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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 2022-08-14. Update your information in the RePEc Author Service.

Short-id: pma1006


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Working Papers

2021

  1. Economic theories and macroeconomic reality
    Discussion Papers, Deutsche Bundesbank Downloads
    See also Journal Article in Journal of Monetary Economics (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 (2)
  2. Indeterminacy and imperfect information
    Discussion Papers, Deutsche Bundesbank Downloads View citations (4)
    Also in Working Paper, Federal Reserve Bank of Richmond (2019) Downloads View citations (1)
    2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads
  3. Learning about Regime Change
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (3)
  4. Understanding the Size of the Government Spending Multiplier: It's in the Sign
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
    Also in Working Paper, Federal Reserve Bank of Richmond (2017) Downloads View citations (11)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (7)
    Working Papers, Barcelona Graduate School of Economics (2020) Downloads View citations (2)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2016) Downloads View citations (6)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2020) Downloads View citations (2)

    See also Journal Article in Review of Economic Studies (2022)

2019

  1. Assessing Macroeconomic Tail Risk
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)
    Also in Working Paper, Federal Reserve Bank of Richmond (2019) Downloads View citations (8)
  2. Assessing U.S. Aggregate Fluctuations Across Time and Frequencies
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (1)
    Also in Research Discussion Papers, Bank of Finland (2019) Downloads View citations (1)
  3. Dealing with misspecification in structural macroeconometric models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Quantitative Economics (2021)
  4. The Demand Origins of Business Cycles
    2019 Meeting Papers, Society for Economic Dynamics Downloads
  5. What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles?
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (4)

2018

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

    See also Journal Article in The Economic Journal (2021)
  2. Monetary Policy across Space and Time
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (2)
    See also Journal Article in Richmond Fed Economic Brief (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 in Economics Letters (2017)

2016

  1. Approximating time varying structural models with time invariant structures
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
    Also in Working Paper, Federal Reserve Bank of Richmond (2015) Downloads View citations (8)
    Working papers, Banque de France (2015) Downloads View citations (10)
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2016) Downloads View citations (5)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (12)
  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 (13)
    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 (5)

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 in Journal of Economic Dynamics and Control (2017)
  2. Measuring the Non-Linear Effects of Monetary Policy
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (9)
  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
    Working Paper, Federal Reserve Bank of Richmond Downloads 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) Downloads View citations (11)

    See also Journal Article in Journal of Monetary Economics (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 in Journal of Monetary Economics (2015)

2013

  1. Choosing the variables to estimate singular DSGE models
    Working papers, Banque de France Downloads View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (4)

    See also Journal Article in Journal of Applied Econometrics (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 (5)

    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
    Dynare Working Papers, CEPREMAP Downloads
    Also in Working Papers, Barcelona Graduate School of Economics (2012) Downloads
    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

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 (28)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)
  2. Extreme Weather and the Macroeconomy
    Working Paper, Federal Reserve Bank of Richmond Downloads
  3. Optimal Disinflation Under Learning
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (9)
    Also in Staff Reports, Federal Reserve Bank of New York (2011) Downloads View citations (31)

Journal Articles

2022

  1. Are the Effects of Financial Market Disruptions Big or Small?
    The Review of Economics and Statistics, 2022, 104, (3), 557-570 Downloads
  2. Economic theories and macroeconomic reality
    Journal of Monetary Economics, 2022, 126, (C), 105-117 Downloads
    See also Working Paper (2021)
  3. Forecasting the COVID-19 epidemic: the case of New Zealand
    New Zealand Economic Papers, 2022, 56, (1), 9-16 Downloads
  4. 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 Downloads View citations (1)
    See also Working Paper (2020)

2021

  1. A Composite Likelihood Approach for Dynamic Structural Models
    The Economic Journal, 2021, 131, (638), 2447-2477 Downloads View citations (1)
    See also Working Paper (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 (2019)
  4. How Much Does Household Consumption Impact Business Cycles?
    Richmond Fed Economic Brief, 2021, 21, (25) Downloads

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 (5)
  3. DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS
    International Economic Review, 2020, 61, (1), 105-125 Downloads View citations (9)
  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 (2018)
  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 (12)
  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 (9)

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 (10)
  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 (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 (2017)

2016

  1. Beveridge Curve Shifts and Time-Varying Parameter VARs
    Economic Quarterly, 2016, (3Q), 197-226 Downloads View citations (5)
  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 (20)
  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 (25)
    See also Working Paper (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 (54)
  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 (13)
    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 (20)
    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 (13)

2014

  1. CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS
    Journal of Applied Econometrics, 2014, 29, (7), 1099-1117 Downloads View citations (25)
    See also Working Paper (2013)
  2. Learning about Fiscal Policy Uncertainty
    Richmond Fed Economic Brief, 2014, (Jan) Downloads

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 (24)
    See also Working Paper (2011)
 
Page updated 2022-08-15