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 3 3 14 462
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 16 0 1 2 35
A composite likelihood approach for dynamic structural models 0 0 0 2 1 1 5 31
Approximating Time Varying Structural Models With Time Invariant Structures 0 0 0 54 0 1 2 82
Approximating time varying structural models with time invariant structures 0 1 1 93 0 1 2 170
Approximating time varying structural models with time invariant structures 0 1 1 95 0 2 2 185
Approximating time varying structural models with time invariant structures 0 1 1 48 1 2 5 78
Approximating time varying structural models with time invariant structures 0 0 1 16 1 2 10 90
Assessing Macroeconomic Tail Risk 1 2 3 43 3 4 12 108
Assessing Macroeconomic Tail Risk 0 0 2 55 1 1 5 184
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 1 1 2 34 1 1 6 69
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 0 1 2 79
Assessing the Non-Linear Effects of Credit Market Shocks 0 0 0 27 1 2 5 82
Averaging Impulse Responses Using Prediction Pools 0 0 0 48 0 0 0 24
Choosing Prior Hyperparameters 0 0 0 76 0 1 3 118
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 1 117 0 2 5 180
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 1 2 10 1 8 11 18
Dealing with misspecification in structural macroeconometric models 0 0 0 65 0 2 7 76
Drifts, Volatilities and Impulse Responses Over the Last Century 0 0 0 46 2 2 3 49
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 3 4 34
Extreme Weather and the Macroeconomy 0 0 2 38 0 3 32 191
Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks 0 0 0 44 0 0 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 0 12 12 1 1 13 13
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 0 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 85 3 3 5 90
Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation 0 0 0 0 0 0 1 100
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 0 3 5 28
Large Structural VARs with Multiple Sign and Ranking Restrictions 0 1 21 21 3 7 17 17
Learning about Regime Change 0 0 1 30 1 1 3 46
Learning about fiscal policy and the effects of policy uncertainty 0 0 0 32 0 3 6 112
Learning about fiscal policy and the effects of policy uncertainty 0 0 0 65 1 2 6 141
Measurement Errors and Monetary Policy: Then and Now 0 0 0 75 0 0 1 91
Measuring the Non-Linear Effects of Monetary Policy 0 2 13 203 0 4 36 480
Monetary Policy Shocks: Data or Methods? 0 0 2 14 1 7 28 47
Monetary Policy across Inflation Regimes 1 1 1 13 1 3 9 27
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 3 136
Optimal disinflation under learning 0 0 1 85 0 1 4 205
Optimized Taylor Rules for Disinflation When Agents are Learning 1 1 3 104 1 1 7 165
Stimulus versus Austerity: The Asymmetric Government Spending Multiplier 0 0 0 97 0 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 0 1 1 111
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 0 1 12 0 1 9 34
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 1 2 9 36 5 9 41 94
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 0 2 16 0 6 17 26
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 27 1 1 2 119
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 0 65
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 1 51 0 0 4 120
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 0 34 0 2 7 63
Understanding the Size of the Government Spending Multiplier: It's in the Sign 0 0 2 28 0 0 13 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 0 27 1 3 5 100
Understanding the size of the government spending multiplier: It’s in the sign 0 0 1 51 2 4 9 152
What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles? 1 2 4 65 1 3 7 115
Total Working Papers 6 18 99 3,274 38 116 440 7,007
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 4 120 2 4 12 434
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? 1 3 15 46 2 5 25 83
Are the Effects of Fiscal Policy Asymmetric? 0 0 2 44 0 1 4 105
Are the Effects of Monetary Policy Asymmetric? 0 1 6 168 0 1 16 382
Assessing Macroeconomic Tail Risk 0 2 5 5 1 8 20 20
Averaging impulse responses using prediction pools 0 0 0 1 1 2 13 16
Beveridge Curve Shifts and Time-Varying Parameter VARs 0 0 0 14 0 0 4 67
CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS 0 0 0 70 0 1 5 178
COVID-19 over Time and across States: Predictions from a Statistical Model 0 0 0 0 1 2 5 7
Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches 5 12 66 547 24 55 180 1,256
Can Government Spending Help to Escape Recessions? 0 0 1 23 1 1 6 127
Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models 0 0 3 22 0 4 11 67
DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS 0 0 2 30 1 2 7 95
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 1 1 5 91
Economic theories and macroeconomic reality 0 0 1 22 1 2 4 79
Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency 0 0 0 20 0 0 0 102
Forecasting the COVID-19 epidemic: the case of New Zealand 0 0 0 0 0 0 0 2
Functional Approximation of Impulse Responses 0 3 11 164 1 12 42 515
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 0 1 6 25
How Much Does Household Consumption Impact Business Cycles? 0 0 1 13 0 0 2 23
How to go viral: A COVID-19 model with endogenously time-varying parameters 0 0 0 2 0 1 2 11
Indeterminacy and Imperfect Information 0 0 1 13 4 6 9 67
Indeterminacy and learning: An analysis of monetary policy in the Great Inflation 0 0 1 42 4 7 11 182
LEARNING ABOUT REGIME CHANGE 0 0 0 5 0 0 1 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 1 2 6 142
Measurement errors and monetary policy: Then and now 0 0 0 23 1 3 5 124
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 0 3 13 273
Severe Weather and the Macroeconomy 1 1 8 8 1 4 27 27
The Burns Disinflation of 1974 0 1 1 12 0 2 4 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 0 1 2 25
The Natural Rate of Unemployment over the Past 100 Years 0 0 1 41 2 6 21 287
The Stars Our Destination: An Update for Our R* Model 1 1 5 15 4 4 22 47
Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application 0 4 10 57 3 14 51 265
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 2 3 10 39 2 11 42 126
What drives inflation in New Keynesian models? 0 0 2 54 0 1 4 149
Total Journal Articles 11 36 170 1,901 58 171 613 5,971

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 2 13 20
Total Chapters 0 1 3 5 0 2 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 3 11 89
Total Software Items 0 0 4 31 1 3 11 89

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06