Cristina Arellano

Federal Reserve Bank of Minneapolis

90 Hennepin Avenue

Minneapolis, MN 55480

United States

SCHOLARLY PAPERS

7

DOWNLOADS

170

CITATIONS
Rank 31,522

SSRN RANKINGS

Top 31,522

in Total Papers Citations

12

Scholarly Papers (7)

1.

Envelope Condition Method with an Application to Default Risk Models

Number of pages: 43 Posted: 23 Jul 2014
Federal Reserve Bank of Minneapolis, CUNY The Graduate Center - Department of Economics, Stanford University - Department of Economics and Cornell University - Department of Economics
Downloads 78 (305,794)
Citation 5

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Dynamic programming; Value function iteration; Bellman equation; Endogenous grid; Envelope condition; Curse of dimensionality; Large scale; Sovereign debt; Default risk

2.
Downloads 46 (397,038)
Citation 2

External and Public Debt Crises

FRB of Chicago Working Paper No. 2015-05
Number of pages: 60 Posted: 15 Jul 2015
Cristina Arellano, Andrew Atkeson and Mark L. J. Wright
Federal Reserve Bank of Minneapolis, University of California, Los Angeles (UCLA) - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Minneapolis
Downloads 31 (468,297)

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Sovereign Debt, Public Debt, External Debt, Sovereign Default

External and Public Debt Crises

NBER Working Paper No. w21456
Number of pages: 54 Posted: 18 Aug 2015
Cristina Arellano, Andrew Atkeson and Mark L. J. Wright
Federal Reserve Bank of Minneapolis, University of California, Los Angeles (UCLA) - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Minneapolis
Downloads 15 (564,812)
Citation 7

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3.

Linkages Across Sovereign Debt Markets

NBER Working Paper No. w19548
Number of pages: 39 Posted: 18 Oct 2013
Cristina Arellano and Yan Bai
Federal Reserve Bank of Minneapolis and University of Rochester - Department of Economics
Downloads 16 (538,037)
Citation 8

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4.

Financial Frictions and Fluctuations in Volatility

NBER Working Paper No. w22990
Number of pages: 59 Posted: 03 Jan 2017
Cristina Arellano, Yan Bai and Patrick Kehoe
Federal Reserve Bank of Minneapolis, University of Rochester - Department of Economics and Stanford University
Downloads 9 (580,404)
Citation 26

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5.

Sovereign Default Risk and Firm Heterogeneity

NBER Working Paper No. w23314
Number of pages: 56 Posted: 10 Apr 2017
Cristina Arellano, Yan Bai and Luigi Bocola
Federal Reserve Bank of Minneapolis, University of Rochester - Department of Economics and Stanford University - Department of Economics
Downloads 8 (586,617)
Citation 86

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6.

Sovereign Risk Contagion

NBER Working Paper No. w24031
Number of pages: 50 Posted: 20 Nov 2017
Cristina Arellano, Yan Bai and Sandra Valentina Lizarazo
Federal Reserve Bank of Minneapolis, University of Rochester - Department of Economics and Independent
Downloads 7 (592,904)
Citation 1
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7.

Default Risk, Sectoral Reallocation, and Persistent Recessions

NBER Working Paper No. w23835
Number of pages: 37 Posted: 18 Sep 2017
Cristina Arellano, Yan Bai and Gabriel Mihalache
Federal Reserve Bank of Minneapolis, University of Rochester - Department of Economics and Stony Brook University
Downloads 6 (599,362)
Citation 2
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