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Christoffer Koch

Personal Details

First Name:Christoffer
Middle Name:
Last Name:Koch
Suffix:
RePEc Short-ID:pko342
http://www.christofferkoch.com
2200 North Pearl Street Dallas, TX 75201.
Terminal Degree:2011 Department of Economics; Oxford University (from RePEc Genealogy)

Affiliation

(95%) Economic Research Department
Federal Reserve Bank of Dallas

Dallas, Texas (United States)
http://www.dallasfed.org/research.cfm

:


RePEc:edi:efrbdus (more details at EDIRC)

(5%) Department of Economics
Southern Methodist University

Dallas, Texas (United States)
http://www.smu.edu/economics/

: (214) 768-3577
(214) 768-1821
P.O. Box 750496, Dallas, TX 75275-0496
RePEc:edi:desmuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Michael D. Bordo & John V. Duca & Christoffer Koch, 2016. "Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades," NBER Working Papers 22021, National Bureau of Economic Research, Inc.
  2. Fernholz, Ricardo T. & Koch, Christoffer, 2016. "Why are big banks getting bigger?," Working Papers 1604, Federal Reserve Bank of Dallas.
  3. Fernholz, Ricardo T. & Koch, Christoffer, 2016. "The rank effect for commodities," Working Papers 1607, Federal Reserve Bank of Dallas.
  4. Koch, Christoffer & Okamura, Ken, 2016. "Why does the FDIC sue?," Working Papers 1601, Federal Reserve Bank of Dallas.
  5. Koch, Christoffer & Yung, Julieta, 2016. "Macroeconomic news and asset prices before and after the zero lower bound," Globalization and Monetary Policy Institute Working Paper 287, Federal Reserve Bank of Dallas.
  6. Bluedorn, John C. & Bowdler, Christopher & Koch, Christoffer, 2014. "Heterogeneous bank lending responses to monetary policy: new evidence from a real-time identification," Working Papers 1404, Federal Reserve Bank of Dallas.
  7. Koch, Christoffer, 2014. "Deposit interest rate ceilings as credit supply shifters: bank level evidence on the effects of Regulation Q," Working Papers 1406, Federal Reserve Bank of Dallas.

Articles

  1. Fernholz, Ricardo T. & Koch, Christoffer, 2017. "Bank Asset Concentration Not Necessarily Cause for Worry," Economic Letter, Federal Reserve Bank of Dallas, vol. 12(7), pages 1-4, June.
  2. John C. Bluedorn & Christopher Bowdler & Christoffer Koch, 2017. "Heterogeneous Bank Lending Responses to Monetary Policy: New Evidence from a Real-Time Identification," International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 95-149, February.
  3. Koch, Christoffer & Yung, Julieta, 2017. "Impact of Macroeconomic Surprises Changed After Zero Lower Bound," Economic Letter, Federal Reserve Bank of Dallas, vol. 12(8), pages 1-4, July.
  4. Koch, Christoffer & Pieters, Gina, 2017. "Blockchain Technology Disrupting Traditional Records Systems," Financial Insights, Federal Reserve Bank of Dallas, vol. 6(2), pages 1-4.
  5. Ricardo T. Fernholz & Christoffer Koch, 2017. "Big Banks, Idiosyncratic Volatility, and Systemic Risk," American Economic Review, American Economic Association, vol. 107(5), pages 603-607, May.
  6. Christoffer Koch & Gary Richardson & Patrick Van Horn, 2016. "Bank Leverage and Regulatory Regimes: Evidence from the Great Depression and Great Recession," American Economic Review, American Economic Association, vol. 106(5), pages 538-542, May.
  7. Bordo, Michael D. & Duca, John V. & Koch, Christoffer, 2016. "Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades," Journal of Financial Stability, Elsevier, vol. 26(C), pages 90-106.
  8. Ash, Preston & Koch, Christoffer & Siems, Thomas F., 2015. "Too small to succeed?—community banks in a new regulatory environment," Financial Insights, Federal Reserve Bank of Dallas, vol. 4(4), pages 1-4.
  9. Koch, Christoffer, 2015. "Deposit interest rate ceilings as credit supply shifters: Bank level evidence on the effects of Regulation Q," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 316-326.
  10. Cooke, J.B. & Koch, Christoffer & Murphy, Anthony, 2015. "Liquidity mismatch helps predict bank failure and distress," Economic Letter, Federal Reserve Bank of Dallas, vol. 10(6), pages 1-4, May.
  11. Cooke, J.B. & Koch, Christoffer, 2014. "Weakly capitalized banks slowed lending recovery after recession," Economic Letter, Federal Reserve Bank of Dallas, vol. 9(1), pages 1-4, January.
  12. Mark Rogers & Christian Helmers & Christoffer Koch, 2010. "Firm growth and firm size," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1547-1550.

