Vita

IDEAS

Contact Info

Website

Email: otrokc@missouri.edu

Mailing Address:
Department of Economics
118 Professional Building
909 University Avenue
University of Missouri
Columbia, MO 65211

Christopher Otrok

Research Fellow

Publications

“Global Business Cycles: Convergence or Decoupling?,” forthcoming, International Economic Review, (with Ayhan Kose and Eswar Prasad).

“What Are The Driving Forces of International Business Cycles?,” Review of Economic Dynamics, 2011, vol. 14(1), pages 156-175, (with Mario Crucini and M. Ayhan Kose).

“Do Credit Shocks Matter? A Global Perspective,” European Economic Review, 2011, vol. 55(3), pages 340-353, (with Thomas Helbling, Raju Huidrom, and M. Ayhan Kose).

“Understanding the Evolution of World Business Cycles,” Journal of International Economics, Volume 75, Issue 1, May 2008, Pages 110-130 (with M. Ayhan Kose and Charles H. Whiteman).

“99 Luftballons: Monetary Policy and the House Price Boom Across U.S. States,” Journal of Monetary Economics, Volume 54, Issue 7, October 2007, Pages 1962-1985. (with Marco Del Negro).

“A Generalized Volatility Bound for Dynamic Economies,” Journal of Monetary Economics, Volume 54, Issue 8, November 2007, Pages 2269-2290, (with B. Ravikumar and Charles H. Whiteman)

“International Business Cycles: World, Region and Country Specific Factors,” American Economic Review, Vol. 93, No. 4, September 2003, p1216-1239. (with M. Ayhan Kose and Charles H. Whiteman)

“Habit Formation: A Resolution of The Equity Premium Puzzle?” Journal of Monetary Economics, September 2002 Vol 49:1261-1288 (with B. Ravikumar and Charles H. Whiteman).

“Evaluating Asset-Pricing Models Using The Hansen–Jagannathan Bound: A Monte Carlo Investigation,” Journal of Applied Econometrics, March/April 2002 Vol 17:149-174 (with B. Ravikumar and Charles H. Whiteman).

“On Measuring the Welfare Cost of Business Cycles,” Journal of Monetary Economics, February 2001, Vol 47:61-92.

“Spectral Welfare Cost Functions,” International Economic Review, May 2001, Vol 42:345-367.

“Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa,” International Economic Review, November 1998, Vol 39:4, (with Charles H. Whiteman).

“Long-Run Neutrality and Superneutrality in an ARIMA Framework: Comment,” American Economic Review, December 1994, (with John F. Boschen).


Subscribe to our newsletter for updates on published research, data news, and latest econ information.
Name:   Email:  
Twitter logo Google Plus logo Facebook logo YouTube logo LinkedIn logo