Christian Matthes
Christian Matthes
Geverifieerd e-mailadres voor iu.edu
Geciteerd door
Geciteerd door
Calculating the natural rate of interest: A comparison of two alternative approaches
TA Lubik, C Matthes
Richmond Fed Economic Brief, 2015
Functional approximation of impulse responses
R Barnichon, C Matthes
Journal of Monetary Economics 99, 41-55, 2018
Understanding the size of the government spending multiplier: It’s in the sign
R Barnichon, D Debortoli, C Matthes
The Review of Economic Studies 89 (1), 87-117, 2022
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
Time-varying parameter vector autoregressions: Specification, estimation, and an application
TA Lubik, C Matthes
Estimation, and an Application, 2015
Indeterminacy and learning: An analysis of monetary policy in the Great Inflation
TA Lubik, C Matthes
Journal of Monetary Economics 82, 85-106, 2016
Assessing macroeconomic tail risk
F Loria, C Matthes, D Zhang
Available at SSRN 4002665, 2022
Are the effects of financial market disruptions big or small?
R Barnichon, C Matthes, A Ziegenbein
Review of Economics and Statistics 104 (3), 557-570, 2022
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
Choosing the variables to estimate singular DSGE models
F Canova, F Ferroni, C Matthes
Journal of Applied Econometrics 29 (7), 1099-1117, 2014
Learning about fiscal policy and the effects of policy uncertainty
J Hollmayr, C Matthes
Journal of Economic Dynamics and Control 59, 142-162, 2015
The financial crisis at 10: Will we ever recover
R Barnichon, C Matthes, A Ziegenbein
FRBSF Economic Letter 19, 2018
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
Are the effects of monetary policy asymmetric?
R Barnichon, C Matthes, T Sablik
Richmond Fed Economic Brief, 2017
Approximating time varying structural models with time invariant structures
F Canova, F Ferroni, C Matthes
Banque de France Working Paper, 2015
Beveridge curve shifts and time-varying parameter vars
TA Lubik, C Matthes, AP Owens
Available at SSRN 3013019, 2016
Indeterminacy and imperfect information
T Lubik, C Matthes, E Mertens
Deutsche Bundesbank Discussion Paper, 2020
Detecting and analyzing the effects of time‐varying parameters in dsge models
F Canova, F Ferroni, C Matthes
International Economic Review 61 (1), 105-125, 2020
Assessing US aggregate fluctuations across time and frequencies
TA Lubik, C Matthes, F Verona
Bank of Finland Research Discussion Paper, 2019
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Artikelen 1–20