Christian Matthes
Christian Matthes
Verified email at iu.edu
Title
Cited by
Cited by
Year
Calculating the natural rate of interest: A comparison of two alternative approaches
TA Lubik, C Matthes
Richmond Fed Economic Brief, 1-6, 2015
1102015
Functional approximation of impulse responses
R Barnichon, C Matthes
Journal of Monetary Economics 99, 41-55, 2018
79*2018
Optimized Taylor rules for disinflation when agents are learning
T Cogley, C Matthes, AM Sbordone
Journal of Monetary Economics 72, 131-147, 2015
59*2015
A Bayesian approach to optimal monetary policy with parameter and model uncertainty
T Cogley, B De Paoli, C Matthes, K Nikolov, T Yates
Journal of Economic Dynamics and Control 35 (12), 2186-2212, 2011
452011
Understanding the Size of the Government Spending Multiplier: it's in the Sign
R Barnichon, C Matthes
Available at SSRN 3000623, 2017
43*2017
Indeterminacy and learning: An analysis of monetary policy in the Great Inflation
TA Lubik, C Matthes
Journal of Monetary Economics 82, 85-106, 2016
362016
Choosing the variables to estimate singular DSGE models
F Canova, F Ferroni, C Matthes
Journal of Applied Econometrics 29 (7), 1099-1117, 2014
352014
Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century
P Amir‐Ahmadi, C Matthes, MC Wang
Quantitative Economics 7 (2), 591-611, 2016
25*2016
Learning about fiscal policy and the effects of policy uncertainty
J Hollmayr, C Matthes
Journal of Economic Dynamics and Control 59, 142-162, 2015
252015
Time-varying parameter vector autoregressions: Specification, estimation, and an application
TA Lubik, C Matthes
Economic Quarterly, 323-352, 2015
232015
Are the effects of financial market disruptions big or small?
R Barnichon, C Matthes, A Ziegenbein
Review of Economics and Statistics, 1-39, 2019
20*2019
Choosing prior hyperparameters: With applications to time-varying parameter models
P Amir-Ahmadi, C Matthes, MC Wang
Journal of Business & Economic Statistics 38 (1), 124-136, 2020
19*2020
Approximating time varying structural models with time invariant structures
F Canova, F Ferroni, C Matthes
Banque de France Working Paper, 2015
192015
The Financial Crisis at 10: Will We Ever Recover?
R Barnichon, C Matthes, A Ziegenbein
FRBSF Economic Letter 19, 2018
152018
Are the Effects of Monetary Policy Asymmetric?
R Barnichon, C Matthes, T Sablik
Richmond Fed Economic Brief, 2017
142017
Indeterminacy and imperfect information
T Lubik, C Matthes, E Mertens
Deutsche Bundesbank Discussion Paper, 2020
132020
Beveridge curve shifts and time-varying parameter vars
TA Lubik, C Matthes, AP Owens
Economic Quarterly, 197-226, 2016
132016
Assessing macroeconomic tail risk
F Loria, C Matthes, D Zhang
FRB Richmond Working Paper, 2019
112019
Assessing US Aggregate Fluctuations Across Time and Frequencies
C Matthes, T Lubik, F Verona
Federal Reserve Bank of Richmond Working Paper, 2019
10*2019
Practicing dynare
F Barillas, A Bhandari, R Colacito, S Kitao, FBE Deptartment, C Matthes, ...
mimeo, New York University, 2010
92010
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Articles 1–20