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Christian Matthes

Personal Details

First Name:Christian
Middle Name:
Last Name:Matthes
Suffix:
RePEc Short-ID:pma1006
https://sites.google.com/site/christianmatthes/
Terminal Degree:2010 Department of Economics; New York University (NYU) (from RePEc Genealogy)

Affiliation

Federal Reserve Bank of Richmond

Richmond, Virginia (United States)
http://www.richmondfed.org/

:


RePEc:edi:frbrius (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Barnichon, Régis & Matthes, Christian & Ziegenbein, Alexander, 2016. "Assessing the Non-Linear Effects of Credit Market Shocks," CEPR Discussion Papers 11410, C.E.P.R. Discussion Papers.
  2. Barnichon, Régis & Matthes, Christian, 2016. "Understanding the Size of the Government Spending Multiplier: It's in the Sign," CEPR Discussion Papers 11373, C.E.P.R. Discussion Papers.
  3. Barnichon, Regis & Matthes, Christian & Ziegenbein, Alexander, 2016. "Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions," Working Paper 16-15, Federal Reserve Bank of Richmond.
  4. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2016. "Choosing Prior Hyperparameters," Working Paper 16-9, Federal Reserve Bank of Richmond.
  5. Christian Matthes & Regis Barnichon, 2015. "Measuring the Non-Linear Effects of Monetary Policy," 2015 Meeting Papers 49, Society for Economic Dynamics.
  6. Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2015. "Approximating time varying structural models with time invariant structures," CEPR Discussion Papers 10803, C.E.P.R. Discussion Papers.
  7. Hollmayr, Josef & Matthes, Christian, 2015. "Tales of transition paths: Policy uncertainty and random walks," Discussion Papers 14/2015, Deutsche Bundesbank.
  8. Barnichon, Régis & Matthes, Christian, 2015. "Stimulus versus Austerity: The Asymmetric Government Spending Multiplier," CEPR Discussion Papers 10584, C.E.P.R. Discussion Papers.
  9. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2015. "Measurement Errors and Monetary Policy: Then and Now," Working Paper 15-13, Federal Reserve Bank of Richmond.
  10. Cogley, Timothy & Matthes, Christian & Sbordone, Argia M., 2014. "Optimized Taylor Rules for Disinflation When Agents are Learning," Working Paper 14-7, Federal Reserve Bank of Richmond.
  11. Barnichon, Regis & Matthes, Christian, 2014. "Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks," Working Paper 16-8, Federal Reserve Bank of Richmond, revised 01 Jun 2016.
  12. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2014. "Drifts, Volatilities, and Impulse Responses Over the Last Century," Working Paper 14-10, Federal Reserve Bank of Richmond.
  13. Hollmayr, Josef & Matthes, Christian, 2014. "Dynamics of Monetary-Fiscal Interaction under Learning," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100609, Verein für Socialpolitik / German Economic Association.
  14. Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2013. "Choosing the variables to estimate singular DSGE models," CEPR Discussion Papers 9381, C.E.P.R. Discussion Papers.
  15. Josef Hollmayr & Christian Matthes, 2013. "Learning about fiscal policy and the effects of policy uncertainty," Working Paper 13-15, Federal Reserve Bank of Richmond.
  16. Christian Matthes & Thomas Lubik, 2013. "Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation," 2013 Meeting Papers 973, Society for Economic Dynamics.
  17. Christian Matthes & Francesca Rondina, 2012. "Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information," UFAE and IAE Working Papers 913.12, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  18. Cogley, Timothy & Matthes, Christian & Sbordone, Argia M., 2011. "Optimal disinflation under learning," Staff Reports 524, Federal Reserve Bank of New York, revised 01 May 2014.
  19. Cogley, Timothy & de Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony, 2011. "A Bayesian approach to optimal monetary policy with parameter and model uncertainty," Bank of England working papers 414, Bank of England.

Articles

  1. Barnichon, Regis & Matthes, Christian, 2017. "The Natural Rate of Unemployment over the Past 100 Years," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  2. Barnichon, Regis & Matthes, Christian & Sablik, Timothy, 2017. "Are the Effects of Monetary Policy Asymmetric?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue March, pages 1-4.
  3. Pooyan Amir‐Ahmadi & Christian Matthes & Mu‐Chun Wang, 2016. "Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century," Quantitative Economics, Econometric Society, vol. 7(2), pages 591-611, July.
  4. Lubik, Thomas A. & Matthes, Christian, 2016. "Indeterminacy and learning: An analysis of monetary policy in the Great Inflation," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 85-106.
  5. Lubik, Thomas A. & Matthes, Christian & Owens, Andrew, 2016. "Beveridge Curve Shifts and Time-Varying Parameter VARs," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 197-226.
  6. Lubik, Thomas A. & Matthes, Christian, 2015. "Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Oct, pages 1-6.
  7. Christian Matthes, 2015. "Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 1-29, February.
  8. Cogley, Timothy & Matthes, Christian & Sbordone, Argia M., 2015. "Optimized Taylor rules for disinflation when agents are learning," Journal of Monetary Economics, Elsevier, vol. 72(C), pages 131-147.
  9. Hollmayr, Josef & Matthes, Christian, 2015. "Learning about fiscal policy and the effects of policy uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 142-162.
  10. Lubik, Thomas A. & Matthes, Christian, 2015. "Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application," Economic Quarterly, Federal Reserve Bank of Richmond, issue 4Q, pages 323-352.
  11. Matthes, Christian & Sablik, Timothy, 2014. "Learning about Fiscal Policy Uncertainty," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Jan, pages 1-4.
  12. Fabio Canova & Filippo Ferroni & Christian Matthes, 2014. "Choosing The Variables To Estimate Singular Dsge Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1099-1117, November.
  13. Matthes, Christian & Wang, Mu-Chun, 2012. "What drives inflation in New Keynesian models?," Economics Letters, Elsevier, vol. 114(3), pages 338-342.
  14. Cogley, Timothy & De Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony, 2011. "A Bayesian approach to optimal monetary policy with parameter and model uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2186-2212.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Cogley, Timothy & De Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony, 2011. "A Bayesian approach to optimal monetary policy with parameter and model uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2186-2212.

