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Details about Christian Matthes

Homepage:https://cm1518.github.io/
Workplace:Department of Economics, Indiana University, (more information at EDIRC)

Access statistics for papers by Christian Matthes.

Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pma1006


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Working Papers

2024

  1. Monetary Policy Shocks: Data or Methods?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. Monetary Policy across Inflation Regimes
    Staff Reports, Federal Reserve Bank of New York Downloads
  3. The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School Downloads
    Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2023) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023) Downloads

2023

  1. Averaging Impulse Responses Using Prediction Pools
    Working Paper, Federal Reserve Bank of Richmond Downloads

2022

  1. Inflation Measured Every Day Keeps Adverse Responses Away: Temporal Aggregation and Monetary Policy Transmission
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
  2. Online Appendix to "Indeterminacy and Imperfect Information"
    Online Appendices, Review of Economic Dynamics Downloads View citations (1)
    See also Journal Article Indeterminacy and Imperfect Information, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) Downloads View citations (1) (2023)

2021

  1. Economic theories and macroeconomic reality
    Discussion Papers, Deutsche Bundesbank Downloads View citations (2)
    See also Journal Article Economic theories and macroeconomic reality, Journal of Monetary Economics, Elsevier (2022) Downloads View citations (2) (2022)

2020

  1. How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (3)
    See also Journal Article How to go viral: A COVID-19 model with endogenously time-varying parameters, Journal of Econometrics, Elsevier (2023) Downloads View citations (2) (2023)
  2. Indeterminacy and imperfect information
    Discussion Papers, Deutsche Bundesbank Downloads View citations (4)
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads
    Working Paper, Federal Reserve Bank of Richmond (2019) Downloads View citations (1)

    See also Journal Article Indeterminacy and Imperfect Information, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) Downloads View citations (1) (2023)
  3. Learning about Regime Change
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (4)
    See also Journal Article LEARNING ABOUT REGIME CHANGE, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2022) Downloads (2022)
  4. Understanding the Size of the Government Spending Multiplier: It's in the Sign
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (2)
    Also in Working Paper, Federal Reserve Bank of Richmond (2017) Downloads View citations (12)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2020) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (7)
    Working Papers, Barcelona School of Economics (2020) Downloads View citations (4)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2016) Downloads View citations (7)

    See also Journal Article Understanding the Size of the Government Spending Multiplier: It’s in the Sign, The Review of Economic Studies, Review of Economic Studies Ltd (2022) Downloads View citations (21) (2022)

2019

  1. Assessing Macroeconomic Tail Risk
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (15)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2019) Downloads View citations (10)
  2. Assessing U.S. Aggregate Fluctuations Across Time and Frequencies
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (5)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2019) Downloads View citations (4)
  3. Dealing with misspecification in structural macroeconometric models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article Dealing with misspecification in structural macroeconometric models, Quantitative Economics, Econometric Society (2021) Downloads (2021)
  4. The Demand Origins of Business Cycles
    2019 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
  5. What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles?
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (5)

2018

  1. A Composite Likelihood Approach for Dynamic Structural Models
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (2)
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018) Downloads View citations (2)

    See also Journal Article A Composite Likelihood Approach for Dynamic Structural Models, The Economic Journal, Royal Economic Society (2021) Downloads View citations (5) (2021)
  2. Monetary Policy across Space and Time
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (2)
    See also Chapter Monetary Policy Across Space and Time, Advances in Econometrics, Emerald Group Publishing Limited (2022) Downloads (2022)
    Journal Article Monetary Policy across Space and Time, Richmond Fed Economic Brief, Federal Reserve Bank of Richmond (2019) Downloads View citations (1) (2019)

2017

  1. Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy
    Working Papers, University of Ottawa, Department of Economics Downloads
    See also Journal Article Two-sided learning and short-run dynamics in a New Keynesian model of the economy, Economics Letters, Elsevier (2017) Downloads (2017)

