Details about Christian Matthes

Access statistics for papers by Christian Matthes.

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

Short-id: pma1006

Working Papers

2019

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

2018

5. Monetary Policy across Space and Time
   Working Paper, Federal Reserve Bank of Richmond View citations (2)

2017

6. Understanding the Size of the Government Spending Multiplier: It's in the Sign
   Working Paper, Federal Reserve Bank of Richmond View citations (8)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (3)

2016

7. Approximating time varying structural models with time invariant structures
   2016 Meeting Papers, Society for Economic Dynamics View citations (4)
   Also in Working papers, Banque de France (2015) View citations (7)
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2016) View citations (3)
   Working Paper, Federal Reserve Bank of Richmond (2015) View citations (7)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (8)
8. Assessing the Non-Linear Effects of Credit Market Shocks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
9. Choosing Prior Hyperparameters
   Working Paper, Federal Reserve Bank of Richmond View citations (5)
10. 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 (10)
    Also in Working Paper, Federal Reserve Bank of Richmond (2014) View citations (6)
11. Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions
    Working Paper, Federal Reserve Bank of Richmond View citations (4)

2015

12. Measurement Errors and Monetary Policy: Then and Now
    Working Paper, Federal Reserve Bank of Richmond View citations (4)
13. Measuring the Non-Linear Effects of Monetary Policy
    2015 Meeting Papers, Society for Economic Dynamics View citations (7)
14. Stimulus versus Austerity: The Asymmetric Government Spending Multiplier
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
15. Tales of Transition Paths: Policy Uncertainty and Random Walks
    Working Paper, Federal Reserve Bank of Richmond
    Also in Discussion Papers, Deutsche Bundesbank (2015)

2014

16. Drifts, Volatilities and Impulse Responses Over the Last Century
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (2)
    Also in Working Paper, Federal Reserve Bank of Richmond (2014)
17. Dynamics of Monetary-Fiscal Interaction under Learning
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (1)
18. 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 View citations (10)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013)
    Working Paper, Federal Reserve Bank of Richmond (2014) View citations (6)
    See also Journal Article in Journal of Monetary Economics (2016)
19. Optimal disinflation under learning
    Staff Reports, Federal Reserve Bank of New York View citations (31)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (3)
20. 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

21. Choosing the variables to estimate singular DSGE models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Working papers, Banque de France (2013) View citations (12)
    See also Journal Article in Journal of Applied Econometrics (2014)
22. Learning about fiscal policy and the effects of policy uncertainty
    Discussion Papers, Deutsche Bundesbank View citations (3)
    Also in Working Paper, Federal Reserve Bank of Richmond (2013) View citations (11)
    See also Journal Article in Journal of Economic Dynamics and Control (2015)

2012

23. 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)
    Also in Dynare Working Papers, CEPREMAP (2012)
    Working Papers, Barcelona Graduate School of Economics (2012)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012)

2011

24. A Bayesian approach to optimal monetary policy with parameter and model uncertainty
    Bank of England working papers, Bank of England 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

2018

2. The Financial Crisis at 10: Will We Ever Recover?
   FRBSF Economic Letter, 2018 View citations (2)

2017

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

2016

5. Beveridge Curve Shifts and Time-Varying Parameter VARs
   Economic Quarterly, 2016, (3Q), 197-226 View citations (3)
6. Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century
   Quantitative Economics, 2016, 7, (2), 591-611 View citations (9)
7. Indeterminacy and learning: An analysis of monetary policy in the Great Inflation
   Journal of Monetary Economics, 2016, 82, (C), 85-106 View citations (17)
   See also Working Paper (2014)

2015

8. Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches
   Richmond Fed Economic Brief, 2015, (Oct) View citations (38)
9. Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency
   Journal of Money, Credit and Banking, 2015, 47, (1), 1-29 View citations (7)
10. Learning about fiscal policy and the effects of policy uncertainty
    Journal of Economic Dynamics and Control, 2015, 59, (C), 142-162 View citations (4)
    See also Working Paper (2013)
11. Optimized Taylor rules for disinflation when agents are learning
    Journal of Monetary Economics, 2015, 72, (C), 131-147 View citations (11)
    See also Working Paper (2014)
12. Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application
    Economic Quarterly, 2015, (4Q), 323-352 View citations (7)

2014

13. CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS
    Journal of Applied Econometrics, 2014, 29, (7), 1099-1117 View citations (17)
    See also Working Paper (2013)
14. Learning about Fiscal Policy Uncertainty
    Richmond Fed Economic Brief, 2014, (Jan)

2012

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

2011

16. 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 (22)
    See also Working Paper (2011)