    Mentioned in:

    1. What did Monty Python metaphors ever do for us?
      by Tony Yates in longandvariable on 2018-05-01 09:54:34

Working papers

  1. Barnichon, Régis & Matthes, Christian, 2016. "Understanding the Size of the Government Spending Multiplier: It's in the Sign," CEPR Discussion Papers 11373, C.E.P.R. Discussion Papers.

    Cited by:

    1. Alberto Alesina & Gualtiero Azzalini & Carlo Favero & Francesco Giavazzi & Armando Miano, 2016. "Is it the "How" or the "When" that Matters in Fiscal Adjustments?," NBER Working Papers 22863, National Bureau of Economic Research, Inc.
    2. Diniz, André, 2016. "Effects of fiscal consolidations in Latin America," Textos para discussão 423, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
    3. Biolsi, Christopher, 2017. "Nonlinear effects of fiscal policy over the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 54-87.

  2. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2016. "Choosing Prior Hyperparameters," Working Paper 16-9, Federal Reserve Bank of Richmond.

    Cited by:

    1. Reusens Peter & Croux Christophe, 2017. "Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
    2. Prüser, Jan & Schlösser, Alexander, 2017. "The effects of economic policy uncertainty on European economies: Evidence from a TVP-FAVAR," Ruhr Economic Papers 708, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.

  3. Christian Matthes & Regis Barnichon, 2015. "Measuring the Non-Linear Effects of Monetary Policy," 2015 Meeting Papers 49, Society for Economic Dynamics.

    Cited by:

    1. Jackson, Laura E. & Owyang, Michael T. & Soques, Daniel, 2016. "Nonlinearities, Smoothing and Countercyclical Monetary Policy," Working Papers 2016-8, Federal Reserve Bank of St. Louis.
    2. Barnichon, Régis & Matthes, Christian, 2015. "Stimulus versus Austerity: The Asymmetric Government Spending Multiplier," CEPR Discussion Papers 10584, C.E.P.R. Discussion Papers.
    3. Dalibor Stevanovic, 2015. "Factor augmented autoregressive distributed lag models with macroeconomic applications," CIRANO Working Papers 2015s-33, CIRANO.
    4. de Ridder, M. & Pfajfar, D., 2017. "Policy Shocks and Wage Rigidities: Empirical Evidence from Regional Effects of National Shocks," Cambridge Working Papers in Economics 1717, Faculty of Economics, University of Cambridge.
    5. Hussain, Syed M. & Malik, Samreen, 2016. "Asymmetric Effects of Exogenous Tax Changes," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 268-300.
    6. Francisco RUGE-MURCIA, 2014. "Indirect Inference Estimation of Nonlinear Dynamic General Equilibrium Models : With an Application to Asset Pricing under Skewness Risk," Cahiers de recherche 15-2014, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

  4. Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2015. "Approximating time varying structural models with time invariant structures," CEPR Discussion Papers 10803, C.E.P.R. Discussion Papers.

    Cited by:

    1. Julien Albertini & Hong Lan, 2016. "The importance of time-varying parameters in new Keynesian models with zero lower bound," SFB 649 Discussion Papers SFB649DP2016-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    2. Stéphane Auray & Aurélien Eyquem, 2016. "Episodes of War and Peace in an Estimated Open Economy Model," Working Papers 2016-01, Center for Research in Economics and Statistics.
    3. Stefano Grassi & Miguel Leon-Ledesma & Filippo Ferroni, 2016. "Fundamental shock selection in DSGE models," 2016 Meeting Papers 47, Society for Economic Dynamics.
    4. Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
    5. Lubik, Thomas A. & Matthes, Christian & Owens, Andrew, 2016. "Beveridge Curve Shifts and Time-Varying Parameter VARs," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 197-226.
    6. Ferroni, Filippo & Grassi, Stefano & Leon-Ledesma, Miguel A., 2017. "Selecting Primal Innovations in DSGE models," Working Paper Series WP-2017-20, Federal Reserve Bank of Chicago.
    7. Neri, Stefano & Nobili, Andrea & Conti, Antonio M., 2017. "Low inflation and monetary policy in the euro area," Working Paper Series 2005, European Central Bank.
    8. Ramazan EKİNCİ & Osman TÜZÜN & Fatih CEYLAN & Hakan KAHYAOĞLU, 2017. "Dışa Açıklık ile İşsizlik Arasındaki İlişki: Seçilmiş AB Ülkeleri ve Türkiye Üzerine Zamana Göre Değişen Parametreli Bir Analiz Algıları," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25.

