, University Library of Munich, Germany.
  5. HIRATA Hideaki & Ayhan KOSE & Christopher OTROK, 2013. "Regionalization vs. Globalization," Discussion papers 13004, Research Institute of Economy, Trade and Industry (RIETI).
  6. Houssa Romain & Jolan Mohimont & Chris Otrok, 2013. "Credit Shocks and Macroeconomic Fluctuations in Emerging Markets," CESifo Working Paper Series 4281, CESifo Group Munich.
  7. Eric Young & Alessandro Rebucci & Christopher Otrok, 2013. "Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective," 2013 Meeting Papers 641, Society for Economic Dynamics.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Thomas Helbling & Ayhan Kose & Christopher Otrok & Raju Huidrom, 2010. "Do Credit Shocks Matter? A Global Perspective," IMF Working Papers 10/261, International Monetary Fund.
  14. André Kurmann & Christopher Otrok, 2010. "News Shocks and the Slope of the Term Structure of Interest Rates," Cahiers de recherche 1005, CIRPEE.
  15. 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.
  16. 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.
  17. 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.
  18. 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).
  19. 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.
  20. 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.
  21. 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.
  22. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2005. "Understanding the Evolution of World Business Cycles," IMF Working Papers 05/211, International Monetary Fund.
  23. Marco Del Negro & Christopher Otrok, 2005. "Monetary policy and the house price boom across U.S. states," FRB Atlanta Working Paper 2005-24, Federal Reserve Bank of Atlanta.
  24. 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.
  25. 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.
  26. Christopher Otrok, 2000. "On Measuring the Welfare Cost of Business Cycles," Econometric Society World Congress 2000 Contributed Papers 1094, Econometric Society.
  27. 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.
  28. 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.
  29. Christopher Otrok & Charles H. Whiteman, 1996. "Baynesian Leading Indicators: Measuring and Predicting Economic Conditions," Macroeconomics 9610002, EconWPA.
  30. 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.
  1. Cooke, Diana A. & Kose, M. Ayhan & Otrok, Christopher & Owyang, Michael T., 2015. "Regional vs. Global: How Are Countries' Business Cycles Moving Together These Days?," The Regional Economist, Federal Reserve Bank of St. Louis, issue April.
  2. Romain Houssa & Jolan Mohimont & Christopher Otrok, 2015. "Sources of Business Cycles in a Low Income Country," Pacific Economic Review, Wiley Blackwell, vol. 20(1), pages 125-148, 02.
  3. Andr? Kurmann & Christopher Otrok, 2013. "News Shocks and the Slope of the Term Structure of Interest Rates," American Economic Review, American Economic Association, vol. 103(6), pages 2612-32, October.
  4. 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.
  5. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 119 - 166.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Otrok, Christopher, 2001. "On measuring the welfare cost of business cycles," Journal of Monetary Economics, Elsevier, vol. 47(1), pages 61-92, February.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Peter Ireland & Christopher Otrok, 1992. "Forecasting the effects of reduced defense spending," Economic Review, Federal Reserve Bank of Richmond, issue Nov, pages 3-11.
  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.
  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, pages 119-166 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 37 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-MAC: Macroeconomics (29) 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 2013-09-24 2013-12-29 2014-05-24 2014-06-02 2015-04-19 2016-05-14. Author is listed
  2. NEP-CBA: Central Banking (18) 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 2013-12-29 2014-06-02 2016-05-14. Author is listed
  3. NEP-OPM: Open Economy Macroeconomics (16) 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 2013-12-29 2014-05-24 2014-06-02 2015-04-19 2016-05-14. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (12) 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 2013-12-29 2016-05-14. Author is listed
  5. NEP-MON: Monetary Economics (10) 2005-12-01 2010-04-17 2012-08-23 2012-08-23 2012-08-23 2012-10-27 2012-11-03 2013-04-06 2013-12-29 2016-05-14. Author is listed
  6. NEP-BEC: Business Economics (7) 2006-03-05 2008-06-07 2008-09-05 2008-10-07 2008-10-07 2010-04-17 2014-05-24. Author is listed
  7. NEP-URE: Urban & Real Estate Economics (6) 2005-12-01 2012-09-16 2013-01-26 2013-03-09 2013-09-24 2014-05-24. Author is listed
  8. NEP-GEO: Economic Geography (4) 2013-01-26 2013-02-16 2013-03-09 2014-05-24
  9. NEP-IFN: International Finance (4) 2012-10-27 2013-03-09 2013-09-24 2014-05-24
  10. NEP-ETS: Econometric Time Series (3) 2008-06-07 2008-09-05 2015-11-01
  11. NEP-LAB: Labour Economics (2) 2008-09-05 2011-10-09
  12. NEP-AFR: Africa (1) 2015-04-19
  13. NEP-AGR: Agricultural Economics (1) 2015-04-19
  14. NEP-CMP: Computational Economics (1) 2012-10-27
  15. NEP-CSE: Economics of Strategic Management (1) 2006-03-05
  16. NEP-ECM: Econometrics (1) 2015-11-01
  17. NEP-FDG: Financial Development & Growth (1) 2010-12-04
  18. NEP-HIS: Business, Economic & Financial History (1) 2014-05-24
  19. NEP-INT: International Trade (1) 2014-05-24
  20. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2011-10-09
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