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. Michael D. Bordo & John V. Duca & Christoffer Koch, 2016. "Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades," NBER Working Papers 22021, National Bureau of Economic Research, Inc.

    Cited by:

    1. Duca, John V. & Saving, Jason L., 2018. "What drives economic policy uncertainty in the long and short runs: European and U.S. evidence over several decades," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 128-145.
    2. Belke, Ansgar & Kronen, Dominik, 2017. "The impact of uncertainty on macro variables: An SVAR-based empirical analysis for EU countries," Ruhr Economic Papers 699, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    3. John V. Duca & Lilit Popoyan & Susan M. Wachter, 2016. "Real Estate and the Great Crisis: Lessons for Macro-Prudential Policy," LEM Papers Series 2016/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    4. Belke, Ansgar & Osowski, Thomas, 2017. "International effects of euro area versus US policy uncertainty: A FAVAR approach," Ruhr Economic Papers 689, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    5. Bordo, Michael D. & Duca, John V., 2018. "The Impact of the Dodd-Frank Act on Small Business," Working Papers 1806, Federal Reserve Bank of Dallas.
    6. Ambrocio, Gene, 2017. "The real effects of overconfidence and fundamental uncertainty shocks," Research Discussion Papers 37/2017, Bank of Finland.
    7. Piergiorgio Alessandri & Margherita Bottero, 2017. "Bank lending in uncertain times," Temi di discussione (Economic working papers) 1109, Bank of Italy, Economic Research and International Relations Area.
    8. Gete, Pedro & Melkadze, Givi, 2018. "Aggregate volatility and international dynamics. The role of credit supply," Journal of International Economics, Elsevier, vol. 111(C), pages 143-158.
    9. Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
    10. Duca, John V., 2017. "The Great Depression versus the Great Recession in the U.S.: How fiscal, monetary, and financial polices compare," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 50-64.
    11. Prüser, Jan & Schlösser, Alexander, 2017. "The effects of economic policy uncertainty on European economies: Evidence from a TVP-FAVAR," Ruhr Economic Papers 708, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    12. Peter Claeys, 2017. "Uncertainty spillover and policy reactions," Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 35(82), pages 64-77, April.
    13. Bank for International Settlements, 2018. "Structural changes in banking after the crisis," CGFS Papers, Bank for International Settlements, number 60.

  2. Fernholz, Ricardo T. & Koch, Christoffer, 2016. "Why are big banks getting bigger?," Working Papers 1604, Federal Reserve Bank of Dallas.

    Cited by:

    1. Ricardo T. Fernholz & Robert Fernholz, 2016. "A Rank-Based Approach to Zipf's Law," Papers 1602.08533, arXiv.org.
    2. Bordo, Michael D. & Duca, John V. & Koch, Christoffer, 2016. "Economic policy uncertainty and the credit channel: aggregate and bank level U.S. evidence over several decades," Working Papers 1605, Federal Reserve Bank of Dallas.
    3. Eduardo Dávila & Ansgar Walther, 2017. "Does Size Matter? Bailouts with Large and Small Banks," NBER Working Papers 24132, National Bureau of Economic Research, Inc.
    4. Ricardo T. Fernholz & Robert Fernholz, 2017. "The Universality of Zipf's Law," Papers 1707.04285, arXiv.org, revised Oct 2018.
    5. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.

  3. Koch, Christoffer & Yung, Julieta, 2016. "Macroeconomic news and asset prices before and after the zero lower bound," Globalization and Monetary Policy Institute Working Paper 287, Federal Reserve Bank of Dallas.

