Christopher Otrok

Christopher Otrok

Professor

E-mail:
Phone: 434-924-3692
Personal Website

Address:
PO Box 400182
Department of Economics
Monroe Hall
Charlottesville, VA 22904-4182

Research Interests

Macroeconomics, asset pricing, time series econometrics

Current Downloadable Papers

Research Papers

"Understanding the Evolution of International Business Cycles", Journal of International Economics, fourthcoming, (with M. Ayhan Kose and Charles H. Whitman)

"A Generalized Volatility Bound for Dynamic Economies"  Journal of Monetary Economics, November 2007, vol. 54, Issue 8 (with B. Ravikumar and Charles H. Whiteman);

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

“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);

“The Hansen-Jagannathan Bound as an Evaluation Device: 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)