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Details about Christian Matthes

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Homepage:https://sites.google.com/site/christianmatthes/
Workplace:Federal Reserve Bank of Richmond, (more information at EDIRC)

Access statistics for papers by Christian Matthes.

Last updated 2016-10-15. Update your information in the RePEc Author Service.

Short-id: pma1006


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Working Papers

2019

  1. Assessing Macroeconomic Tail Risk
    Working Paper, Federal Reserve Bank of Richmond Downloads
  2. Assessing U.S. Aggregate Fluctuations Across Time and Frequencies
    Working Paper, Federal Reserve Bank of Richmond Downloads
  3. Indeterminacy and Imperfect Information
    Working Paper, Federal Reserve Bank of Richmond Downloads
  4. What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles?
    Working Paper, Federal Reserve Bank of Richmond Downloads

2018

  1. Monetary Policy across Space and Time
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (1)

2017

  1. Understanding the Size of the Government Spending Multiplier: It's in the Sign
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (3)

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 (3)
    Also in Working Paper, Federal Reserve Bank of Richmond (2015) Downloads View citations (5)
    Working papers, Banque de France (2015) Downloads View citations (5)
    2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (6)
  2. Assessing the Non-Linear Effects of Credit Market Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
  3. Choosing Prior Hyperparameters
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (5)
  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 (10)
    Also in Working Paper, Federal Reserve Bank of Richmond (2016) 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)
  2. Measuring the Non-Linear Effects of Monetary Policy
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (7)
  3. Stimulus versus Austerity: The Asymmetric Government Spending Multiplier
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
  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
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (2)
    Also in Working Paper, Federal Reserve Bank of Richmond (2014) Downloads
  2. Dynamics of Monetary-Fiscal Interaction under Learning
    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 (9)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013)
    Working Paper, Federal Reserve Bank of Richmond (2014) Downloads View citations (5)

    See also Journal Article in Journal of Monetary Economics (2016)
  4. Optimal disinflation under learning
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (31)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (3)
  5. Optimized Taylor Rules for Disinflation When Agents are Learning
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (2)
    See also Journal Article in Journal of Monetary Economics (2015)

2013

  1. Choosing the variables to estimate singular DSGE models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Working papers, Banque de France (2013) Downloads View citations (12)

    See also Journal Article in Journal of Applied Econometrics (2014)
  2. Learning about fiscal policy and the effects of policy uncertainty
    Discussion Papers, Deutsche Bundesbank Downloads View citations (3)
    Also in Working Paper, Federal Reserve Bank of Richmond (2013) Downloads View citations (11)

    See also Journal Article in Journal of Economic Dynamics and Control (2015)

2012

  1. Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) Downloads
    Dynare Working Papers, CEPREMAP (2012) Downloads
    Working Papers, Barcelona Graduate School of Economics (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 (23)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)

Journal Articles

2019

  1. How Likely Is the Zero Lower Bound?
    Economic Quarterly, 2019, (1Q), 41-54 Downloads

2018

  1. The Financial Crisis at 10: Will We Ever Recover?
    FRBSF Economic Letter, 2018 Downloads View citations (1)

2017

  1. Are the Effects of Monetary Policy Asymmetric?
    Richmond Fed Economic Brief, 2017, (March), 1-4 Downloads
  2. The Natural Rate of Unemployment over the Past 100 Years
    FRBSF Economic Letter, 2017 Downloads View citations (1)

2016

  1. Beveridge Curve Shifts and Time-Varying Parameter VARs
    Economic Quarterly, 2016, (3Q), 197-226 Downloads View citations (3)
  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 (9)
  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 (14)
    See also Working Paper (2014)

2015

  1. Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches
    Richmond Fed Economic Brief, 2015, (Oct), 1-6 Downloads View citations (38)
  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 (6)
  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 (3)
    See also Working Paper (2013)
  4. Optimized Taylor rules for disinflation when agents are learning
    Journal of Monetary Economics, 2015, 72, (C), 131-147 Downloads View citations (10)
    See also Working Paper (2014)
  5. Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application
    Economic Quarterly, 2015, (4Q), 323-352 Downloads View citations (6)

2014

  1. CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS
    Journal of Applied Econometrics, 2014, 29, (7), 1099-1117 Downloads View citations (16)
    See also Working Paper (2013)
  2. Learning about Fiscal Policy Uncertainty
    Richmond Fed Economic Brief, 2014, (Jan), 1-4 Downloads

2012

  1. What drives inflation in New Keynesian models?
    Economics Letters, 2012, 114, (3), 338-342 Downloads View citations (2)

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 (22)
    See also Working Paper (2011)
 
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