Access Statistics for Christian Matthes

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to optimal monetary policy with parameter and model uncertainty 2 3 3 204 2 6 11 458
A Composite Likelihood Approach for Dynamic Structural Models 0 0 0 66 0 2 6 92
A composite likelihood approach for dynamic structural models 0 0 0 16 0 0 2 34
A composite likelihood approach for dynamic structural models 0 0 0 2 0 3 4 30
Approximating Time Varying Structural Models With Time Invariant Structures 0 0 0 54 1 1 1 81
Approximating time varying structural models with time invariant structures 0 0 1 16 0 4 8 86
Approximating time varying structural models with time invariant structures 0 0 0 94 0 0 0 183
Approximating time varying structural models with time invariant structures 0 0 0 92 0 0 1 169
Approximating time varying structural models with time invariant structures 0 0 0 47 0 3 3 76
Assessing Macroeconomic Tail Risk 0 0 3 41 0 1 13 103
Assessing Macroeconomic Tail Risk 0 1 2 55 2 3 6 183
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 2 33 0 1 5 65
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 1 1 1 78
Assessing the Non-Linear Effects of Credit Market Shocks 0 0 0 27 0 1 3 80
Averaging Impulse Responses Using Prediction Pools 0 0 0 48 0 0 0 24
Choosing Prior Hyperparameters 0 0 0 76 0 0 3 116
Choosing the variables to estimate singular DSGE models 0 0 0 177 1 1 1 273
Choosing the variables to estimate singular DSGE models 0 0 1 117 0 2 4 178
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 0 3 9 0 1 5 9
Dealing with misspecification in structural macroeconometric models 0 0 0 65 0 4 6 74
Drifts, Volatilities and Impulse Responses Over the Last Century 0 0 0 46 0 0 1 47
Drifts, Volatilities, and Impulse Responses Over the Last Century 0 0 0 63 0 0 2 125
Dynamics of Monetary-Fiscal Interaction under Learning 0 0 1 21 0 0 1 53
Economic theories and macroeconomic reality 0 0 0 40 0 1 1 31
Extreme Weather and the Macroeconomy 0 1 5 38 1 8 46 187
Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks 0 0 1 44 4 4 6 70
Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks 0 0 0 16 0 1 5 102
General Seemingly Unrelated Local Projections 0 0 11 11 0 1 9 9
How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters 0 0 0 43 0 1 1 43
Indeterminacy and Imperfect Information 0 0 1 38 0 1 4 51
Indeterminacy and Imperfect Information 0 0 0 64 0 1 1 102
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 85 2 2 3 87
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 56 0 1 2 119
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 0 0 1 1 100
Indeterminacy and imperfect information 0 0 0 34 0 1 1 41
Inflation Measured Every Day Keeps Adverse Responses Away: Temporal Aggregation and Monetary Policy Transmission 0 0 1 19 0 0 3 25
Large Structural VARs with Multiple Sign and Ranking Restrictions 1 1 1 1 2 2 2 2
Learning about Regime Change 0 0 2 30 0 1 6 45
Learning about fiscal policy and the effects of policy uncertainty 0 0 0 65 0 1 4 139
Learning about fiscal policy and the effects of policy uncertainty 0 0 0 32 0 0 2 108
Measurement Errors and Monetary Policy: Then and Now 0 0 1 75 0 0 2 91
Measuring the Non-Linear Effects of Monetary Policy 0 2 12 199 2 11 42 474
Monetary Policy Shocks: Data or Methods? 0 1 4 13 3 7 30 36
Monetary Policy across Inflation Regimes 0 0 0 12 0 3 10 22
Monetary Policy across Space and Time 0 0 0 45 0 2 3 104
Online Appendix to "Indeterminacy and Imperfect Information" 0 0 0 4 0 0 0 6
Optimal Disinflation Under Learning 0 0 0 13 0 2 5 136
Optimal disinflation under learning 0 1 2 85 0 1 3 203
Optimized Taylor Rules for Disinflation When Agents are Learning 0 1 3 103 0 3 7 162
Stimulus versus Austerity: The Asymmetric Government Spending Multiplier 0 0 0 97 0 1 1 164
Tales of Transition Paths: Policy Uncertainty and Random Walks 0 0 0 28 0 0 1 41
Tales of transition paths: Policy uncertainty and random walks 0 0 0 22 1 2 2 64
The Demand Origins of Business Cycles 0 0 0 20 0 0 0 110
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 3 8 32 5 11 30 77
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 1 1 1 12 3 7 10 33
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 1 4 15 1 3 9 15
Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions 0 0 0 6 0 0 1 60
Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy 0 0 0 27 0 0 0 32
Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information 0 0 0 25 0 0 1 81
Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information 0 0 0 27 0 0 2 118
Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information 0 0 0 10 0 0 0 55
Two-sided learning in New Keynesian models: Dynamics, (lack of) convergence and the value of information 0 0 0 27 0 0 0 65
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 2 4 28 0 6 16 80
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 1 34 0 1 6 59
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 2 51 0 2 7 120
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 0 48 0 1 2 190
Understanding the size of the government spending multiplier: It's in the sign 0 0 0 27 0 0 3 97
Understanding the size of the government spending multiplier: It’s in the sign 0 0 2 50 0 1 5 146
What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles? 0 0 2 63 0 1 3 111
Total Working Papers 4 18 84 3,227 31 126 385 6,830

