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 0 0 0 201 3 5 8 455
A Composite Likelihood Approach for Dynamic Structural Models 0 0 0 66 2 3 6 92
A composite likelihood approach for dynamic structural models 0 0 0 16 0 1 2 34
A composite likelihood approach for dynamic structural models 0 0 0 2 2 3 3 29
Approximating Time Varying Structural Models With Time Invariant Structures 0 0 0 54 0 0 0 80
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 94 0 0 0 183
Approximating time varying structural models with time invariant structures 0 0 0 47 2 2 2 75
Approximating time varying structural models with time invariant structures 0 0 1 16 3 4 7 85
Assessing Macroeconomic Tail Risk 0 0 3 41 1 5 16 103
Assessing Macroeconomic Tail Risk 1 2 2 55 1 2 4 181
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 2 33 0 0 4 64
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 0 0 0 77
Assessing the Non-Linear Effects of Credit Market Shocks 0 0 1 27 1 2 4 80
Averaging Impulse Responses Using Prediction Pools 0 0 0 48 0 0 1 24
Choosing Prior Hyperparameters 0 0 0 76 0 1 3 116
Choosing the variables to estimate singular DSGE models 0 0 1 117 2 2 4 178
Choosing the variables to estimate singular DSGE models 0 0 0 177 0 0 0 272
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 1 6 9 0 1 6 8
Dealing with misspecification in structural macroeconometric models 0 0 0 65 3 4 5 73
Drifts, Volatilities and Impulse Responses Over the Last Century 0 0 0 46 0 1 1 47
Drifts, Volatilities, and Impulse Responses Over the Last Century 0 0 0 63 0 2 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 1 1 1 31
Extreme Weather and the Macroeconomy 1 2 8 38 6 18 55 185
Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks 0 0 1 44 0 1 2 66
Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks 0 0 0 16 1 1 8 102
General Seemingly Unrelated Local Projections 0 11 11 11 1 8 9 9
How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters 0 0 0 43 0 0 0 42
Indeterminacy and Imperfect Information 0 1 2 38 0 2 4 50
Indeterminacy and Imperfect Information 0 0 1 64 0 0 1 101
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 0 0 0 0 99
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 56 0 0 1 118
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 85 0 0 1 85
Indeterminacy and imperfect information 0 0 1 34 1 1 3 41
Inflation Measured Every Day Keeps Adverse Responses Away: Temporal Aggregation and Monetary Policy Transmission 0 0 1 19 0 0 5 25
Learning about Regime Change 0 1 3 30 1 2 8 45
Learning about fiscal policy and the effects of policy uncertainty 0 0 0 32 0 0 2 108
Learning about fiscal policy and the effects of policy uncertainty 0 0 0 65 1 1 4 139
Measurement Errors and Monetary Policy: Then and Now 0 0 1 75 0 1 2 91
Measuring the Non-Linear Effects of Monetary Policy 1 3 12 198 2 13 39 465
Monetary Policy Shocks: Data or Methods? 1 1 13 13 3 5 32 32
Monetary Policy across Inflation Regimes 0 0 1 12 1 1 10 20
Monetary Policy across Space and Time 0 0 0 45 2 3 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 2 2 5 136
Optimal disinflation under learning 0 0 1 84 0 1 2 202
Optimized Taylor Rules for Disinflation When Agents are Learning 0 0 2 102 2 2 8 161
Stimulus versus Austerity: The Asymmetric Government Spending Multiplier 0 0 0 97 1 1 1 164
Tales of Transition Paths: Policy Uncertainty and Random Walks 0 0 0 28 0 0 2 41
Tales of transition paths: Policy uncertainty and random walks 0 0 1 22 1 1 2 63
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 0 14 14 1 2 13 13
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 3 4 10 32 6 13 30 72
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 0 1 11 1 1 9 27
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 27 0 1 2 118
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 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 0 0 48 1 2 3 190
Understanding the Size of the Government Spending Multiplier: It's in the Sign 1 1 4 27 2 3 15 76
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 2 51 1 1 8 119
Understanding the Size of the Government Spending Multiplier: It’s in the Sign 0 0 3 34 1 3 8 59
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 6 145
What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles? 0 0 2 63 1 1 4 111
Total Working Papers 8 27 114 3,217 60 131 393 6,764

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 0 4 117 1 2 10 425
A Composite Likelihood Approach for Dynamic Structural Models 0 0 1 3 1 2 5 18
Are the Effects of Financial Market Disruptions Big or Small? 0 1 11 36 0 3 23 70
Are the Effects of Fiscal Policy Asymmetric? 0 1 2 43 1 2 4 103
Are the Effects of Monetary Policy Asymmetric? 1 3 6 166 2 10 23 377
Averaging impulse responses using prediction pools 0 0 1 1 2 4 10 10
Beveridge Curve Shifts and Time-Varying Parameter VARs 0 0 0 14 0 1 1 64
CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS 0 0 1 70 2 3 7 177
COVID-19 over Time and across States: Predictions from a Statistical Model 0 0 0 0 0 0 0 2
Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches 12 29 88 521 21 52 207 1,163
Can Government Spending Help to Escape Recessions? 0 0 3 23 0 2 12 126
Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models 0 1 4 20 0 2 8 58
DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS 0 1 5 29 1 2 8 91
Dealing with misspecification in structural macroeconometric models 0 0 0 6 0 1 2 25
Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century 0 0 0 26 0 1 4 89
Economic theories and macroeconomic reality 0 0 2 22 1 1 9 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 1 3 15 157 4 12 46 490
How Likely Is a Return to the Zero Lower Bound? 0 0 1 10 1 1 2 52
How Likely Is the Zero Lower Bound? 0 0 0 5 1 2 3 21
How Much Does Household Consumption Impact Business Cycles? 0 0 1 12 0 0 1 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 60
Indeterminacy and learning: An analysis of monetary policy in the Great Inflation 0 1 5 42 1 4 11 175
LEARNING ABOUT REGIME CHANGE 0 0 1 5 0 0 3 11
Learning about Fiscal Policy Uncertainty 0 0 0 26 0 0 0 72
Learning about fiscal policy and the effects of policy uncertainty 0 0 1 27 0 1 7 139
Measurement errors and monetary policy: Then and now 0 0 0 23 1 2 2 121
Monetary Policy across Space and Time 0 1 1 11 0 2 4 38
Moving Macroeconomic Analysis beyond Business Cycles 0 0 1 19 0 0 1 50
Optimized Taylor rules for disinflation when agents are learning 0 1 4 92 0 3 9 266
The Burns Disinflation of 1974 0 0 0 11 1 1 4 40
The Financial Crisis at 10: Will We Ever Recover? 0 0 0 25 0 0 2 214
The Highs and Lows of Productivity Growth 0 0 0 9 0 0 1 23
The Natural Rate of Unemployment over the Past 100 Years 0 0 1 40 2 6 23 276
The Stars Our Destination: An Update for Our R* Model 2 3 9 14 3 8 27 38
Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application 1 1 3 49 6 9 27 232
Two-sided learning and short-run dynamics in a New Keynesian model of the economy 0 0 0 11 1 2 3 34
Understanding the Size of the Government Spending Multiplier: It’s in the Sign 3 3 13 33 7 12 38 101
What drives inflation in New Keynesian models? 1 1 2 54 1 1 4 148
Total Journal Articles 21 50 188 1,807 61 155 556 5,610

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 2 3 4 1 6 8 13
Total Chapters 0 2 3 4 1 6 8 13

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 1 9 30 1 4 27 85
Total Software Items 0 1 9 30 1 4 27 85

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Statistics updated 2025-03-03