Chris Otrok

University of Missouri

Professor

118 Professional Building

Columbia, MO 65211

United States

Federal Reserve Banks - Federal Reserve Bank of St. Louis

411 Locust St

Saint Louis, MO 63011

United States

SCHOLARLY PAPERS

26

DOWNLOADS
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SSRN RANKINGS

Top 14,027

in Total Papers Downloads

3,354

CITATIONS
Rank 2,686

SSRN RANKINGS

Top 2,686

in Total Papers Citations

183

Scholarly Papers (26)

1.

International Business Cycles: World, Region, and Country-Specific Factors

Number of pages: 31 Posted: 25 Apr 2000
Development Prospects Group at the World Bank, University of Missouri and Pennsylvania State University - Smeal College of Business
Downloads 590 (44,264)
Citation 329

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2.

Dynamic Factor Models with Time-Varying Parameters: Measuring Changes in International Business Cycles

FRB of New York Staff Report No. 326
Number of pages: 46 Posted: 22 May 2008
Marco Del Negro and Chris Otrok
Federal Reserve Bank of New York and University of Missouri
Downloads 575 (45,763)
Citation 62

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Bayesian factor models, time-varying parameters, Great Moderation, international business cycles

3.

Monetary Policy and the House Price Boom Across U.S. States

FRB of Atlanta Working Paper No. 2005-24
Number of pages: 31 Posted: 03 Nov 2005
Marco Del Negro and Chris Otrok
Federal Reserve Bank of New York and University of Missouri
Downloads 397 (72,420)
Citation 15

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housing, monetary policy, Bayesian analysis

4.
Downloads 380 ( 76,176)
Citation 23

Global Business Cycles: Convergence or Decoupling?

IZA Working Paper No. 3442
Number of pages: 53 Posted: 23 May 2008
M. Ayhan Kose, Chris Otrok and Eswar S. Prasad
Development Prospects Group at the World Bank, University of Missouri and Cornell University - Dyson School of Applied Economics and Management
Downloads 182 (163,369)

Abstract:

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globalization, business cycles, macroeconomic fluctuations, convergence, decoupling

Global Business Cycles: Convergence or Decoupling?

Number of pages: 51 Posted: 06 Apr 2008
M. Ayhan Kose, Chris Otrok and Eswar S. Prasad
Development Prospects Group at the World Bank, University of Missouri and Cornell University - Dyson School of Applied Economics and Management
Downloads 120 (231,081)
Citation 1

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Globalization, Business cycles, Macroeconomic fluctuations, Convergence, Decoupling

Global Business Cycles: Convergence or Decoupling?

IMF Working Paper No. 08/143
Number of pages: 50 Posted: 21 Sep 2009
M. Ayhan Kose, Chris Otrok and Eswar S. Prasad
Development Prospects Group at the World Bank, University of Missouri and Cornell University - Dyson School of Applied Economics and Management
Downloads 47 (400,471)

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Business cycles, Globalization, Developed countries, Developing countries, Spillovers, Economic conditions, Economic integration

Global Business Cycles: Convergence or Decoupling?

NBER Working Paper No. w14292
Number of pages: 53 Posted: 08 Oct 2008 Last Revised: 22 Jul 2010
M. Ayhan Kose, Chris Otrok and Eswar S. Prasad
Development Prospects Group at the World Bank, University of Missouri and Cornell University - Dyson School of Applied Economics and Management
Downloads 18 (545,182)

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Global Business Cycles: Convergence or Decoupling?

Bundesbank Series 1 Discussion Paper No. 2008,17
Number of pages: 76 Posted: 08 Jun 2016
M. Ayhan Kose, Chris Otrok and Eswar S. Prasad
Development Prospects Group at the World Bank, University of Missouri and Cornell University - Dyson School of Applied Economics and Management
Downloads 11 (591,251)
Citation 6

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Globalization, Business cycles, Macroeconomic fluctuations, Convergence, Decoupling

Global Business Cycles: Convergence or Decoupling?