2016

  1. Approximating time varying structural models with time invariant structures
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School Downloads View citations (5)
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (5)
    Working Paper, Federal Reserve Bank of Richmond (2015) Downloads View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (15)
    Working papers, Banque de France (2015) Downloads View citations (14)
  2. Assessing the Non-Linear Effects of Credit Market Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
  3. Choosing Prior Hyperparameters
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (14)
  4. Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (22)
    Also in Working Paper, Federal Reserve Bank of Richmond (2014) Downloads View citations (6)
  5. Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (4)

2015

  1. Measurement Errors and Monetary Policy: Then and Now
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (4)
    See also Journal Article Measurement errors and monetary policy: Then and now, Journal of Economic Dynamics and Control, Elsevier (2017) Downloads View citations (8) (2017)
  2. Measuring the Non-Linear Effects of Monetary Policy
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (11)
  3. Stimulus versus Austerity: The Asymmetric Government Spending Multiplier
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
  4. Tales of Transition Paths: Policy Uncertainty and Random Walks
    Working Paper, Federal Reserve Bank of Richmond Downloads
    Also in Discussion Papers, Deutsche Bundesbank (2015) Downloads

2014

  1. Drifts, Volatilities and Impulse Responses Over the Last Century
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (3)
    Also in Working Paper, Federal Reserve Bank of Richmond (2014) Downloads
  2. Dynamics of Monetary-Fiscal Interaction under Learning
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (1)
  3. Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (11)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013)
    Working Paper, Federal Reserve Bank of Richmond (2014) Downloads View citations (6)

    See also Journal Article Indeterminacy and learning: An analysis of monetary policy in the Great Inflation, Journal of Monetary Economics, Elsevier (2016) Downloads View citations (31) (2016)
  4. Optimized Taylor Rules for Disinflation When Agents are Learning
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (2)
    See also Journal Article Optimized Taylor rules for disinflation when agents are learning, Journal of Monetary Economics, Elsevier (2015) Downloads View citations (25) (2015)

2013

  1. Choosing the variables to estimate singular DSGE models
    Working papers, Banque de France Downloads View citations (16)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (5)

    See also Journal Article CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014) Downloads View citations (26) (2014)
  2. Learning about fiscal policy and the effects of policy uncertainty
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (11)
    Also in Discussion Papers, Deutsche Bundesbank (2013) Downloads View citations (10)

    See also Journal Article Learning about fiscal policy and the effects of policy uncertainty, Journal of Economic Dynamics and Control, Elsevier (2015) Downloads View citations (16) (2015)

2012

  1. Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information
    Working Papers, Barcelona School of Economics Downloads
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2012) Downloads
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) Downloads
    Dynare Working Papers, CEPREMAP (2012) Downloads

2011

  1. A Bayesian approach to optimal monetary policy with parameter and model uncertainty
    Bank of England working papers, Bank of England Downloads View citations (31)
    See also Journal Article A Bayesian approach to optimal monetary policy with parameter and model uncertainty, Journal of Economic Dynamics and Control, Elsevier (2011) Downloads View citations (27) (2011)
  2. Extreme Weather and the Macroeconomy
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (2)
  3. Optimal Disinflation Under Learning
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (10)
    Also in Staff Reports, Federal Reserve Bank of New York (2011) Downloads View citations (32)

Journal Articles

2023

  1. How to go viral: A COVID-19 model with endogenously time-varying parameters
    Journal of Econometrics, 2023, 232, (1), 70-86 Downloads View citations (2)
    See also Working Paper How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters, Working Paper (2020) Downloads View citations (3) (2020)
  2. Indeterminacy and Imperfect Information
    Review of Economic Dynamics, 2023, 49, 37-57 Downloads View citations (1)
    See also Working Paper Online Appendix to "Indeterminacy and Imperfect Information", Online Appendices (2022) Downloads View citations (1) (2022)
    Working Paper Indeterminacy and imperfect information, Discussion Papers (2020) Downloads View citations (4) (2020)
    Software Item Code and data files for "Indeterminacy and Imperfect Information", Computer Codes (2022) Downloads (2022)
  3. The Stars Our Destination: An Update for Our R* Model
    Richmond Fed Economic Brief, 2023, 23, (32) Downloads View citations (1)