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to optimal monetary policy with parameter and model uncertainty 0 1 4 118 2 5 12 429
A Composite Likelihood Approach for Dynamic Structural Models 0 0 1 3 0 2 5 19
Are the Effects of Financial Market Disruptions Big or Small? 5 5 14 41 6 6 24 76
Are the Effects of Fiscal Policy Asymmetric? 0 1 3 44 0 2 4 104
Are the Effects of Monetary Policy Asymmetric? 0 1 6 166 0 2 18 377
Assessing Macroeconomic Tail Risk 0 1 3 3 2 6 11 11
Averaging impulse responses using prediction pools 0 0 1 1 0 2 10 10
Beveridge Curve Shifts and Time-Varying Parameter VARs 0 0 0 14 1 2 3 66
CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS 0 0 1 70 0 2 7 177
COVID-19 over Time and across States: Predictions from a Statistical Model 0 0 0 0 0 1 1 3
Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches 4 19 79 528 11 43 189 1,185
Can Government Spending Help to Escape Recessions? 0 0 2 23 0 0 10 126
Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models 1 2 4 22 2 5 11 63
DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS 0 0 4 29 0 2 8 92
Dealing with misspecification in structural macroeconometric models 0 0 0 6 0 0 2 25
Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century 0 0 0 26 1 1 4 90
Economic theories and macroeconomic reality 0 0 2 22 0 1 6 77
Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency 0 0 1 20 0 0 1 102
Forecasting the COVID-19 epidemic: the case of New Zealand 0 0 0 0 0 0 0 2
Functional Approximation of Impulse Responses 2 3 13 159 6 10 42 496
How Likely Is a Return to the Zero Lower Bound? 0 0 1 10 0 1 2 52
How Likely Is the Zero Lower Bound? 0 0 0 5 1 3 4 23
How Much Does Household Consumption Impact Business Cycles? 0 0 0 12 0 0 0 21
How to go viral: A COVID-19 model with endogenously time-varying parameters 0 0 0 2 0 0 0 9
Indeterminacy and Imperfect Information 0 0 1 13 0 1 4 61
Indeterminacy and learning: An analysis of monetary policy in the Great Inflation 0 0 4 42 0 1 10 175
LEARNING ABOUT REGIME CHANGE 0 0 1 5 1 1 4 12
Learning about Fiscal Policy Uncertainty 0 0 0 26 0 0 0 72
Learning about fiscal policy and the effects of policy uncertainty 1 1 1 28 1 1 7 140
Measurement errors and monetary policy: Then and now 0 0 0 23 0 1 2 121
Monetary Policy across Space and Time 0 0 1 11 0 0 4 38
Moving Macroeconomic Analysis beyond Business Cycles 0 0 0 19 0 1 1 51
Optimized Taylor rules for disinflation when agents are learning 1 2 6 94 1 2 10 268
Severe Weather and the Macroeconomy 6 6 6 6 16 16 16 16
The Burns Disinflation of 1974 0 0 0 11 0 2 4 41
The Financial Crisis at 10: Will We Ever Recover? 2 2 2 27 3 5 6 219
The Highs and Lows of Productivity Growth 0 0 0 9 0 1 2 24
The Natural Rate of Unemployment over the Past 100 Years 1 1 1 41 3 5 22 279
The Stars Our Destination: An Update for Our R* Model 0 2 8 14 0 5 24 40
Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application 1 2 4 50 4 12 31 238
Two-sided learning and short-run dynamics in a New Keynesian model of the economy 0 0 0 11 0 1 3 34
Understanding the Size of the Government Spending Multiplier: It’s in the Sign 1 4 9 34 4 17 38 111
What drives inflation in New Keynesian models? 0 1 2 54 0 1 3 148
Total Journal Articles 25 54 185 1,842 65 169 565 5,723

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 0 0 0 0 0
Monetary Policy Across Space and Time 0 0 3 4 1 3 9 15
Total Chapters 0 0 3 4 1 3 9 15

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Indeterminacy and Imperfect Information" 0 0 8 30 0 1 23 85
Total Software Items 0 0 8 30 0 1 23 85

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Statistics updated 2025-05-12