Details about Christian Matthes
Access statistics for papers by Christian Matthes.
Last updated 2022-08-14. Update your information in the RePEc Author Service.
Short-id: pma1006
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Working Papers
2021
- Economic theories and macroeconomic reality
Discussion Papers, Deutsche Bundesbank 
See also Journal Article in Journal of Monetary Economics (2022)
2020
- How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters
Working Paper, Federal Reserve Bank of Richmond View citations (2)
- Indeterminacy and imperfect information
Discussion Papers, Deutsche Bundesbank View citations (4)
Also in Working Paper, Federal Reserve Bank of Richmond (2019) View citations (1)
2017 Meeting Papers, Society for Economic Dynamics (2017)
- Learning about Regime Change
Working Paper Series, Federal Reserve Bank of San Francisco View citations (3)
- Understanding the Size of the Government Spending Multiplier: It's in the Sign
Working Paper Series, Federal Reserve Bank of San Francisco
Also in Working Paper, Federal Reserve Bank of Richmond (2017) View citations (11)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (7)
Working Papers, Barcelona Graduate School of Economics (2020) View citations (2)
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2016) View citations (6)
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2020) View citations (2)
See also Journal Article in Review of Economic Studies (2022)
2019
- Assessing Macroeconomic Tail Risk
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
Also in Working Paper, Federal Reserve Bank of Richmond (2019) View citations (8)
- Assessing U.S. Aggregate Fluctuations Across Time and Frequencies
Working Paper, Federal Reserve Bank of Richmond View citations (1)
Also in Research Discussion Papers, Bank of Finland (2019) View citations (1)
- Dealing with misspecification in structural macroeconometric models
CEPR Discussion Papers, C.E.P.R. Discussion Papers
See also Journal Article in Quantitative Economics (2021)
- The Demand Origins of Business Cycles
2019 Meeting Papers, Society for Economic Dynamics
- What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles?
Working Paper, Federal Reserve Bank of Richmond View citations (4)
2018
- A Composite Likelihood Approach for Dynamic Structural Models
Working Paper, Federal Reserve Bank of Richmond View citations (1)
Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018) View citations (2)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (2)
See also Journal Article in The Economic Journal (2021)
- Monetary Policy across Space and Time
Working Paper, Federal Reserve Bank of Richmond View citations (2)
See also Journal Article in Richmond Fed Economic Brief (2019)
2017
- Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy
Working Papers, University of Ottawa, Department of Economics
See also Journal Article in Economics Letters (2017)
2016
- Approximating time varying structural models with time invariant structures
2016 Meeting Papers, Society for Economic Dynamics View citations (5)
Also in Working Paper, Federal Reserve Bank of Richmond (2015) View citations (8)
Working papers, Banque de France (2015) View citations (10)
Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2016) View citations (5)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (12)
- Assessing the Non-Linear Effects of Credit Market Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
- Choosing Prior Hyperparameters
Working Paper, Federal Reserve Bank of Richmond View citations (14)
- Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
Also in Working Paper, Federal Reserve Bank of Richmond (2014) View citations (6)
- Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions
Working Paper, Federal Reserve Bank of Richmond View citations (5)
2015
- Measurement Errors and Monetary Policy: Then and Now
Working Paper, Federal Reserve Bank of Richmond View citations (4)
See also Journal Article in Journal of Economic Dynamics and Control (2017)
- Measuring the Non-Linear Effects of Monetary Policy
2015 Meeting Papers, Society for Economic Dynamics View citations (9)
- Stimulus versus Austerity: The Asymmetric Government Spending Multiplier
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
- Tales of Transition Paths: Policy Uncertainty and Random Walks
Working Paper, Federal Reserve Bank of Richmond
Also in Discussion Papers, Deutsche Bundesbank (2015)
2014
- Drifts, Volatilities and Impulse Responses Over the Last Century
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (3)
Also in Working Paper, Federal Reserve Bank of Richmond (2014)
- Dynamics of Monetary-Fiscal Interaction under Learning
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (1)
- Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
Working Paper, Federal Reserve Bank of Richmond View citations (6)
Also in 2013 Meeting Papers, Society for Economic Dynamics (2013)
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (11)
See also Journal Article in Journal of Monetary Economics (2016)
- Optimized Taylor Rules for Disinflation When Agents are Learning
Working Paper, Federal Reserve Bank of Richmond View citations (2)
See also Journal Article in Journal of Monetary Economics (2015)
2013
- Choosing the variables to estimate singular DSGE models
Working papers, Banque de France View citations (14)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (4)
See also Journal Article in Journal of Applied Econometrics (2014)
- Learning about fiscal policy and the effects of policy uncertainty
Working Paper, Federal Reserve Bank of Richmond View citations (11)
Also in Discussion Papers, Deutsche Bundesbank (2013) View citations (5)
See also Journal Article in Journal of Economic Dynamics and Control (2015)
2012
- Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information
Dynare Working Papers, CEPREMAP
Also in Working Papers, Barcelona Graduate School of Economics (2012)
UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2012)
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012)
2011
- A Bayesian approach to optimal monetary policy with parameter and model uncertainty
Bank of England working papers, Bank of England View citations (28)
See also Journal Article in Journal of Economic Dynamics and Control (2011)
- Extreme Weather and the Macroeconomy
Working Paper, Federal Reserve Bank of Richmond
- Optimal Disinflation Under Learning
2011 Meeting Papers, Society for Economic Dynamics View citations (9)
Also in Staff Reports, Federal Reserve Bank of New York (2011) View citations (31)
Journal Articles
2022
- Are the Effects of Financial Market Disruptions Big or Small?