2022

  1. Are the Effects of Financial Market Disruptions Big or Small?
    The Review of Economics and Statistics, 2022, 104, (3), 557-570 Downloads View citations (6)
  2. Economic theories and macroeconomic reality
    Journal of Monetary Economics, 2022, 126, (C), 105-117 Downloads View citations (2)
    See also Working Paper Economic theories and macroeconomic reality, Discussion Papers (2021) Downloads View citations (2) (2021)
  3. Forecasting the COVID-19 epidemic: the case of New Zealand
    New Zealand Economic Papers, 2022, 56, (1), 9-16 Downloads
  4. LEARNING ABOUT REGIME CHANGE
    International Economic Review, 2022, 63, (4), 1829-1859 Downloads
    See also Working Paper Learning about Regime Change, Working Paper Series (2020) Downloads View citations (4) (2020)
  5. Understanding the Size of the Government Spending Multiplier: It’s in the Sign
    (Downward Wage Rigidity and Business Cycle Asymmetries)
    The Review of Economic Studies, 2022, 89, (1), 87-117 Downloads View citations (21)
    See also Working Paper Understanding the Size of the Government Spending Multiplier: It's in the Sign, Working Paper Series (2020) Downloads View citations (2) (2020)

2021

  1. A Composite Likelihood Approach for Dynamic Structural Models
    The Economic Journal, 2021, 131, (638), 2447-2477 Downloads View citations (5)
    See also Working Paper A Composite Likelihood Approach for Dynamic Structural Models, Working Paper (2018) Downloads View citations (1) (2018)
  2. Can Government Spending Help to Escape Recessions?
    FRBSF Economic Letter, 2021, 2021, (02), 01-05 Downloads
  3. Dealing with misspecification in structural macroeconometric models
    Quantitative Economics, 2021, 12, (2), 313-350 Downloads
    See also Working Paper Dealing with misspecification in structural macroeconometric models, CEPR Discussion Papers (2019) Downloads (2019)
  4. How Much Does Household Consumption Impact Business Cycles?
    Richmond Fed Economic Brief, 2021, 21, (25) Downloads View citations (1)

2020

  1. COVID-19 over Time and across States: Predictions from a Statistical Model
    Richmond Fed Economic Brief, 2020, 20, (10) Downloads
  2. Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models
    Journal of Business & Economic Statistics, 2020, 38, (1), 124-136 Downloads View citations (17)
  3. DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS
    International Economic Review, 2020, 61, (1), 105-125 Downloads View citations (12)
  4. The Highs and Lows of Productivity Growth
    FRBSF Economic Letter, 2020, 2020, (21), 5 Downloads

2019

  1. How Likely Is the Zero Lower Bound?
    Economic Quarterly, 2019, (1Q), 41-54 Downloads View citations (2)
  2. Monetary Policy across Space and Time
    Richmond Fed Economic Brief, 2019, (August) Downloads View citations (1)
    See also Working Paper Monetary Policy across Space and Time, Working Paper (2018) Downloads View citations (2) (2018)
    Chapter Monetary Policy Across Space and Time, Advances in Econometrics, 2022, 44B, 37-64 (2022) Downloads (2022)
  3. Moving Macroeconomic Analysis beyond Business Cycles
    Richmond Fed Economic Brief, 2019, (April), 1-8 Downloads

2018

  1. Functional Approximation of Impulse Responses
    Journal of Monetary Economics, 2018, 99, (C), 41-55 Downloads View citations (27)
  2. How Likely Is a Return to the Zero Lower Bound?
    Richmond Fed Economic Brief, 2018, (September) Downloads View citations (1)
  3. The Financial Crisis at 10: Will We Ever Recover?
    FRBSF Economic Letter, 2018 Downloads View citations (11)