  5. Barnichon, Régis & Matthes, Christian, 2015. "Stimulus versus Austerity: The Asymmetric Government Spending Multiplier," CEPR Discussion Papers 10584, C.E.P.R. Discussion Papers.

    Cited by:

    1. Klein, Mathias, 2016. "Austerity and private debt," Ruhr Economic Papers 642, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    2. Giuseppe Fiori & Domenico Ferraro, 2016. "Aging of the Baby Boomers: Demographics and Propagation of Tax Shocks," 2016 Meeting Papers 359, Society for Economic Dynamics.
    3. Donato Masciandaro, 2014. "Macroeconomic Ideas, Business Cycles and Economic Policies: One Size Doesn’t Fit All - A Primer," BAFFI CAREFIN Working Papers 14161, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    4. Mathias Klein, 2016. "Austerity and Private Debt," Discussion Papers of DIW Berlin 1611, DIW Berlin, German Institute for Economic Research.
    5. Pietro Dallari & Antonio Ribba, 2015. "Economic Shocks and their Effects on Unemployment in the Euro Area Periphery under the EMU," Center for Economic Research (RECent) 114, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    6. Steven M. Fazzari & James Morley & Irina B. Panovska, 2017. "When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects?," Discussion Papers 2017-04, School of Economics, The University of New South Wales.
    7. Pietro Dallari & Antonio Ribba, 2015. "Economic Shocks and their Effects on Unemployment in the Euro Area Periphery under the EMU," Department of Economics (DEMB) 0057, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".

  6. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2015. "Measurement Errors and Monetary Policy: Then and Now," Working Paper 15-13, Federal Reserve Bank of Richmond.

    Cited by:

    1. Jo, Soojin & Sekkel, Rodrigo, 2017. "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Working Papers 1702, Federal Reserve Bank of Dallas.
    2. Christiane J.S. Baumeister & James D. Hamilton, 2017. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," NBER Working Papers 24167, National Bureau of Economic Research, Inc.
    3. Christiane Baumeister & James D. Hamilton, 2017. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," CESifo Working Paper Series 6835, CESifo Group Munich.
    4. C. Glocker & G. Sestieri & P. Towbin, 2017. "Time-varying fiscal spending multipliers in the UK," Working papers 643, Banque de France.

  7. Cogley, Timothy & Matthes, Christian & Sbordone, Argia M., 2014. "Optimized Taylor Rules for Disinflation When Agents are Learning," Working Paper 14-7, Federal Reserve Bank of Richmond.

    Cited by:

    1. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2017. "Measurement errors and monetary policy: Then and now," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 66-78.
    2. Josef Hollmayr & Christian Matthes, 2013. "Learning about fiscal policy and the effects of policy uncertainty," Working Paper 13-15, Federal Reserve Bank of Richmond.
    3. Guido Ascari & Argia M. Sbordone, 2013. "The Macroeconomics of Trend Inflation," DEM Working Papers Series 053, University of Pavia, Department of Economics and Management.
    4. William A. Branch & George W. Evans, 2017. "Unstable Inflation Targets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 767-806, June.
    5. Christopher G. Gibbs & Mariano Kulish, 2015. "Disinflations in a model of imperfectly anchored expectations," Discussion Papers 2015-22, School of Economics, The University of New South Wales.
    6. Matthes, Christian & Hollmayr, Josef, 2015. "Tales of Transition Paths: Policy Uncertainty and Random Walks," Working Paper 15-11, Federal Reserve Bank of Richmond.
    7. Hollmayr, Josef & Kühl, Michael, 2016. "Learning about banks' net worth and the slow recovery after the financial crisis," Discussion Papers 39/2016, Deutsche Bundesbank.
    8. Josef Hollmayr & Michael Kuehl, 2016. "Imperfect Information about Financial Frictions and Consequences for the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 179-207, October.

  8. Barnichon, Regis & Matthes, Christian, 2014. "Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks," Working Paper 16-8, Federal Reserve Bank of Richmond, revised 01 Jun 2016.

    Cited by:

    1. S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE model nonlinearities," Working Papers 13-47, Federal Reserve Bank of Philadelphia.
    2. Barnichon, Régis & Matthes, Christian & Ziegenbein, Alexander, 2016. "Assessing the Non-Linear Effects of Credit Market Shocks," CEPR Discussion Papers 11410, C.E.P.R. Discussion Papers.
    3. Claudio Borio & Boris Hofmann, 2017. "Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?," RBA Annual Conference Volume,in: Jonathan Hambur & John Simon (ed.), Monetary Policy and Financial Stability in a World of Low Interest Rates Reserve Bank of Australia.
    4. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2017. "The effects of quasi-random monetary experiments," NBER Working Papers 23074, National Bureau of Economic Research, Inc.
    5. Nelimarkka, Jaakko, 2017. "Evidence on News Shocks under Information Deficiency," MPRA Paper 80850, University Library of Munich, Germany.
    6. Régis Barnichon & Christian Matthes, 2016. "Understanding the size of the government spending multiplier: It's in the sign," Economics Working Papers 1555, Department of Economics and Business, Universitat Pompeu Fabra.
    7. Barnichon, Regis & Matthes, Christian & Ziegenbein, Alexander, 2016. "Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions," Working Paper 16-15, Federal Reserve Bank of Richmond.
    8. Jorda, Oscar & Schularick, Moritz & Taylor, Alan M., 2017. "Large and State-Dependent Effects of Quasi-Random Monetary Experiments," Working Paper Series 2017-2, Federal Reserve Bank of San Francisco.
    9. Barnichon, Regis & Matthes, Christian, 2017. "Understanding the Size of the Government Spending Multiplier: It's in the Sign," Working Paper 17-15, Federal Reserve Bank of Richmond.

