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 2 3 204 0 3 11 459
A Composite Likelihood Approach for Dynamic Structural Models 0 1 1 67 0 2 8 94
A composite likelihood approach for dynamic structural models 0 0 0 16 0 0 1 34
A composite likelihood approach for dynamic structural models 0 0 0 2 0 0 4 30
Approximating Time Varying Structural Models With Time Invariant Structures 0 0 0 54 0 1 1 81
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 1 16 0 2 8 88
Approximating time varying structural models with time invariant structures 0 0 0 47 0 0 3 76
Assessing Macroeconomic Tail Risk 0 0 2 55 0 2 4 183
Assessing Macroeconomic Tail Risk 0 0 1 41 0 1 10 104
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 2 33 0 3 7 68
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 0 1 1 78
Assessing the Non-Linear Effects of Credit Market Shocks 0 0 0 27 0 0 3 80
Averaging Impulse Responses Using Prediction Pools 0 0 0 48 0 0 0 24
Choosing Prior Hyperparameters 0 0 0 76 1 1 3 117
Choosing the variables to estimate singular DSGE models 0 0 1 117 0 0 3 178
Choosing the variables to estimate singular DSGE models 0 0 0 177 0 1 1 273
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 0 3 9 0 1 5 10
Dealing with misspecification in structural macroeconometric models 0 0 0 65 0 0 5 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 0 21 0 0 0 53
Economic theories and macroeconomic reality 0 0 0 40 0 0 1 31
Extreme Weather and the Macroeconomy 0 0 2 38 1 2 37 188
Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks 0 0 1 44 1 5 7 71
Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks 0 1 1 17 0 2 4 104
General Seemingly Unrelated Local Projections 1 1 12 12 1 3 12 12
How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters 0 0 0 43 0 0 1 43
Indeterminacy and Imperfect Information 0 0 0 64 0 0 1 102
Indeterminacy and Imperfect Information 0 0 1 38 0 0 3 51
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 0 0 0 1 100
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 85 0 2 2 87
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 56 0 0 1 119
Indeterminacy and imperfect information 0 0 0 34 0 0 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 8 20 20 20 1 10 10 10
Learning about Regime Change 0 0 2 30 0 0 3 45
Learning about fiscal policy and the effects of policy uncertainty 0 0 0 32 1 1 3 109
Learning about fiscal policy and the effects of policy uncertainty 0 0 0 65 0 0 4 139
Measurement Errors and Monetary Policy: Then and Now 0 0 1 75 0 0 2 91
Measuring the Non-Linear Effects of Monetary Policy 2 2 12 201 2 4 33 476
Monetary Policy Shocks: Data or Methods? 1 1 3 14 3 7 28 40
Monetary Policy across Inflation Regimes 0 0 0 12 0 2 7 24
Monetary Policy across Space and Time 0 0 0 45 0 0 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 0 5 136
Optimal disinflation under learning 0 0 1 85 0 1 3 204
Optimized Taylor Rules for Disinflation When Agents are Learning 0 0 3 103 0 2 7 164
Stimulus versus Austerity: The Asymmetric Government Spending Multiplier 0 0 0 97 0 0 1 164
Tales of Transition Paths: Policy Uncertainty and Random Walks 0 0 0 28 0 0 0 41
Tales of transition paths: Policy uncertainty and random walks 0 0 0 22 0 1 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 1 1 4 16 5 6 13 20
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 1 2 9 34 2 13 36 85
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 1 1 12 0 3 10 33
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 0 2 118
Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information 0 0 0 10 0 1 1 56
Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information 0 0 0 25 0 0 0 81
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 2 28 3 4 15 84
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 0 48 0 0 2 190
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 1 34 0 2 8 61
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 1 51 0 0 5 120
Understanding the size of the government spending multiplier: It's in the sign 0 0 0 27 0 0 2 97
Understanding the size of the government spending multiplier: It’s in the sign 1 1 2 51 1 2 6 148
What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles? 0 0 2 63 1 1 4 112
Total Working Papers 15 33 96 3,256 23 92 372 6,891
1 registered items for which data could not be found

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 4 118 0 3 12 430
A Composite Likelihood Approach for Dynamic Structural Models 0 1 1 4 0 1 5 20
Are the Effects of Financial Market Disruptions Big or Small? 0 7 13 43 0 8 22 78
Are the Effects of Fiscal Policy Asymmetric? 0 0 3 44 0 0 4 104
Are the Effects of Monetary Policy Asymmetric? 0 1 5 167 1 4 17 381
Assessing Macroeconomic Tail Risk 0 0 3 3 1 3 12 12
Averaging impulse responses using prediction pools 0 0 1 1 3 4 14 14
Beveridge Curve Shifts and Time-Varying Parameter VARs 0 0 0 14 1 2 4 67
CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS 0 0 1 70 0 0 6 177
COVID-19 over Time and across States: Predictions from a Statistical Model 0 0 0 0 0 2 3 5
Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches 4 11 76 535 10 27 178 1,201
Can Government Spending Help to Escape Recessions? 0 0 1 23 0 0 6 126
Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models 0 1 4 22 0 2 10 63
DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS 0 1 5 30 0 1 8 93
Dealing with misspecification in structural macroeconometric models 0 1 1 7 0 1 3 26
Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century 0 0 0 26 0 1 4 90
Economic theories and macroeconomic reality 0 0 1 22 0 0 5 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 4 11 161 3 13 41 503
How Likely Is a Return to the Zero Lower Bound? 0 0 0 10 0 0 1 52
How Likely Is the Zero Lower Bound? 0 1 1 6 0 2 5 24
How Much Does Household Consumption Impact Business Cycles? 1 1 1 13 1 2 2 23
How to go viral: A COVID-19 model with endogenously time-varying parameters 0 0 0 2 0 1 1 10
Indeterminacy and Imperfect Information 0 0 1 13 0 0 3 61
Indeterminacy and learning: An analysis of monetary policy in the Great Inflation 0 0 2 42 0 0 6 175
LEARNING ABOUT REGIME CHANGE 0 0 0 5 0 1 3 12
Learning about Fiscal Policy Uncertainty 0 0 0 26 0 0 0 72
Learning about fiscal policy and the effects of policy uncertainty 0 1 1 28 0 1 5 140
Measurement errors and monetary policy: Then and now 0 0 0 23 0 0 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 0 1 51
Optimized Taylor rules for disinflation when agents are learning 0 1 6 94 0 3 12 270
Severe Weather and the Macroeconomy 0 7 7 7 3 23 23 23
The Burns Disinflation of 1974 0 0 0 11 0 0 3 41
The Financial Crisis at 10: Will We Ever Recover? 0 2 2 27 0 4 7 220
The Highs and Lows of Productivity Growth 0 0 0 9 0 0 2 24
The Natural Rate of Unemployment over the Past 100 Years 0 1 1 41 1 5 19 281
The Stars Our Destination: An Update for Our R* Model 0 0 5 14 0 3 21 43
Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application 1 4 6 53 7 17 38 251
Two-sided learning and short-run dynamics in a New Keynesian model of the economy 0 0 0 11 0 0 2 34
Understanding the Size of the Government Spending Multiplier: It’s in the Sign 0 3 9 36 1 8 37 115
What drives inflation in New Keynesian models? 0 0 2 54 0 0 3 148
Total Journal Articles 8 48 176 1,865 32 142 555 5,800

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 4 12 18
Total Chapters 0 0 3 4 1 4 12 18

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 7 31 0 1 19 86
Total Software Items 0 1 7 31 0 1 19 86

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Statistics updated 2025-07-04