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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, 2015
1922015
Functional approximation of impulse responses
R Barnichon, C Matthes
Journal of Monetary Economics 99, 41-55, 2018
169*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
1652022
Optimized Taylor rules for disinflation when agents are learning
T Cogley, C Matthes, AM Sbordone
Journal of Monetary Economics 72, 131-147, 2015
76*2015
Time-varying parameter vector autoregressions: Specification, estimation, and an application
TA Lubik, C Matthes
Estimation, and an Application, 2015
762015
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
65*2022
Assessing macroeconomic tail risk
F Loria, C Matthes, D Zhang
Available at SSRN 4002665, 2023
562023
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
562011
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
53*2020
Indeterminacy and learning: An analysis of monetary policy in the Great Inflation
TA Lubik, C Matthes
Journal of Monetary Economics 82, 85-106, 2016
522016
The financial crisis at 10: will we ever recover?
R Barnichon, C Matthes, A Ziegenbein
FRBSF Economic Letter 19, 2018
472018
Learning about fiscal policy and the effects of policy uncertainty
J Hollmayr, C Matthes
Journal of Economic Dynamics and Control 59, 142-162, 2015
44*2015
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
37*2016
Choosing the variables to estimate singular DSGE models
F Canova, F Ferroni, C Matthes
Journal of Applied Econometrics 29 (7), 1099-1117, 2014
372014
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
35*2020
Are the effects of monetary policy asymmetric?
R Barnichon, C Matthes, T Sablik
Richmond Fed Economic Brief, 2017
352017
Beveridge curve shifts and time-varying parameter VARs
TA Lubik, C Matthes, AP Owens
Available at SSRN 3013019, 2016
252016
Indeterminacy and imperfect information
TA Lubik, C Matthes, E Mertens
Review of Economic Dynamics 49, 37-57, 2023
202023
A composite likelihood approach for dynamic structural models
F Canova, C Matthes
The Economic Journal 131 (638), 2447-2477, 2021
202021
The natural rate of unemployment over the past 100 years
R Barnichon, C Matthes
FRBSF Economic Letter 23, 219-231, 2017
152017
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