IDEAS home Printed from https://ideas.repec.org/f/pch402.html
   My authors  Follow this author

Kai Christoffel

Personal Details

First Name:Kai
Middle Name:
Last Name:Christoffel
Suffix:
RePEc Short-ID:pch402
[This author has chosen not to make the email address public]
http://www.kaichristoffel.de/

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
  2. Debrun, Xavier & Masuch, Klaus & Ferrero, Guiseppe & Vansteenkiste, Isabel & Ferdinandusse, Marien & von Thadden, Leopold & Hauptmeier, Sebastian & Alloza, Mario & Derouen, Chloé & Bańkowski, Krzyszto, 2021. "Monetary-fiscal policy interactions in the euro area," Occasional Paper Series 273, European Central Bank.
  3. Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos & Müller, Tobias, 2020. "Disciplining expectations and the forward guidance puzzle," Working Paper Series 2424, European Central Bank.
  4. Christoffel, Kai & de Groot, Oliver & Mazelis, Falk & Montes-Galdón, Carlos, 2020. "Using forecast-augmented VAR evidence to dampen the forward guidance puzzle," Working Paper Series 2495, European Central Bank.
  5. Angelini, Elena & Bokan, Nikola & Christoffel, Kai & Ciccarelli, Matteo & Zimic, Srečko, 2019. "Introducing ECB-BASE: The blueprint of the new ECB semi-structural model for the euro area," Working Paper Series 2315, European Central Bank.
  6. Schabert, Andreas & Christoffel, Kai, 2015. "Interest rates, money, and banks in an estimated euro area model," Working Paper Series 1791, European Central Bank.
  7. Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014. "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series 478, Center for Financial Studies (CFS).
  8. Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013. "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series 1536, European Central Bank.
  9. Christoffel, Kai & Kilponen, Juha & Jaccard, Ivan, 2011. "Government bond risk premia and the cyclicality of fiscal policy," Working Paper Series 1411, European Central Bank.
  10. Warne, Anders & Coenen, Günter & Christoffel, Kai, 2010. "Forecasting with DSGE models," Working Paper Series 1185, European Central Bank.
  11. Kai Christoffel & Keith Kuester & Tobias Linzert, 2009. "The role of labor markets for Euro area monetary policy," Working Papers 09-1, Federal Reserve Bank of Philadelphia.
  12. Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Wage, inflation and employment dynamics with labour market matching," Working Papers 0918, Banco de España.
  13. Kai Christoffel & James Costain & Keith Kuester & Tobias Linzert & Stephen P. Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Working Papers 09-6, Federal Reserve Bank of Philadelphia.
  14. Kai Christoffel & Keith Kuester & Tobias Linzert, 2009. "The Role of Labor Markets for Euro Area Monetary Policy," Kiel Working Papers 1513, Kiel Institute for the World Economy.
  15. Kai Christoffel & Keith Kuester, 2008. "The elasticity of the unemployment rate with respect to benefits," Working Papers 08-15, Federal Reserve Bank of Philadelphia.
  16. Warne, Anders & Coenen, Günter & Christoffel, Kai, 2008. "The new area-wide model of the euro area: a micro-founded open-economy model for forecasting and policy analysis," Working Paper Series 944, European Central Bank.
  17. Christoffel, Kai & Kuester, Keith, 2008. "Resuscitating the wage channel in models with unemployment fluctuations," Working Paper Series 923, European Central Bank.
  18. Christoffel, Kai & Coenen, Gunter & Warne, Anders, 2007. "Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area," MPRA Paper 76759, University Library of Munich, Germany.
  19. Christoffel, Kai Philipp & Küster, Keith & Linzert, Tobias, 2006. "Identifying the role of labor markets for monetary policy in an estimated DSGE model," Discussion Paper Series 1: Economic Studies 2006,17, Deutsche Bundesbank.
  20. Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2005. "The Impact of Labor Markets on the Transmission of Monetary Policy in an Estimated DSGE Model," IZA Discussion Papers 1902, Institute of Labor Economics (IZA).
  21. Kai Christoffel, 2005. "Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models," Computing in Economics and Finance 2005 359, Society for Computational Economics.
  22. Christoffel, Kai & Linzert, Tobias, 2005. "The Role of Real Wage Rigidity and Labor Market Frictions for Unemployment and Inflation Dynamics," IZA Discussion Papers 1896, Institute of Labor Economics (IZA).
    repec:bof:bofrdp:2013_032 is not listed on IDEAS