  9. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2014. "Drifts, Volatilities, and Impulse Responses Over the Last Century," Working Paper 14-10, Federal Reserve Bank of Richmond.

    Cited by:

    1. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2017. "Measurement errors and monetary policy: Then and now," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 66-78.
    2. Bataa, Erdenebat & Wohar, Mark & Vivian, Andrew, 2015. "Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014," MPRA Paper 72422, University Library of Munich, Germany.

  10. Hollmayr, Josef & Matthes, Christian, 2014. "Dynamics of Monetary-Fiscal Interaction under Learning," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100609, Verein für Socialpolitik / German Economic Association.

    Cited by:

    1. Drautzburg, Thorsten, 2016. "A narrative approach to a fiscal DSGE model," Working Papers 16-11, Federal Reserve Bank of Philadelphia.

  11. Canova, Fabio & Ferroni, Filippo & Matthes, Christian, 2013. "Choosing the variables to estimate singular DSGE models," CEPR Discussion Papers 9381, C.E.P.R. Discussion Papers.

    Cited by:

    1. Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017. "The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries," Working Papers 2017-10, Joint Research Centre, European Commission (Ispra site).
    2. Francesca Monti, 2015. "Can a data-rich environment help identify the sources of model misspecification?," Discussion Papers 1505, Centre for Macroeconomics (CFM).
    3. Monti, Francesca, 2015. "Can a data-rich environment help identify the sources of model misspecification?," LSE Research Online Documents on Economics 86320, London School of Economics and Political Science, LSE Library.
    4. Drautzburg, Thorsten, 2016. "A narrative approach to a fiscal DSGE model," Working Papers 16-11, Federal Reserve Bank of Philadelphia.
    5. Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
    6. Maik Wolters, 2017. "How the Baby Boomers' Retirement Wave Distorts Model-Based Output Gap Estimates," Jena Economic Research Papers 2017-008, Friedrich-Schiller-University Jena.
    7. Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
    8. Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers CWP21/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Zhongjun Qu & Fan Zhuo, 2015. "Likelihood Ratio Based Tests for Markov Regime Switching," Boston University - Department of Economics - Working Papers Series wp2015-003, Boston University - Department of Economics.
    10. Nikolay, Iskrev, 2014. "Choosing the variables to estimate singular DSGE models: Comment," Dynare Working Papers 41, CEPREMAP.
    11. Massimo Franchi, 2013. "Comment on: Ravenna, F., 2007. Vector autoregressions and reduced form representations of DSGE models. Journal of Monetary Economics 54, 2048-2064," DSS Empirical Economics and Econometrics Working Papers Series 2013/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
    12. Yongquan Cao & Grey Gordon, 2016. "A Practical Approach to Testing Calibration Strategies," Caepr Working Papers 2016-004 Classification-C, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    13. Morris, Stephen D., 2017. "DSGE pileups," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 56-86.
    14. Zhongjun Qu, 2015. "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series wp2015-002, Boston University - Department of Economics.

  12. Josef Hollmayr & Christian Matthes, 2013. "Learning about fiscal policy and the effects of policy uncertainty," Working Paper 13-15, Federal Reserve Bank of Richmond.

    Cited by:

    1. Jang, Tae-Seok & Sacht, Stephen, 2017. "Modeling consumer confidence and its role for expectation formation: A horse race," Economics Working Papers 2017-04, Christian-Albrechts-University of Kiel, Department of Economics.
    2. Richter, Alexander W. & Throckmorton, Nathaniel A., 2015. "The consequences of an unknown debt target," European Economic Review, Elsevier, vol. 78(C), pages 76-96.
    3. Davig, Troy A. & Foerster, Andrew T., 2014. "Uncertainty and fiscal cliffs," Research Working Paper RWP 14-4, Federal Reserve Bank of Kansas City.
    4. Hollmayr, Josef & Matthes, Christian, 2014. "Dynamics of Monetary-Fiscal Interaction under Learning," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100609, Verein für Socialpolitik / German Economic Association.
    5. Nargiza Alymkulova & Nurlan Atabaev & Junus Ganiev, 2016. "Var — analysis of global financial economic crisis impact on public budget and unemployment: evidence from the economy of the Kyrgyz republic," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 1090-1101.
    6. Matthes, Christian & Hollmayr, Josef, 2015. "Tales of Transition Paths: Policy Uncertainty and Random Walks," Working Paper 15-11, Federal Reserve Bank of Richmond.
    7. Caprioli, Francesco, 2015. "Optimal fiscal policy under learning," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 101-124.
    8. Hollmayr, Josef & Kühl, Michael, 2016. "Learning about banks' net worth and the slow recovery after the financial crisis," Discussion Papers 39/2016, Deutsche Bundesbank.
    9. Josef Hollmayr & Michael Kuehl, 2016. "Imperfect Information about Financial Frictions and Consequences for the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 179-207, October.

