Christopher Otrok

Christopher Otrok
Professor, Sam B. Cook Chair in Economics, Ph.D., Iowa
Macroeconomics, Time Series Econometrics, International Macroeconomics
236 Professional Building
Recent Publications: 

“Optimal Capital Controls and Real Exchange Rate Policy: A Pecuniary Externality Perspective,” Journal of Monetary Economics, vol 84, 2016, pages 147-165 (with Gianluca Benigno, Huigang Chen, Alessandro Rebucci and Eric R. Young)

“Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement,” 2015, Advances in Econometrics Vol. 35. (with Laura E. Jackson, M. Ayhan Kose and Michael T. Owyang)

“The Sources of Business Cycles in a Low Income Country,” Pacific Economic Review, 2015, Vol 20:1 pp 125-148. (with Romain Houssa and Jolan Mohimont)

"News Shocks and the Slope of the Term Structure of Interest Rates,"(with A. Kurmann) American Economic Review, 2013

"Global House Price Fluctuations: Synchronization and Determinants,", (with H. Hirata, M. Ayhan Kose and M. Terrones) NBER International Seminar on Macroeconomics 2012, University of Chicago Press, 2013

"Financial Crises and Macro-Prudential Policies," (with G. Benigno, H. Chen, A. Rebucci and E. R. Young),Journal of International Economics, 2013

"Global Business Cycles: Convergence or Decoupling?" (with M. A. Kose and E. Prasad) International Economic Review, 2012

"What Are The Driving Forces of International Business Cycles?," (with M. Crucini and M. A. Kose) Review of Economic Dynamics, 2011

"Do Credit Shocks Matter? A Global Perspective," (with T. Helbling, R. Huidrom, and M. A. Kose) European Economic Review, 2011

"Revisiting Overborrowing and its Policy Implications," (with G. Benigno, H. Chen, A. Rebucci and E. R. Young), Monetary Policy under Financial Turbulence, (eds. L. Cespedes, R. Chang and D. Saravia), 2011

"A Framework for Monetary Policy Analysis for Sub-Saharan Africa," (with R. Houssa and R. Puslenghea)Open Economies Review, 2010

"Understanding the Evolution of World Business Cycles," (with M. A. Kose and C. H. Whiteman) Journal of International Economics, , 2008

"99 Luftballons: Monetary Policy and the House Price Boom Across U.S. States," (with M. Del Negro) Journal of Monetary Economics, 2007.

"International Business Cycles: World, Region and Country Specific Factors," (with M. A. Kose and C. H. Whiteman) American Economic Review, , 2003