Articles

  1. Anders Warne & Günter Coenen & Kai Christoffel, 2017. "Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 103-119, January.
  2. Kai Christoffel, 2011. "What can the diamond-mortensen-pissarides model tell us about the conduct of monetary policy in the euro area?," Research Bulletin, European Central Bank, vol. 12, pages 7-11.
  3. Frank Smets & Kai Christoffel & Günter Coenen & Roberto Motto & Massimo Rostagno, 2010. "DSGE models and their use at the ECB," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 51-65, March.
  4. Kai Christoffel & Tobias Linzert, 2010. "The Role of Real Wage Rigidity and Labor Market Frictions for Inflation Persistence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1435-1446, October.
  5. Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009. "The role of labor markets for euro area monetary policy," European Economic Review, Elsevier, vol. 53(8), pages 908-936, November.
  6. Christoffel, Kai & Kuester, Keith, 2009. "The elasticity of the unemployment rate with respect to benefits," Economics Letters, Elsevier, vol. 102(2), pages 102-105, February.
  7. Christoffel, Kai & Kuester, Keith, 2008. "Resuscitating the wage channel in models with unemployment fluctuations," Journal of Monetary Economics, Elsevier, vol. 55(5), pages 865-887, July.
  8. Coenen, Gunter & Levin, Andrew T. & Christoffel, Kai, 2007. "Identifying the influences of nominal and real rigidities in aggregate price-setting behavior," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2439-2466, November.
  9. Morten O. Ravn & Kai Christoffel & Julio J. Rotemberg, 2006. "The Consumption-Tightness Puzzle [with Comments]," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 2006(1), pages 9-63.
  10. Kai Christoffel & Julian Morgan, 2005. "The impact of higher wages on output and inflation," Research Bulletin, European Central Bank, vol. 3, pages 8-9.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  7. Number of Registered Citing Authors
  8. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  9. Euclidian citation score
  10. Closeness measure in co-authorship network
  11. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (20) 2006-01-01 2006-01-24 2006-08-05 2006-08-05 2007-03-24 2009-02-07 2009-04-05 2009-05-16 2009-05-23 2009-08-08 2009-08-08 2009-09-05 2009-09-05 2010-05-15 2012-01-03 2015-06-05 2019-09-23 2020-08-10 2021-09-27 2021-09-27. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (16) 2006-01-24 2006-08-05 2007-03-24 2008-09-05 2009-04-05 2009-05-23 2009-06-17 2009-08-08 2009-09-05 2009-09-05 2010-05-15 2012-01-03 2013-08-23 2014-12-08 2015-06-05 2020-08-10. Author is listed
  3. NEP-LAB: Labour Economics (15) 2006-01-01 2006-08-05 2006-08-05 2007-03-24 2008-09-05 2009-02-07 2009-04-05 2009-04-25 2009-05-16 2009-05-23 2009-06-17 2009-08-08 2009-09-05 2009-09-05 2009-09-11. Author is listed
  4. NEP-MON: Monetary Economics (14) 2006-01-24 2006-08-05 2006-08-05 2007-03-24 2009-02-07 2009-05-16 2009-08-08 2009-09-05 2009-09-05 2015-06-05 2019-09-23 2020-08-10 2020-12-07 2021-09-27. Author is listed
  5. NEP-EEC: European Economics (8) 2009-02-07 2009-04-25 2009-05-16 2009-08-08 2010-05-15 2019-09-23 2021-09-27 2021-09-27. Author is listed
  6. NEP-ECM: Econometrics (3) 2010-05-15 2013-08-23 2014-12-08
  7. NEP-ETS: Econometric Time Series (3) 2010-05-15 2013-08-23 2014-12-08
  8. NEP-FOR: Forecasting (3) 2010-05-15 2013-08-23 2014-12-08
  9. NEP-ORE: Operations Research (3) 2010-05-15 2013-08-23 2020-08-10
  10. NEP-ISF: Islamic Finance (2) 2021-09-27 2021-09-27
  11. NEP-BAN: Banking (1) 2015-06-05
  12. NEP-LTV: Unemployment, Inequality & Poverty (1) 2007-03-24
  13. NEP-MIC: Microeconomics (1) 2009-09-11
  14. NEP-UPT: Utility Models & Prospect Theory (1) 2012-01-03

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Kai Christoffel should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.