2017

  1. Are the Effects of Fiscal Policy Asymmetric?
    Richmond Fed Economic Brief, 2017, (September) Downloads
  2. Are the Effects of Monetary Policy Asymmetric?
    Richmond Fed Economic Brief, 2017, (March) Downloads View citations (13)
  3. Measurement errors and monetary policy: Then and now
    Journal of Economic Dynamics and Control, 2017, 79, (C), 66-78 Downloads View citations (8)
    See also Working Paper Measurement Errors and Monetary Policy: Then and Now, Working Paper (2015) Downloads View citations (4) (2015)
  4. The Natural Rate of Unemployment over the Past 100 Years
    FRBSF Economic Letter, 2017 Downloads View citations (3)
  5. Two-sided learning and short-run dynamics in a New Keynesian model of the economy
    Economics Letters, 2017, 159, (C), 53-56 Downloads
    See also Working Paper Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy, Working Papers (2017) Downloads (2017)

2016

  1. Beveridge Curve Shifts and Time-Varying Parameter VARs
    Economic Quarterly, 2016, (3Q), 197-226 Downloads View citations (8)
  2. Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century
    Quantitative Economics, 2016, 7, (2), 591-611 Downloads View citations (22)
  3. Indeterminacy and learning: An analysis of monetary policy in the Great Inflation
    Journal of Monetary Economics, 2016, 82, (C), 85-106 Downloads View citations (31)
    See also Working Paper Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation, CAMA Working Papers (2014) Downloads View citations (11) (2014)
  4. The Burns Disinflation of 1974
    Richmond Fed Economic Brief, 2016, (November) Downloads

2015

  1. Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches
    Richmond Fed Economic Brief, 2015, (Oct) Downloads View citations (61)
  2. Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency
    Journal of Money, Credit and Banking, 2015, 47, (1), 1-29 Downloads View citations (9)
  3. Learning about fiscal policy and the effects of policy uncertainty
    Journal of Economic Dynamics and Control, 2015, 59, (C), 142-162 Downloads View citations (16)
    See also Working Paper Learning about fiscal policy and the effects of policy uncertainty, Working Paper (2013) Downloads View citations (11) (2013)
  4. Optimized Taylor rules for disinflation when agents are learning
    Journal of Monetary Economics, 2015, 72, (C), 131-147 Downloads View citations (25)
    See also Working Paper Optimized Taylor Rules for Disinflation When Agents are Learning, Working Paper (2014) Downloads View citations (2) (2014)
  5. Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application
    Economic Quarterly, 2015, (4Q), 323-352 Downloads View citations (17)

2014

  1. CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS
    Journal of Applied Econometrics, 2014, 29, (7), 1099-1117 Downloads View citations (26)
    See also Working Paper Choosing the variables to estimate singular DSGE models, Working papers (2013) Downloads View citations (16) (2013)
  2. Learning about Fiscal Policy Uncertainty
    Richmond Fed Economic Brief, 2014, (Jan) Downloads View citations (2)

2012

  1. What drives inflation in New Keynesian models?
    Economics Letters, 2012, 114, (3), 338-342 Downloads View citations (5)

2011

  1. A Bayesian approach to optimal monetary policy with parameter and model uncertainty
    Journal of Economic Dynamics and Control, 2011, 35, (12), 2186-2212 Downloads View citations (27)
    See also Working Paper A Bayesian approach to optimal monetary policy with parameter and model uncertainty, Bank of England working papers (2011) Downloads View citations (31) (2011)

Chapters

2022

  1. Introduction
    A chapter in Essays in Honour of Fabio Canova, 2022, vol. 44A, pp 1-4 Downloads
  2. Monetary Policy Across Space and Time
    A chapter in Essays in Honour of Fabio Canova, 2022, vol. 44B, pp 37-64 Downloads
    See also Journal Article Monetary Policy across Space and Time, Federal Reserve Bank of Richmond (2019) Downloads View citations (1) (2019)
    Working Paper Monetary Policy across Space and Time, Federal Reserve Bank of Richmond (2018) Downloads View citations (2) (2018)

Software Items

2022

  1. Code and data files for "Indeterminacy and Imperfect Information"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Indeterminacy and Imperfect Information, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) Downloads View citations (1) (2023)
 
Page updated 2024-07-13