International Economic Review, Vol. 53, Issue 2, pp. 511-538, 2012
Number of pages: 28 Posted: 23 May 2012
M. Ayhan Kose, Chris Otrok and Eswar S. Prasad
Development Prospects Group at the World Bank, University of Missouri and Cornell University - Dyson School of Applied Economics and Management
Downloads 2 (660,308)
Citation 75
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5.
Downloads 256 (117,701)
Citation 2

Regionalization vs. Globalization

CAMA Working Paper 09/2013
Number of pages: 64 Posted: 19 Jul 2013
Hideaki Hirata, M. Ayhan Kose and Chris Otrok
Hosei University, Development Prospects Group at the World Bank and University of Missouri
Downloads 160 (183,029)

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Business cycles, Comovement, Synchronization, Trade linkages, Financial linkages

Regionalization vs. Globalization

FRB of St. Louis Working Paper No. 2013-002A
Number of pages: 67 Posted: 08 Jan 2013
Hideaki Hirata, M. Ayhan Kose and Chris Otrok
Hosei University, Development Prospects Group at the World Bank and University of Missouri
Downloads 48 (396,860)

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business cycles, comovement, synchronization, trade linkages, financial linkages

Regionalization vs. Globalization

IMF Working Paper No. 13/19
Number of pages: 66 Posted: 22 Feb 2013
Hideaki Hirata, M. Ayhan Kose and Chris Otrok
Hosei University, Development Prospects Group at the World Bank and University of Missouri
Downloads 48 (396,860)
Citation 5

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Bilateral trade, Business cycles, Comovement, Cross country analysis, Economic models, Financial linkages, Globalization, Synchronization, Time series, Trade linkages

6.

Understanding the Evolution of World Business Cycles

IMF Working Paper No. 05/211
Number of pages: 36 Posted: 03 Mar 2006
Development Prospects Group at the World Bank, University of Missouri and Pennsylvania State University - Smeal College of Business
Downloads 192 (155,657)
Citation 95

Abstract:

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International business cycles, globalization, transmission of macroeconomic fluctuations

News Shocks and the Slope of the Term Structure of Interest Rates

CIRPEE Working Paper 10-05
Number of pages: 42 Posted: 11 Feb 2010
André Kurmann and Chris Otrok
Drexel University - LeBow College of Business and University of Missouri
Downloads 93 (276,482)
Citation 4

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Term structure of interest rates, news, productivity shocks, business cycles, monetary policy

News Shocks and the Slope of the Term Structure of Interest Rates

Federal Reserve Bank of St. Louis Working Paper No. 2012-011B
Number of pages: 28 Posted: 12 Apr 2012 Last Revised: 07 Dec 2012
André Kurmann and Chris Otrok
Drexel University - LeBow College of Business and University of Missouri
Downloads 67 (336,813)
Citation 29

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News Shocks, Term Structure, Vector Autoregression (VAR)

8.
Downloads 147 (196,155)
Citation 2

Optimal Policy for Macro-Financial Stability

IDB Working Paper No. IDB-WP-361
Number of pages: 55 Posted: 21 Apr 2013
London School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, University of Missouri, Johns Hopkins University - Carey Business School and Inter-American Development Bank (IDB)
Downloads 118 (234,033)

Abstract:

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Optimal Policy for Macro-Financial Stability

FRB of St. Louis Working Paper No. 2012-041A
Number of pages: 49 Posted: 20 Oct 2012
London School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 27 (489,358)

Abstract:

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Capital Controls, Exchange Rate Policy, Financial Frictions, Financial Crises, Macro-Financial Stability, Macro-Prudential Policies

Optimal Policy for Macro-Financial Stability

CEPR Discussion Paper No. DP9223
Number of pages: 41 Posted: 01 Feb 2013
London School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 2 (660,308)
Citation 2
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Bailouts, Capital Controls, Exchange Rate Policy, Financial Crises, Financial Frictions, Macro-Financial Stability, Macro-Prudential Policies

Global House Price Fluctuations: Synchronization and Determinants

IMF Working Paper No. 13/38
Number of pages: 48 Posted: 22 Feb 2013
Hosei University, Development Prospects Group at the World Bank, University of Missouri and International Monetary Fund (IMF)
Downloads 63 (350,890)

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Asset prices, Business cycles, Developed countries, Housing prices, Time series, business cycles, central bank, contractionary monetary policy, exchange rates, financial cycles, financial integration, financial intermediation, financial markets, global financial crisis, global financial markets, global liquidity, global real estate, globalization, globalization period, globalization periods, inflation, interest rates, international financial, international financial markets, long-term interest rates, monetary economics, monetary fund, monetary policy, monetary policy decisions, monetary shock, monetary shocks, transmission of monetary policy