    Cited by:

    1. Frankel, Jeffrey & Saiki, Ayako, 2016. "Does It Matter If Statistical Agencies Frame the Month's CPI Report on a 1-Month or 12-Month Basis?," Working Paper Series 16-011, Harvard University, John F. Kennedy School of Government.

  4. Bluedorn, John C. & Bowdler, Christopher & Koch, Christoffer, 2014. "Heterogeneous bank lending responses to monetary policy: new evidence from a real-time identification," Working Papers 1404, Federal Reserve Bank of Dallas.

    Cited by:

    1. Igan, Deniz & Kabundi, Alain & De Simone, Francisco Nadal & Tamirisa, Natalia, 2017. "Monetary policy and balance sheets," Journal of Policy Modeling, Elsevier, vol. 39(1), pages 169-184.
    2. Koch, Christoffer, 2015. "Deposit interest rate ceilings as credit supply shifters: Bank level evidence on the effects of Regulation Q," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 316-326.
    3. Ramos-Tallada, Julio, 2015. "Bank risks, monetary shocks and the credit channel in Brazil: Identification and evidence from panel data," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 135-161.
    4. Bordo, Michael D. & Duca, John V. & Koch, Christoffer, 2016. "Economic policy uncertainty and the credit channel: aggregate and bank level U.S. evidence over several decades," Working Papers 1605, Federal Reserve Bank of Dallas.
    5. Pavel Kapinos, 2018. "Monetary Policy News and Systemic Risk at the Zero Lower Bound," 2018 Meeting Papers 1052, Society for Economic Dynamics.
    6. Carolina Ortega Londoño, 2018. "Transmission of Monetary Policy and Bank Heterogeneity in Colombia," DOCUMENTOS DE TRABAJO CIEF 016792, UNIVERSIDAD EAFIT.

  5. Koch, Christoffer, 2014. "Deposit interest rate ceilings as credit supply shifters: bank level evidence on the effects of Regulation Q," Working Papers 1406, Federal Reserve Bank of Dallas.

    Cited by:

    1. Mark A Carlson & David C Wheelock, 2016. "Near-money premiums, monetary policy, and the integration of money markets: lessons from deregulation," BIS Working Papers 581, Bank for International Settlements.
    2. John C. Bluedorn & Christopher Bowdler & Christoffer Koch, 2017. "Heterogeneous Bank Lending Responses to Monetary Policy: New Evidence from a Real-Time Identification," International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 95-149, February.
    3. Sun, Rongrong, 2018. "Requiem for the Interest-Rate Controls in China," MPRA Paper 87700, University Library of Munich, Germany.
    4. Bordo, Michael D. & Duca, John V. & Koch, Christoffer, 2016. "Economic policy uncertainty and the credit channel: aggregate and bank level U.S. evidence over several decades," Working Papers 1605, Federal Reserve Bank of Dallas.

Articles

  1. John C. Bluedorn & Christopher Bowdler & Christoffer Koch, 2017. "Heterogeneous Bank Lending Responses to Monetary Policy: New Evidence from a Real-Time Identification," International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 95-149, February.
    See citations under working paper version above.
  2. Koch, Christoffer & Yung, Julieta, 2017. "Impact of Macroeconomic Surprises Changed After Zero Lower Bound," Economic Letter, Federal Reserve Bank of Dallas, vol. 12(8), pages 1-4, July.

    Cited by:

    1. Ioannis N. Kallianiotis, 2018. "Exchange Rate Expectations," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(2), pages 1-5.

  3. Christoffer Koch & Gary Richardson & Patrick Van Horn, 2016. "Bank Leverage and Regulatory Regimes: Evidence from the Great Depression and Great Recession," American Economic Review, American Economic Association, vol. 106(5), pages 538-542, May.