  13. Christian Matthes & Thomas Lubik, 2013. "Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation," 2013 Meeting Papers 973, Society for Economic Dynamics.

    Cited by:

    1. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2017. "Measurement errors and monetary policy: Then and now," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 66-78.
    2. Lubik, Thomas A. & Matthes, Christian, 2016. "Indeterminacy and learning: An analysis of monetary policy in the Great Inflation," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 85-106.
    3. Qureshi, Irfan, 2018. "Money Aggregates and Determinacy : A Reinterpretation of Monetary Policy During the Great Inflation," The Warwick Economics Research Paper Series (TWERPS) 1156, University of Warwick, Department of Economics.
    4. Fabio Milani, 2014. "Sentiment and the U.S. Business Cycle," 2014 Meeting Papers 883, Society for Economic Dynamics.
    5. Elmar Mertens & Christian Matthes & Thomas Lubik, 2017. "Indeterminacy and Imperfect Information," 2017 Meeting Papers 337, Society for Economic Dynamics.
    6. Claudio Borio & Piti Disyatat & Mikael Juselius & Phurichai Rungcharoenkitkul, 2018. "Monetary policy in the grip of a pincer movement," BIS Working Papers 706, Bank for International Settlements.
    7. Makin, Anthony J. & Robson, Alex & Ratnasiri, Shyama, 2017. "Missing money found causing Australia's inflation," Economic Modelling, Elsevier, vol. 66(C), pages 156-162.
    8. Michele Berardi & Jaqueson K Galimberti, 2016. "On the Initialization of Adaptive Learning in Macroeconomic Models," KOF Working papers 16-422, KOF Swiss Economic Institute, ETH Zurich.
    9. Qureshi, Irfan, 2016. "The Role of Money in Federal Reserve Policy," The Warwick Economics Research Paper Series (TWERPS) 1133, University of Warwick, Department of Economics.

  14. Cogley, Timothy & Matthes, Christian & Sbordone, Argia M., 2011. "Optimal disinflation under learning," Staff Reports 524, Federal Reserve Bank of New York, revised 01 May 2014.

    Cited by:

    1. Guido Ascari & Anna Florio, 2012. "Transparency, Expectations Anchoring and the Inflation Target," DEM Working Papers Series 022, University of Pavia, Department of Economics and Management.
    2. Matthes, Christian & Rondina, Francesca, 2012. "Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information," Dynare Working Papers 19, CEPREMAP.
    3. Francesco Bianchi & Leonardo Melosi, 2016. "Modeling The Evolution Of Expectations And Uncertainty In General Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 717-756, May.
    4. Giamattei, Marcus, 2015. "Cold Turkey vs. gradualism: Evidence on disinflation strategies from a laboratory experiment," Passauer Diskussionspapiere, Volkswirtschaftliche Reihe V-67-15, University of Passau, Faculty of Business and Economics.
    5. Yang Lu & Ernesto Pasten & Robert King, 2013. "Policy design with private sector skepticism in the textbook New Keynesian model," 2013 Meeting Papers 241, Society for Economic Dynamics.
    6. Josef Hollmayr & Christian Matthes, 2013. "Learning about fiscal policy and the effects of policy uncertainty," Working Paper 13-15, Federal Reserve Bank of Richmond.
    7. Ascari, Guido & Ropele, Tiziano, 2013. "Disinflation effects in a medium-scale New Keynesian model: Money supply rule versus interest rate rule," European Economic Review, Elsevier, vol. 61(C), pages 77-100.
    8. Lubik, Thomas A. & Matthes, Christian, 2016. "Indeterminacy and learning: An analysis of monetary policy in the Great Inflation," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 85-106.
    9. Leonardo Melosi, 2017. "Signalling Effects of Monetary Policy," Review of Economic Studies, Oxford University Press, vol. 84(2), pages 853-884.
    10. Francesco Bianchi & Leonardo Melosi, 2012. "Constrained Discretion and Central Bank Transparency," PIER Working Paper Archive 13-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    11. Guido Ascari & Argia M. Sbordone, 2013. "The Macroeconomics of Trend Inflation," DEM Working Papers Series 053, University of Pavia, Department of Economics and Management.
    12. Hollmayr, Josef & Matthes, Christian, 2014. "Dynamics of Monetary-Fiscal Interaction under Learning," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100609, Verein für Socialpolitik / German Economic Association.
    13. Christian Matthes, 2015. "Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 1-29, February.
    14. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2014. "Drifts, Volatilities, and Impulse Responses Over the Last Century," Working Paper 14-10, Federal Reserve Bank of Richmond.
    15. Ascari, Guido & Florio, Anna & Gobbi, Alessandro, 2017. "Transparency, expectations anchoring and inflation target," European Economic Review, Elsevier, vol. 91(C), pages 261-273.
    16. Leonardo Melosi & Francesco Bianchi, 2012. "Inflationary Sentiments and Monetary Policy Communcation," 2012 Meeting Papers 893, Society for Economic Dynamics.
    17. Christian Matthes & Francesca Rondina, 2017. "Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy," Working Papers 1705E, University of Ottawa, Department of Economics.
    18. Barnett, Alina & Ellison, Martin, 2012. "Learning by disinflating," Research Discussion Papers 10/2012, Bank of Finland.