The Review of Economics and Statistics, 2022, 104, (3), 557-570
- Economic theories and macroeconomic reality
Journal of Monetary Economics, 2022, 126, (C), 105-117
See also Working Paper (2021)
- Forecasting the COVID-19 epidemic: the case of New Zealand
New Zealand Economic Papers, 2022, 56, (1), 9-16
- Understanding the Size of the Government Spending Multiplier: It’s in the Sign
(Downward Wage Rigidity and Business Cycle Asymmetries)
Review of Economic Studies, 2022, 89, (1), 87-117 View citations (1)
See also Working Paper (2020)
2021
- A Composite Likelihood Approach for Dynamic Structural Models
The Economic Journal, 2021, 131, (638), 2447-2477 View citations (1)
See also Working Paper (2018)
- Can Government Spending Help to Escape Recessions?
FRBSF Economic Letter, 2021, 2021, (02), 01-05
- Dealing with misspecification in structural macroeconometric models
Quantitative Economics, 2021, 12, (2), 313-350
See also Working Paper (2019)
- How Much Does Household Consumption Impact Business Cycles?
Richmond Fed Economic Brief, 2021, 21, (25)
2020
- COVID-19 over Time and across States: Predictions from a Statistical Model
Richmond Fed Economic Brief, 2020, 20, (10)
- Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models
Journal of Business & Economic Statistics, 2020, 38, (1), 124-136 View citations (5)
- DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS
International Economic Review, 2020, 61, (1), 105-125 View citations (9)
- The Highs and Lows of Productivity Growth
FRBSF Economic Letter, 2020, 2020, (21), 5
2019
- How Likely Is the Zero Lower Bound?
Economic Quarterly, 2019, (1Q), 41-54 View citations (2)
- Monetary Policy across Space and Time
Richmond Fed Economic Brief, 2019, (August) View citations (1)
See also Working Paper (2018)
- Moving Macroeconomic Analysis beyond Business Cycles
Richmond Fed Economic Brief, 2019, (April), 1-8
2018
- Functional Approximation of Impulse Responses
Journal of Monetary Economics, 2018, 99, (C), 41-55 View citations (12)
- How Likely Is a Return to the Zero Lower Bound?
Richmond Fed Economic Brief, 2018, (September) View citations (1)
- The Financial Crisis at 10: Will We Ever Recover?
FRBSF Economic Letter, 2018 View citations (9)
2017
- Are the Effects of Fiscal Policy Asymmetric?
Richmond Fed Economic Brief, 2017, (September)
- Are the Effects of Monetary Policy Asymmetric?
Richmond Fed Economic Brief, 2017, (March) View citations (10)
- Measurement errors and monetary policy: Then and now
Journal of Economic Dynamics and Control, 2017, 79, (C), 66-78 View citations (8)
See also Working Paper (2015)
- The Natural Rate of Unemployment over the Past 100 Years
FRBSF Economic Letter, 2017 View citations (3)
- Two-sided learning and short-run dynamics in a New Keynesian model of the economy
Economics Letters, 2017, 159, (C), 53-56
See also Working Paper (2017)
2016
- Beveridge Curve Shifts and Time-Varying Parameter VARs
Economic Quarterly, 2016, (3Q), 197-226 View citations (5)
- Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century
Quantitative Economics, 2016, 7, (2), 591-611 View citations (20)
- Indeterminacy and learning: An analysis of monetary policy in the Great Inflation
Journal of Monetary Economics, 2016, 82, (C), 85-106 View citations (25)
See also Working Paper (2014)
- The Burns Disinflation of 1974
Richmond Fed Economic Brief, 2016, (November)
2015
- Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches
Richmond Fed Economic Brief, 2015, (Oct) View citations (54)
- Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency
Journal of Money, Credit and Banking, 2015, 47, (1), 1-29 View citations (9)
- Learning about fiscal policy and the effects of policy uncertainty
Journal of Economic Dynamics and Control, 2015, 59, (C), 142-162 View citations (13)
See also Working Paper (2013)
- Optimized Taylor rules for disinflation when agents are learning
Journal of Monetary Economics, 2015, 72, (C), 131-147 View citations (20)
See also Working Paper (2014)
- Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application
Economic Quarterly, 2015, (4Q), 323-352 View citations (13)
2014
- CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS
Journal of Applied Econometrics, 2014, 29, (7), 1099-1117 View citations (25)
See also Working Paper (2013)
- Learning about Fiscal Policy Uncertainty
Richmond Fed Economic Brief, 2014, (Jan)
2012
- What drives inflation in New Keynesian models?
Economics Letters, 2012, 114, (3), 338-342 View citations (5)
2011
- A Bayesian approach to optimal monetary policy with parameter and model uncertainty
Journal of Economic Dynamics and Control, 2011, 35, (12), 2186-2212 View citations (24)
See also Working Paper (2011)
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