Christopher Otrok - Central Bank Research Hub

Papers by year: All | 2015 | 2013 | 2012 | 2010 | 2008 | 2005

Title Other author(s)

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

St Louis Fed Working Papers [View] (Paper: 2015-031, 01.10.2015)

JEL: C3

Regionalization vs. Globalization

St Louis Fed Working Papers [View] (Paper: 2013-002, 09.01.2013)

Optimal Policy for Macro-Financial Stability

St Louis Fed Working Papers [View] (Paper: 2012-041, 12.10.2012)

Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective

St Louis Fed Working Papers [View] (Paper: 2012-025, 14.08.2012)

JEL: E52, F37, F41

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

St Louis Fed Working Papers [View] (Paper: 2012-011, 11.04.2012)

Revisiting Overborrowing and its Policy Implications

Central Bank of Chile Working Papers [View] (Paper: 582, 22.06.2010)

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

New York Fed Staff reports [View] (Paper: 326, 07.11.2008)

JEL: C11, C32, F02

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

Atlanta Fed Working papers [View] (Paper: 2005-24, 19.10.2005)

JEL: C11, E58, R31

Papers by year: All | 2015 | 2013 | 2012 | 2010 | 2008 | 2005