  15. Cogley, Timothy & de Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony, 2011. "A Bayesian approach to optimal monetary policy with parameter and model uncertainty," Bank of England working papers 414, Bank of England.

    Cited by:

    1. Alexander Kriwoluzky & Christian A. Stoltenberg, 2016. "Nested Models and Model Uncertainty," Scandinavian Journal of Economics, Wiley Blackwell, vol. 118(2), pages 324-353, April.
    2. Francesca Rondina, 2010. "Policy Evaluation and Uncertainty About the Effects of Oil Prices on Economic Activity," Working Papers 522, Barcelona Graduate School of Economics.
    3. Ekaterina Pirozhkova, 2017. "Financial frictions and robust monetary policy in the models of New Keynesian framework," BCAM Working Papers 1701, Birkbeck Centre for Applied Macroeconomics.
    4. Anderson, Evan W. & Brock, William & Sanstad, Alan H., 2016. "Robust Consumption and Energy Decisions," 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 250117, Agricultural and Applied Economics Association.
    5. Polito, Vito & Spencer, Peter, 2011. "UK Macroeconomic Volatility and the Welfare Costs of Inflation," Cardiff Economics Working Papers E2011/23, Cardiff University, Cardiff Business School, Economics Section.
    6. William A. Brock & Steven N. Durlauf, 2015. "On Sturdy Policy Evaluation," The Journal of Legal Studies, University of Chicago Press, vol. 44(S2), pages 447-473.
    7. Francesca Rondina, 2010. "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," Working Papers 478, Barcelona Graduate School of Economics.
    8. Francesca Rondina, 2017. "Model Uncertainty and the Direction of Fit of the Postwar U.S. Phillips Curve(s)," Working Papers 1702E, University of Ottawa, Department of Economics.
    9. Andrea Ajello & Thomas Laubach & J. David Lopez-Salido & Taisuke Nakata, 2016. "Financial Stability and Optimal Interest-Rate Policy," Finance and Economics Discussion Series 2016-067, Board of Governors of the Federal Reserve System (U.S.).
    10. Anna Almosova, 2016. "Labor Market Frictions and Monetary Policy Design," SFB 649 Discussion Papers SFB649DP2016-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    11. Gradojevic, Nikola & Gençay, Ramazan, 2013. "Fuzzy logic, trading uncertainty and technical trading," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 578-586.
    12. Jasmin Sin, 2016. "The Fiscal Multiplier in Small Open Economy; The Role of Liquidity Frictions," IMF Working Papers 16/138, International Monetary Fund.
    13. Federico Ravenna, 2014. "How Central Banks Learn the True Model of the Economy," Cahiers de recherche 1409, CIRPEE.
    14. Ravenna, Federico, 2012. "Optimal monetary policy and model selection in a real-time learning environment," Economics Letters, Elsevier, vol. 114(3), pages 322-325.
    15. Sheen, Jeffrey & Wang, Ben Zhe, 2016. "Animal spirits and optimal monetary policy design in the presence of labour market frictions," Economic Modelling, Elsevier, vol. 52(PB), pages 898-912.
    16. Yagihashi, Takeshi, 2018. "How costly is a misspecified credit channel DSGE model in monetary policymaking?," Economic Modelling, Elsevier, vol. 68(C), pages 484-505.

Articles

  1. Barnichon, Regis & Matthes, Christian, 2017. "The Natural Rate of Unemployment over the Past 100 Years," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.

    Cited by:

    1. Yellen, Janet L., 2017. "Inflation, Uncertainty, and Monetary Policy : a speech at the "Prospects for Growth: Reassessing the Fundamentals" 59th Annual Meeting of the National Association for Business Economics, Cle," Speech 971, Board of Governors of the Federal Reserve System (U.S.).

  2. Pooyan Amir‐Ahmadi & Christian Matthes & Mu‐Chun Wang, 2016. "Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century," Quantitative Economics, Econometric Society, vol. 7(2), pages 591-611, July.

    Cited by:

    1. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2017. "Measurement errors and monetary policy: Then and now," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 66-78.
    2. S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013. "Assessing DSGE model nonlinearities," Working Papers 13-47, Federal Reserve Bank of Philadelphia.
    3. Doh, Taeyoung, 2017. "Trend and Uncertainty in the Long-Term Real Interest Rate: Bayesian Exponential Tilting with Survey Data," Research Working Paper RWP 17-8, Federal Reserve Bank of Kansas City.
    4. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2016. "Choosing Prior Hyperparameters," Working Paper 16-9, Federal Reserve Bank of Richmond.
    5. Lubik, Thomas A. & Matthes, Christian & Owens, Andrew, 2016. "Beveridge Curve Shifts and Time-Varying Parameter VARs," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 197-226.
    6. Njindan Iyke, Bernard, 2016. "Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification," MPRA Paper 70205, University Library of Munich, Germany.
    7. Lubik, Thomas A. & Matthes, Christian, 2015. "Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application," Economic Quarterly, Federal Reserve Bank of Richmond, issue 4Q, pages 323-352.