    Cited by:

    1. John V. Duca & Lilit Popoyan & Susan M. Wachter, 2016. "Real Estate and the Great Crisis: Lessons for Macro-Prudential Policy," LEM Papers Series 2016/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    2. Richardson, Gary & Van Horn, Patrick, 2018. "In the eye of a Storm: Manhattan's money center banks during the international financial crisis of 1931," Explorations in Economic History, Elsevier, vol. 68(C), pages 71-94.
    3. Duca, John V., 2017. "The Great Depression versus the Great Recession in the U.S.: How fiscal, monetary, and financial polices compare," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 50-64.

  4. Bordo, Michael D. & Duca, John V. & Koch, Christoffer, 2016. "Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades," Journal of Financial Stability, Elsevier, vol. 26(C), pages 90-106.
    See citations under working paper version above.
  5. Koch, Christoffer, 2015. "Deposit interest rate ceilings as credit supply shifters: Bank level evidence on the effects of Regulation Q," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 316-326. See citations under working paper version above.
  6. Cooke, J.B. & Koch, Christoffer & Murphy, Anthony, 2015. "Liquidity mismatch helps predict bank failure and distress," Economic Letter, Federal Reserve Bank of Dallas, vol. 10(6), pages 1-4, May.

    Cited by:

    1. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model," LEM Papers Series 2015/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

  7. Cooke, J.B. & Koch, Christoffer, 2014. "Weakly capitalized banks slowed lending recovery after recession," Economic Letter, Federal Reserve Bank of Dallas, vol. 9(1), pages 1-4, January.

    Cited by:

    1. Klein, Paul-Olivier & Weill, Laurent, 2018. "Bank profitability and economic growth," BOFIT Discussion Papers 15/2018, Bank of Finland, Institute for Economies in Transition.

  8. Mark Rogers & Christian Helmers & Christoffer Koch, 2010. "Firm growth and firm size," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1547-1550.

    Cited by:

    1. Weber, Henning, 2013. "Learning By Doing in New Firms and the Optimal Rate of Inflation," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79761, Verein für Socialpolitik / German Economic Association.
    2. Myriam hernández-Robles & F. Javier Sánchez Vidal, 2014. "Conservadurismo financiero y creación de empleo," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 2, pages 1-1, December.
    3. Giovanni Garegnani & Emilia Merlotti & Angeloantonio Russo, 2015. "Scoring Firms’ Codes of Ethics: An Explorative Study of Quality Drivers," Journal of Business Ethics, Springer, vol. 126(4), pages 541-557, February.
    4. Reicher, Christopher Phillip, 2010. "A frictionless model of job flows and the Beveridge Curve," Kiel Working Papers 1636, Kiel Institute for the World Economy (IfW).
    5. Weber, Henning, 2012. "The optimal inflation rate and firm-level productivity growth," Kiel Working Papers 1773, Kiel Institute for the World Economy (IfW).
    6. Daunfeldt, Sven-Olov & Halvarsson, Daniel & Johansson, Dan, 2012. "A cautionary note on using the Eurostat-OECD definition of high-growth firms," HUI Working Papers 65, HUI Research.
    7. Reicher, Christopher Phillip, 2011. "Hiring chains and the dynamic behavior of job and worker flows," Kiel Working Papers 1709, Kiel Institute for the World Economy (IfW).
    8. Weber, Henning, 2015. "Innovation and the Optimal Rate of Inflation," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113087, Verein für Socialpolitik / German Economic Association.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 11 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-BAN: Banking (8) 2013-09-28 2014-03-30 2014-09-05 2016-03-06 2016-03-17 2016-03-29 2016-06-14 2017-02-05. Author is listed
  2. NEP-MAC: Macroeconomics (7) 2014-03-30 2014-09-05 2016-03-17 2016-03-29 2016-06-14 2017-02-05 2017-02-05. Author is listed
  3. NEP-CBA: Central Banking (5) 2013-09-28 2014-03-30 2014-09-05 2016-03-06 2017-02-05. Author is listed
  4. NEP-MON: Monetary Economics (5) 2013-09-28 2014-03-30 2014-09-05 2016-03-29 2016-06-14. Author is listed
  5. NEP-CFN: Corporate Finance (1) 2016-03-06
  6. NEP-HIS: Business, Economic & Financial History (1) 2014-09-05
  7. NEP-REG: Regulation (1) 2014-09-05

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