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 1 5 14 464
A Composite Likelihood Approach for Dynamic Structural Models 0 0 1 67 0 0 5 94
A composite likelihood approach for dynamic structural models 0 0 0 2 1 2 6 32
A composite likelihood approach for dynamic structural models 0 0 0 16 2 2 4 37
Approximating Time Varying Structural Models With Time Invariant Structures 0 0 0 54 0 2 4 84
Approximating time varying structural models with time invariant structures 0 0 1 95 0 0 2 185
Approximating time varying structural models with time invariant structures 0 0 1 48 0 2 6 79
Approximating time varying structural models with time invariant structures 0 0 0 16 1 2 10 91
Approximating time varying structural models with time invariant structures 0 0 1 93 3 3 4 173
Assessing Macroeconomic Tail Risk 0 0 2 55 1 4 8 187
Assessing Macroeconomic Tail Risk 0 1 2 43 3 6 13 111
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 2 2 35 2 4 8 72
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 3 3 5 82
Assessing the Non-Linear Effects of Credit Market Shocks 0 0 0 27 3 7 10 88
Averaging Impulse Responses Using Prediction Pools 0 0 0 48 3 4 4 28
Choosing Prior Hyperparameters 0 0 0 76 2 2 5 120
Choosing the variables to estimate singular DSGE models 0 0 0 177 0 0 1 273
Choosing the variables to estimate singular DSGE models 0 0 0 117 1 1 5 181
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 1 3 11 2 4 14 21
Dealing with misspecification in structural macroeconometric models 0 0 0 65 3 4 11 80
Drifts, Volatilities and Impulse Responses Over the Last Century 0 0 0 46 0 2 3 49
Drifts, Volatilities, and Impulse Responses Over the Last Century 0 0 0 63 2 2 4 127
Dynamics of Monetary-Fiscal Interaction under Learning 0 0 0 21 1 2 2 55
Economic theories and macroeconomic reality 0 0 0 40 1 2 5 35
Estimating the Missing Intercept 0 0 0 0 1 1 1 1
Extreme Weather and the Macroeconomy 0 0 2 38 3 3 27 194
Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks 0 0 0 44 2 3 9 74
Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks 0 0 1 17 1 2 6 107
General Seemingly Unrelated Local Projections 0 0 12 12 1 3 14 15
How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters 0 0 0 43 3 3 5 47
Indeterminacy and Imperfect Information 0 0 0 64 1 1 2 103
Indeterminacy and Imperfect Information 0 0 1 38 0 2 6 54
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 56 1 2 3 121
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 0 3 4 5 104
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 85 3 8 10 95
Indeterminacy and imperfect information 0 0 0 34 0 2 3 43
Inflation Measured Every Day Keeps Adverse Responses Away: Temporal Aggregation and Monetary Policy Transmission 0 0 1 20 3 3 6 31
Large Structural VARs with Multiple Sign and Ranking Restrictions 0 0 21 21 3 10 24 24
Learning about Regime Change 0 0 1 30 4 5 7 50
Learning about fiscal policy and the effects of policy uncertainty 0 0 0 65 2 5 7 145
Learning about fiscal policy and the effects of policy uncertainty 0 0 0 32 5 5 9 117
Measurement Errors and Monetary Policy: Then and Now 0 0 0 75 5 6 7 97
Measuring the Non-Linear Effects of Monetary Policy 0 1 9 204 2 5 33 485
Monetary Policy Shocks: Data or Methods? 1 2 4 16 7 11 30 57
Monetary Policy across Inflation Regimes 1 3 3 15 2 4 11 30
Monetary Policy across Space and Time 1 1 1 46 3 4 7 108
Online Appendix to "Indeterminacy and Imperfect Information" 0 0 0 4 4 4 4 10
Optimal Disinflation Under Learning 0 0 0 13 2 2 4 138
Optimal disinflation under learning 0 0 1 85 1 1 5 206
Optimized Taylor Rules for Disinflation When Agents are Learning 1 2 3 105 3 4 9 168
Stimulus versus Austerity: The Asymmetric Government Spending Multiplier 0 0 0 97 0 1 3 166
Tales of Transition Paths: Policy Uncertainty and Random Walks 0 0 0 28 2 2 3 44
Tales of transition paths: Policy uncertainty and random walks 0 0 0 22 1 1 3 65
The Demand Origins of Business Cycles 0 0 0 20 3 4 5 115
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 1 8 36 4 12 42 101
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 3 5 19 1 11 26 37
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 0 1 12 0 2 10 36
Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions 0 0 1 7 3 3 4 64
Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy 0 0 0 27 1 2 2 34
Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information 0 0 0 27 0 1 2 119
Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information 0 0 0 10 0 3 4 59
Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information 0 0 0 25 1 1 2 83
Two-sided learning in New Keynesian models: Dynamics, (lack of) convergence and the value of information 0 0 0 27 1 1 1 66
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 2 28 1 1 12 85
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 0 51 0 3 5 123
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 0 48 0 1 3 191
Understanding the Size of the Government Spending Multiplier: It's in the Sign 1 1 1 35 2 2 9 65
Understanding the size of the government spending multiplier: It's in the sign 0 0 0 27 1 3 5 102
Understanding the size of the government spending multiplier: It’s in the sign 0 0 1 51 4 7 13 157
What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles? 0 1 2 65 3 5 9 119
Total Working Papers 5 19 97 3,287 128 234 570 7,203
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 1 2 4 121 1 6 15 438
A Composite Likelihood Approach for Dynamic Structural Models 0 0 1 4 0 0 4 20
Are the Effects of Financial Market Disruptions Big or Small? 0 1 11 46 3 5 19 86
Are the Effects of Fiscal Policy Asymmetric? 0 1 3 45 0 2 6 107
Are the Effects of Monetary Policy Asymmetric? 0 1 6 169 5 6 21 388
Assessing Macroeconomic Tail Risk 1 1 6 6 5 9 28 28
Averaging impulse responses using prediction pools 0 0 0 1 4 7 16 22
Beveridge Curve Shifts and Time-Varying Parameter VARs 0 1 1 15 2 4 8 71
CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS 0 0 0 70 2 2 6 180
COVID-19 over Time and across States: Predictions from a Statistical Model 0 0 0 0 1 3 7 9
Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches 8 18 68 560 15 52 173 1,284
Can Government Spending Help to Escape Recessions? 0 0 0 23 2 3 5 129
Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models 0 0 3 22 0 1 12 68
DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS 0 0 2 30 3 4 9 98
Dealing with misspecification in structural macroeconometric models 0 0 1 7 2 2 5 29
Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century 0 0 0 26 4 6 8 96
Economic theories and macroeconomic reality 0 0 0 22 1 3 5 81
Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency 0 0 0 20 2 2 2 104
Forecasting the COVID-19 epidemic: the case of New Zealand 0 0 0 0 1 1 1 3
Functional Approximation of Impulse Responses 1 2 12 166 6 11 47 525
How Likely Is a Return to the Zero Lower Bound? 0 0 0 10 1 1 2 53
How Likely Is the Zero Lower Bound? 0 1 2 7 3 4 10 29
How Much Does Household Consumption Impact Business Cycles? 0 0 1 13 2 2 4 25
How to go viral: A COVID-19 model with endogenously time-varying parameters 0 0 0 2 2 3 5 14
Indeterminacy and Imperfect Information 1 1 1 14 6 11 15 74
Indeterminacy and learning: An analysis of monetary policy in the Great Inflation 1 1 2 43 1 5 12 183
LEARNING ABOUT REGIME CHANGE 0 0 0 5 2 2 3 14
Learning about Fiscal Policy Uncertainty 0 0 0 26 4 4 4 76
Learning about fiscal policy and the effects of policy uncertainty 0 0 2 29 2 3 6 144
Measurement errors and monetary policy: Then and now 0 0 0 23 3 4 8 127
Monetary Policy across Space and Time 0 0 2 12 1 1 4 40
Moving Macroeconomic Analysis beyond Business Cycles 0 0 0 19 1 1 2 52
Optimized Taylor rules for disinflation when agents are learning 1 1 4 95 2 2 12 275
Severe Weather and the Macroeconomy 0 2 9 9 4 7 33 33
The Burns Disinflation of 1974 0 0 1 12 2 2 6 45
The Financial Crisis at 10: Will We Ever Recover? 0 0 3 28 2 2 9 223
The Highs and Lows of Productivity Growth 0 0 0 9 0 0 2 25
The Natural Rate of Unemployment over the Past 100 Years 0 0 1 41 3 5 20 290
The Stars Our Destination: An Update for Our R* Model 1 2 5 16 3 8 21 51
Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application 0 2 11 59 2 13 52 275
Two-sided learning and short-run dynamics in a New Keynesian model of the economy 0 0 0 11 1 1 4 36
Understanding the Size of the Government Spending Multiplier: It’s in the Sign 0 2 9 39 3 11 46 135
What drives inflation in New Keynesian models? 0 0 1 54 1 2 4 151
Total Journal Articles 15 39 172 1,929 110 223 681 6,136


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 0 3 3 3 3
Monetary Policy Across Space and Time 1 1 4 6 3 3 16 23
Total Chapters 1 1 4 6 6 6 19 26


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 2 31 1 5 12 93
Total Software Items 0 0 2 31 1 5 12 93


Statistics updated 2025-12-06