  3. Lubik, Thomas A. & Matthes, Christian, 2016. "Indeterminacy and learning: An analysis of monetary policy in the Great Inflation," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 85-106.
    See citations under working paper version above.
  4. Lubik, Thomas A. & Matthes, Christian & Owens, Andrew, 2016. "Beveridge Curve Shifts and Time-Varying Parameter VARs," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 197-226.

    Cited by:

    1. Reusens Peter & Croux Christophe, 2017. "Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
    2. Amir-Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2016. "Choosing Prior Hyperparameters," Working Paper 16-9, Federal Reserve Bank of Richmond.
    3. Lubik, Thomas A. & Matthes, Christian, 2015. "Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application," Economic Quarterly, Federal Reserve Bank of Richmond, issue 4Q, pages 323-352.

  5. Lubik, Thomas A. & Matthes, Christian, 2015. "Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Oct, pages 1-6.

    Cited by:

    1. Holston, Kathryn & Laubach, Thomas & Williams, John C., 2016. "Measuring the Natural Rate of Interest: International Trends and Determinants," Working Paper Series 2016-11, Federal Reserve Bank of San Francisco.
    2. Lecznar, Jonathan & Lubik, Thomas A., 2017. "Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan," Working Paper 17-8, Federal Reserve Bank of Richmond.
    3. Williams, John C., 2017. "Preparing for the Next Storm: Reassessing Frameworks & Strategies in a Low R-Star World," Speech 176, Federal Reserve Bank of San Francisco.
    4. Michael D. Bauer & Glenn D. Rudebusch, 2017. "Interest Rates Under Falling Stars," CESifo Working Paper Series 6571, CESifo Group Munich.
    5. Jeffrey M. Lacker, 2016. "What Monetary Policy Can Do," Cato Journal, Cato Journal, Cato Institute, vol. 36(2), pages 261-268, Spring/Su.
    6. Williams, John C., 2017. "Three Questions on R-star," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
    7. Taylor, John B. & Wieland, Volker, 2016. "Finding the equilibrium real interest rate in a fog of policy deviations," IMFS Working Paper Series 103, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    8. Laubach, Thomas & Williams, John C., 2015. "Measuring the natural rate of interest redux," Working Paper Series 2015-16, Federal Reserve Bank of San Francisco.
    9. Mariarosaria Comunale & Jonas Striaukas, 2017. "Unconventional monetary policy: interest rates and low inflation: A review of literature and methods," CAMA Working Papers 2017-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    10. Ásgeir Daníelsson & Ólafur Sindri Helgason & Stefán Thórarinsson, 2016. "Estimating the Natural Interest Rate for Iceland: An Exploratory Study," Economics wp74, Department of Economics, Central bank of Iceland.
    11. Williams, John C., 2016. "Assessing the New Normal(s). Speech to the Federal Home Loan Bank of San Francisco’s 2016 Member Conference, San Francisco, California, October 21, 2016," Speech 171, Federal Reserve Bank of San Francisco.
    12. Rachael McCririck & Daniel Rees, 2017. "The Neutral Interest Rate," RBA Bulletin, Reserve Bank of Australia, pages 09-18, September.
    13. Corneo, Giacomo, 2017. "Ein Staatsfonds, der eine soziale Dividende finanziert," Discussion Papers 2017/13, Free University Berlin, School of Business & Economics.
    14. Luis Ceballos & Jorge A. Fornero & Andrés Gatty, 2017. "Nuevas estimaciones de la tasa real neutral de Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 120-143, December.
    15. Kurt F. Lewis & Francisco Vazquez-Grande, 2017. "Measuring the Natural Rate of Interest : Alternative Specifications," Finance and Economics Discussion Series 2017-059, Board of Governors of the Federal Reserve System (U.S.).
    16. Christensen, Jens H. E. & Rudebusch, Glenn D., 2017. "A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt," Working Paper Series 2017-7, Federal Reserve Bank of San Francisco.
    17. Alpaslan AKÇORAOĞLU, 2018. "Küresel Stagnasyon ve İktisadi Stagnasyon Teorilerinin Karşılaştırmalı Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(35).
    18. Williams, John C., 2017. "Preparing for the Next Storm: Reassessing Frameworks and Strategies in a Low R-star World," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
    19. Benjamin K. Johannsen & Elmar Mertens, 2016. "A Time Series Model of Interest Rates With the Effective Lower Bound," Finance and Economics Discussion Series 2016-033, Board of Governors of the Federal Reserve System (U.S.).
    20. Williams, John C., 2016. "Whither Inflation Targeting? Speech to the Hayek Group, Reno, Nevada, September 6, 2016," Speech 169, Federal Reserve Bank of San Francisco.
    21. Rasa Stasiukynaitë, 2017. "Understanding Monetary Policy Stance," Bank of Lithuania Occasional Paper Series 14, Bank of Lithuania.

