Christian Matthes
Christian Matthes
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TitleCited byYear
Calculating the natural rate of interest: A comparison of two alternative approaches
TA Lubik, C Matthes
Richmond Fed Economic Brief, 1-6, 2015
Functional approximation of impulse responses
R Barnichon, C Matthes
Journal of Monetary Economics 99, 41-55, 2018
Optimized Taylor rules for disinflation when agents are learning
T Cogley, C Matthes, AM Sbordone
Journal of Monetary Economics 72, 131-147, 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
Understanding the Size of the Government Spending Multiplier: it's in the Sign
R Barnichon, C Matthes
Choosing the variables to estimate singular DSGE models
F Canova, F Ferroni, C Matthes
Journal of Applied Econometrics 29 (7), 1099-1117, 2014
Indeterminacy and learning: An analysis of monetary policy in the Great Inflation
TA Lubik, C Matthes
Journal of Monetary Economics 82, 85-106, 2016
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
Approximating time varying structural models with time invariant structures
F Canova, F Ferroni, C Matthes
Banque de France Working Paper, 2015
Learning about fiscal policy and the effects of policy uncertainty
J Hollmayr, C Matthes
Journal of Economic Dynamics and Control 59, 142-162, 2015
Time-varying parameter vector autoregressions: Specification, estimation, and an application
TA Lubik, C Matthes
Economic Quarterly, 323-352, 2015
Are the Effects of Financial Market Disruptions Big or Small?
R Barnichon, C Matthes, A Ziegenbein
Working Paper. https://sites. google. com/site/regisbarnichon/cv/CS. pdf, 2018
Choosing prior hyperparameters: with applications to time-varying parameter models
P Amir-Ahmadi, C Matthes, MC Wang
Journal of Business & Economic Statistics, 1-13, 2018
Indeterminacy and Imperfect Information
T Lubik, C Matthes, E Mertens
FRB Richmond Working Paper, 2019
Practicing dynare
F Barillas, A Bhandari, R Colacito, S Kitao, FBE Deptartment, C Matthes, ...
mimeo, New York University, 2010
Beveridge Curve Shifts and Time-Varying Parameter VARs
TA Lubik, C Matthes, AP Owens
Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency
C Matthes
Journal of Money, credit and Banking 47 (1), 1-29, 2015
The Financial Crisis at 10: Will We Ever Recover?
R Barnichon, C Matthes, A Ziegenbein
FRBSF Economic Letter 19, 2018
A composite likelihood approach for dynamic structural models
F Canova, C Matthes
CEPR Discussion Paper No. DP13245, 2018
Measurement errors and monetary policy: Then and now
P Amir-Ahmadi, C Matthes, MC Wang
Journal of Economic Dynamics and Control 79, 66-78, 2017
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