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Details about Kai Christoffel

Homepage:http://www.kaichristoffel.de/
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Kai Christoffel.

Last updated 2018-05-27. Update your information in the RePEc Author Service.

Short-id: pch402


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Working Papers

2014

  1. Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)

2013

  1. Predictive likelihood comparisons with DSGE and DSGE-VAR models
    Working Paper Series, European Central Bank Downloads View citations (15)

2011

  1. Government bond risk premia and the cyclicality of fiscal policy
    Working Paper Series, European Central Bank Downloads View citations (8)

2010

  1. Forecasting with DSGE models
    Working Paper Series, European Central Bank Downloads View citations (91)

2009

  1. Inflation dynamics with labour market matching: assessing alternative specifcations
    BCL working papers, Central Bank of Luxembourg Downloads View citations (15)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2009) Downloads View citations (32)
    Working Paper Series, European Central Bank (2009) Downloads View citations (12)
    Bank of England working papers, Bank of England (2009) Downloads View citations (12)
  2. The role of labor markets for Euro area monetary policy
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (119)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (126)

    See also Journal Article in European Economic Review (2009)
  3. Wage, inflation and employment dynamics with labour market matching
    Working Papers, Banco de España Downloads View citations (6)

2008

  1. The elasticity of the unemployment rate with respect to benefits
    Working Papers, Federal Reserve Bank of Philadelphia Downloads
    See also Journal Article in Economics Letters (2009)

2006

  1. Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model
    2006 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (23)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006) Downloads View citations (30)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2006) Downloads View citations (23)
  2. The role of real wage rigidity and labor market frictions for unemployment and inflation dynamics
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (7)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2005) Downloads View citations (90)

2005

  1. Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models
    Computing in Economics and Finance 2005, Society for Computational Economics
  2. The Impact of Labor Markets on the Transmission of Monetary Policy in an Estimated DSGE Model
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (10)

Journal Articles

2010

  1. DSGE models and their use at the ECB
    SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 51-65 Downloads View citations (32)
  2. The Role of Real Wage Rigidity and Labor Market Frictions for Inflation Persistence
    Journal of Money, Credit and Banking, 2010, 42, (7), 1435-1446 View citations (40)

2009

  1. The elasticity of the unemployment rate with respect to benefits
    Economics Letters, 2009, 102, (2), 102-105 Downloads View citations (4)
    See also Working Paper (2008)
  2. The role of labor markets for euro area monetary policy
    European Economic Review, 2009, 53, (8), 908-936 Downloads View citations (117)
    See also Working Paper (2009)

2008

  1. Resuscitating the wage channel in models with unemployment fluctuations
    Journal of Monetary Economics, 2008, 55, (5), 865-887 Downloads View citations (73)

2007

  1. Identifying the influences of nominal and real rigidities in aggregate price-setting behavior
    Journal of Monetary Economics, 2007, 54, (8), 2439-2466 Downloads View citations (88)
 
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