  6. Christian Matthes, 2015. "Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 1-29, February.

    Cited by:

    1. Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Can we Identify the Fed's Preferences?," MPRA Paper 76831, University Library of Munich, Germany.
    2. Chatelain, Jean-Bernard & Ralf Kirsten, 2016. "Countercyclical versus Procyclical Taylor Principles," EconStor Preprints 129796, ZBW - German National Library of Economics.
    3. Lu, Yang K. & King, Robert G. & Pasten, Ernesto, 2016. "Optimal reputation building in the New Keynesian model," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 233-249.
    4. Aeimit Lakdawala & Davide Debortoli, 2013. "How credible is the Federal Reserve?:A structural estimation of policy re-optimizations," 2013 Meeting Papers 1333, Society for Economic Dynamics.
    5. Christian Matthes & Francesca Rondina, 2017. "Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy," Working Papers 1705E, University of Ottawa, Department of Economics.

  7. Cogley, Timothy & Matthes, Christian & Sbordone, Argia M., 2015. "Optimized Taylor rules for disinflation when agents are learning," Journal of Monetary Economics, Elsevier, vol. 72(C), pages 131-147.
    See citations under working paper version above.
  8. Hollmayr, Josef & Matthes, Christian, 2015. "Learning about fiscal policy and the effects of policy uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 142-162.
    See citations under working paper version above.
  9. Lubik, Thomas A. & Matthes, Christian, 2015. "Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application," Economic Quarterly, Federal Reserve Bank of Richmond, issue 4Q, pages 323-352.

    Cited by:

    1. Lecznar, Jonathan & Lubik, Thomas A., 2017. "Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan," Working Paper 17-8, Federal Reserve Bank of Richmond.
    2. Stéphane Auray & Aurélien Eyquem, 2016. "Episodes of War and Peace in an Estimated Open Economy Model," Working Papers 2016-01, Center for Research in Economics and Statistics.
    3. Lubik, Thomas A. & Matthes, Christian & Owens, Andrew, 2016. "Beveridge Curve Shifts and Time-Varying Parameter VARs," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 197-226.

  10. Fabio Canova & Filippo Ferroni & Christian Matthes, 2014. "Choosing The Variables To Estimate Singular Dsge Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1099-1117, November.
    See citations under working paper version above.
  11. Matthes, Christian & Wang, Mu-Chun, 2012. "What drives inflation in New Keynesian models?," Economics Letters, Elsevier, vol. 114(3), pages 338-342.

    Cited by:

    1. Markku Lanne & Jani Luoto, 2014. "Does Output Gap, Labour's Share or Unemployment Rate Drive Inflation?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 715-726, October.
    2. Selen Baser Andic & Hande Kucuk & Fethi Ogunc, 2014. "Inflation Dynamics in Turkey : In Pursuit of a Domestic Cost Measure," Working Papers 1420, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

  12. Cogley, Timothy & De Paoli, Bianca & Matthes, Christian & Nikolov, Kalin & Yates, Tony, 2011. "A Bayesian approach to optimal monetary policy with parameter and model uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2186-2212.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 32 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-MAC: Macroeconomics (25) 2011-03-26 2011-12-19 2012-10-13 2012-10-13 2012-10-20 2013-11-14 2013-12-20 2013-12-29 2014-02-15 2014-04-29 2014-04-29 2014-04-29 2015-02-16 2015-02-22 2015-05-16 2015-07-11 2015-07-25 2015-09-18 2015-09-26 2015-11-01 2015-11-01 2015-12-08 2016-02-12 2018-01-01 2018-01-08. Author is listed
  2. NEP-MON: Monetary Economics (14) 2011-03-26 2011-12-19 2012-10-20 2014-02-15 2014-04-29 2014-04-29 2014-04-29 2015-02-16 2015-02-22 2015-07-11 2015-07-25 2015-11-01 2015-12-08 2016-07-30. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (11) 2013-04-13 2013-11-14 2013-12-20 2013-12-29 2014-04-29 2014-04-29 2015-09-18 2015-09-26 2015-11-01 2016-02-12 2016-07-16. Author is listed
  4. NEP-CBA: Central Banking (9) 2011-03-26 2011-12-19 2014-02-15 2014-04-29 2014-04-29 2015-02-16 2015-02-22 2015-07-11 2015-12-08. Author is listed
  5. NEP-CTA: Contract Theory & Applications (5) 2012-10-13 2012-10-13 2012-10-20 2013-01-07 2014-04-29. Author is listed
  6. NEP-ECM: Econometrics (5) 2013-04-13 2015-09-18 2015-09-26 2015-12-08 2016-09-04. Author is listed
  7. NEP-ETS: Econometric Time Series (3) 2016-02-12 2016-07-30 2016-09-04
  8. NEP-HIS: Business, Economic & Financial History (3) 2014-04-29 2014-04-29 2015-02-16
  9. NEP-PBE: Public Economics (3) 2013-11-14 2013-12-20 2015-05-16
  10. NEP-GER: German Papers (2) 2016-07-16 2016-07-16
  11. NEP-LAW: Law & Economics (1) 2013-12-20
  12. NEP-NET: Network Economics (1) 2012-10-20
  13. NEP-SOG: Sociology of Economics (1) 2014-02-15

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