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 3 204 0 0 11 459
A Composite Likelihood Approach for Dynamic Structural Models 0 0 1 67 0 0 7 94
A composite likelihood approach for dynamic structural models 0 0 0 2 0 0 4 30
A composite likelihood approach for dynamic structural models 0 0 0 16 0 1 2 35
Approximating Time Varying Structural Models With Time Invariant Structures 0 0 0 54 1 1 2 82
Approximating time varying structural models with time invariant structures 1 1 1 48 1 1 4 77
Approximating time varying structural models with time invariant structures 1 1 1 95 2 2 2 185
Approximating time varying structural models with time invariant structures 1 1 1 93 1 1 2 170
Approximating time varying structural models with time invariant structures 0 0 1 16 0 1 9 89
Assessing Macroeconomic Tail Risk 0 0 2 55 0 0 4 183
Assessing Macroeconomic Tail Risk 0 1 2 42 0 1 10 105
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 1 33 0 0 6 68
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 1 1 2 79
Assessing the Non-Linear Effects of Credit Market Shocks 0 0 0 27 0 1 4 81
Averaging Impulse Responses Using Prediction Pools 0 0 0 48 0 0 0 24
Choosing Prior Hyperparameters 0 0 0 76 1 2 3 118
Choosing the variables to estimate singular DSGE models 0 0 1 117 2 2 5 180
Choosing the variables to estimate singular DSGE models 0 0 0 177 0 0 1 273
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 1 2 10 0 7 10 17
Dealing with misspecification in structural macroeconometric models 0 0 0 65 2 2 7 76
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 1 2 3 33
Extreme Weather and the Macroeconomy 0 0 2 38 2 4 35 191
Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks 0 0 0 44 0 1 6 71
Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks 0 0 1 17 0 1 5 105
General Seemingly Unrelated Local Projections 0 1 12 12 0 1 12 12
How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters 0 0 0 43 0 1 2 44
Indeterminacy and Imperfect Information 0 0 1 38 1 1 4 52
Indeterminacy and Imperfect Information 0 0 0 64 0 0 1 102
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 56 0 0 1 119
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 0 2 87
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 1 2 20 1 3 6 28
Large Structural VARs with Multiple Sign and Ranking Restrictions 0 9 21 21 0 5 14 14
Learning about Regime Change 0 0 1 30 0 0 2 45
Learning about fiscal policy and the effects of policy uncertainty 0 0 0 32 3 4 6 112
Learning about fiscal policy and the effects of policy uncertainty 0 0 0 65 0 1 5 140
Measurement Errors and Monetary Policy: Then and Now 0 0 1 75 0 0 2 91
Measuring the Non-Linear Effects of Monetary Policy 1 4 13 203 3 6 36 480
Monetary Policy Shocks: Data or Methods? 0 1 2 14 3 9 29 46
Monetary Policy across Inflation Regimes 0 0 0 12 1 2 9 26
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 4 136
Optimal disinflation under learning 0 0 1 85 0 1 4 205
Optimized Taylor Rules for Disinflation When Agents are Learning 0 0 2 103 0 0 6 164
Stimulus versus Austerity: The Asymmetric Government Spending Multiplier 0 0 0 97 1 1 2 165
Tales of Transition Paths: Policy Uncertainty and Random Walks 0 0 0 28 0 1 1 42
Tales of transition paths: Policy uncertainty and random walks 0 0 0 22 0 0 2 64
The Demand Origins of Business Cycles 0 0 0 20 1 1 1 111
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 1 2 16 3 11 17 26
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 1 2 9 35 4 6 38 89
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 0 1 12 0 1 10 34
Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions 0 1 1 7 0 1 2 61
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 10 0 0 1 56
Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information 0 0 0 25 0 1 1 82
Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information 0 0 0 27 0 0 1 118
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 1 51 0 0 5 120
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 0 34 1 2 8 63
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 2 28 0 3 15 84
Understanding the size of the government spending multiplier: It's in the sign 0 0 0 27 1 2 4 99
Understanding the size of the government spending multiplier: It’s in the sign 0 1 1 51 2 3 7 150
What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles? 1 1 3 64 1 3 6 114
Total Working Papers 6 27 95 3,268 40 101 420 6,969
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 1 4 119 0 2 11 432
A Composite Likelihood Approach for Dynamic Structural Models 0 0 1 4 0 0 5 20
Are the Effects of Financial Market Disruptions Big or Small? 0 2 15 45 0 3 24 81
Are the Effects of Fiscal Policy Asymmetric? 0 0 2 44 0 1 4 105
Are the Effects of Monetary Policy Asymmetric? 1 1 6 168 1 2 17 382
Assessing Macroeconomic Tail Risk 0 2 5 5 2 8 19 19
Averaging impulse responses using prediction pools 0 0 1 1 0 4 15 15
Beveridge Curve Shifts and Time-Varying Parameter VARs 0 0 0 14 0 1 4 67
CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS 0 0 1 70 0 1 7 178
COVID-19 over Time and across States: Predictions from a Statistical Model 0 0 0 0 1 1 4 6
Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches 2 11 69 542 20 41 174 1,232
Can Government Spending Help to Escape Recessions? 0 0 1 23 0 0 5 126
Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models 0 0 3 22 1 4 11 67
DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS 0 0 5 30 0 1 9 94
Dealing with misspecification in structural macroeconometric models 0 0 1 7 0 1 4 27
Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century 0 0 0 26 0 0 4 90
Economic theories and macroeconomic reality 0 0 1 22 0 1 4 78
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 5 12 164 7 14 43 514
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 0 1 6 1 1 6 25
How Much Does Household Consumption Impact Business Cycles? 0 1 1 13 0 1 2 23
How to go viral: A COVID-19 model with endogenously time-varying parameters 0 0 0 2 1 1 2 11
Indeterminacy and Imperfect Information 0 0 1 13 1 2 5 63
Indeterminacy and learning: An analysis of monetary policy in the Great Inflation 0 0 1 42 2 3 8 178
LEARNING ABOUT REGIME CHANGE 0 0 0 5 0 0 2 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 2 29 0 1 5 141
Measurement errors and monetary policy: Then and now 0 0 0 23 1 2 4 123
Monetary Policy across Space and Time 0 1 2 12 0 1 4 39
Moving Macroeconomic Analysis beyond Business Cycles 0 0 0 19 0 0 1 51
Optimized Taylor rules for disinflation when agents are learning 0 0 4 94 1 3 13 273
Severe Weather and the Macroeconomy 0 0 7 7 2 6 26 26
The Burns Disinflation of 1974 1 1 1 12 2 2 5 43
The Financial Crisis at 10: Will We Ever Recover? 0 1 3 28 0 1 8 221
The Highs and Lows of Productivity Growth 0 0 0 9 1 1 2 25
The Natural Rate of Unemployment over the Past 100 Years 0 0 1 41 2 5 20 285
The Stars Our Destination: An Update for Our R* Model 0 0 4 14 0 0 18 43
Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application 2 5 10 57 5 18 49 262
Two-sided learning and short-run dynamics in a New Keynesian model of the economy 0 0 0 11 0 1 3 35
Understanding the Size of the Government Spending Multiplier: It’s in the Sign 0 1 8 37 4 10 41 124
What drives inflation in New Keynesian models? 0 0 2 54 1 1 4 149
Total Journal Articles 7 33 176 1,890 56 145 594 5,913

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 1 3 5 0 3 13 20
Total Chapters 0 1 3 5 0 3 13 20

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 4 31 1 2 11 88
Total Software Items 0 0 4 31 1 2 11 88

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Statistics updated 2025-09-05