Global House Price Fluctuations: Synchronization and Determinants

CAMA Working Paper 07/2013
Number of pages: 46 Posted: 19 Jul 2013
Hosei University, Development Prospects Group at the World Bank, University of Missouri and International Monetary Fund (IMF)
Downloads 26 (495,166)
Citation 10

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Monetary policy, interest rates, business cycles, financial cycles

Global House Price Fluctuations: Synchronization and Determinants

NBER Working Paper No. w18362
Number of pages: 44 Posted: 08 Sep 2012
Hosei University, Development Prospects Group at the World Bank, University of Missouri and International Monetary Fund (IMF)
Downloads 8 (611,630)
Citation 36

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10.

Capital Controls or Real Exchange Rate Policy? A Pecuniary Externality Perspective

IDB Working Paper No. IDB-WP-393
Number of pages: 33 Posted: 06 Jun 2013
London School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, Johns Hopkins University - Carey Business School, University of Missouri and Inter-American Development Bank (IDB)
Downloads 90 (280,072)

Abstract:

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11.

Financial Crises and Macro-Prudential Policies

IDB Working Paper No. 83
Number of pages: 49 Posted: 25 Apr 2011
London School of Economics & Political Science (LSE) - Department of Economics, International Monetary Fund (IMF), University of Missouri, Johns Hopkins University - Carey Business School and Inter-American Development Bank (IDB)
Downloads 90 (280,072)
Citation 63

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12.

Do Credit Shocks Matter? A Global Perspective

IMF Working Paper No. 10/261
Number of pages: 38 Posted: 01 Feb 2011
International Monetary Fund (IMF) - Middle East and Central Asia Department, affiliation not provided to SSRN, Development Prospects Group at the World Bank and University of Missouri
Downloads 60 (351,994)
Citation 65

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Business cycles, Capital markets, Credit, Cross country analysis, Economic models, Economic recession, External shocks, Group of seven, Time series, United States

13.

Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective

FRB of St. Louis Working Paper No. 2012-025A
Number of pages: 27 Posted: 02 Aug 2012
London School of Economics & Political Science (LSE) - Department of Economics, University of Missouri, Johns Hopkins University - Carey Business School, University of Virginia and MarketShare Partners
Downloads 49 (386,467)
Citation 5

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Capital Controls, Exchange Rate Policy, Financial Frictions, Financial Crises, Financial Stability, Optimal Taxation, Prudential Policies, Planning Problem

14.

The Rational Expectations Hypothesis of the Term Structure, Monetary Policy, and Time-Varying Term Premia

FRB Richmond Economic Quarterly, vol. 81, no. 1, Winter 1995, pp. 65-81
Number of pages: 17 Posted: 15 Nov 2012
Michael Dotsey and Chris Otrok
Federal Reserve Bank of Philadelphia and University of Missouri
Downloads 47 (393,390)
Citation 7

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15.

Credit Shocks and Macroeconomic Fluctuations in Emerging Markets

CESifo Working Paper Series No. 4281
Number of pages: 30 Posted: 26 Jun 2013
Romain Houssa, Jolan Mohimont and Chris Otrok
CRED & CEREFIM, University of Namur, National Bank of Belgium and University of Missouri
Downloads 46 (396,866)
Citation 3

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credit shocks, developing countries, macroeconomic stabilization policies, sign restrictions, Bayesian VAR

16.
Downloads 42 (411,319)
Citation 22

Revisiting Overborrowing and its Policy Implications

IDB Working Paper No. 60
Number of pages: 43 Posted: 21 Apr 2011
London School of Economics & Political Science (LSE) - Department of Economics, International Monetary Fund (IMF), University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 38 (436,121)
Citation 22

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Revisiting Overborrowing and its Policy Implications

CEPR Discussion Paper No. DP7872
Number of pages: 45 Posted: 19 Jul 2010
London School of Economics & Political Science (LSE) - Department of Economics, International Monetary Fund (IMF), University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 4 (640,293)
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Bailouts, Financial Frictions, Macro Prudential Policies, Overborrowing

17.

Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement

FRB St. Louis Working Paper No. 2015-31
Number of pages: 46 Posted: 20 Oct 2015 Last Revised: 03 Jan 2019
Bentley University - Department of Economics, Development Prospects Group at the World Bank, University of Missouri and Federal Reserve Bank of St. Louis - Research Division
Downloads 40 (418,779)
Citation 7

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principal components, Kalman filter, data augmentation, business cycles

18.

What are the Driving Forces of International Business Cycles?

NBER Working Paper No. w14380
Number of pages: 41 Posted: 08 Oct 2008 Last Revised: 03 Nov 2010
Mario J. Crucini, M. Ayhan Kose and Chris Otrok
Vanderbilt University - College of Arts and Science - Department of Economics, Development Prospects Group at the World Bank and University of Missouri
Downloads 36 (434,849)
Citation 59

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19.

M2 and Monetary Policy: A Critical Review of the Recent Debate

FRB Richmond Economic Quarterly, vol. 80, no. 1, Winter 1994, pp. 41-59
Number of pages: 19 Posted: 14 Nov 2012
Michael Dotsey and Chris Otrok
Federal Reserve Bank of Philadelphia and University of Missouri
Downloads 19 (520,531)
Citation 1

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20.

The Sources of Business Cycles in a Low Income Country

IMF Working Paper No. 15/40
Number of pages: 35 Posted: 26 Mar 2015
Romain Houssa, Jolan Mohimont and Chris Otrok
CRED & CEREFIM, University of Namur, National Bank of Belgium and University of Missouri
Downloads 15 (543,691)

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Business cycles, Ghana, South Africa, External shocks, Commodity price shocks, Regional shocks, Low-income developing countries, Cross country analysis, Vector autoregression, Econometric models, Credit Shocks, Macroeconomic Stabilization Policies, Sign Restrictions, Bayesian VAR., productivity

21.

Forecasting the Effects of Reduced Defense Spending

FRB Richmond Economic Review, Vol. 78, No. 6, November/December 1992, pp. 3-11
Number of pages: 9 Posted: 07 Nov 2012
Peter N. Ireland and Chris Otrok
Boston College - Department of Economics and University of Missouri
Downloads 13 (555,545)
Citation 1

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Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective

NBER Working Paper No. w22224
Number of pages: 65 Posted: 09 May 2016
London School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 6 (625,500)

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Optimal Capital Controls and Real Exchange Rate Policies: A Pecuniary Externality Perspective

CEPR Discussion Paper No. DP9936
Number of pages: 56 Posted: 02 Jun 2014
London School of Economics & Political Science (LSE) - Department of Economics, MarketShare Partners, University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 0
Citation 26
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Capital Controls, Financial Crises, Financial Frictions, Macro-prudential policies, Pecuniary Externality, Real Exchange Rate

23.

Financial Crisis and Macro-Prudential Policies

CEPR Discussion Paper No. DP8175
Number of pages: 53 Posted: 18 Jan 2011
London School of Economics & Political Science (LSE) - Department of Economics, International Monetary Fund (IMF), University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia
Downloads 6 (598,975)
Citation 2
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Bailouts, Capital Controls, Crises, Financial Frictions, Macro Prudential Policies, Overborrowing

24.

A Model for International Spillovers to Emerging Markets

CESifo Working Paper No. 7702
Number of pages: 66 Posted: 12 Jul 2019
Romain Houssa, Jolan Mohimont and Chris Otrok
University of Namur, National Bank of Belgium and University of Missouri
Downloads 1 (642,869)

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macroeconomic policies, emerging markets, SOE, DSGE, Bayesian, foreign shocks, monetary policy

25.

Sources of Business Cycles in a Low Income Country

Pacific Economic Review, Vol. 20, Issue 1, pp. 125-148, 2015
Number of pages: 24 Posted: 21 Feb 2015
Romain Houssa, Jolan Mohimont and Chris Otrok
CRED & CEREFIM, University of Namur, National Bank of Belgium and University of Missouri
Downloads 0 (661,060)
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26.

Baynesian Leading Indicators: Measuring and Predicting Economic Conditions

Posted: 11 Nov 1996
Chris Otrok and Charles H. Whiteman
University of Missouri and Pennsylvania State University - Smeal College of Business

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