12
H index
18
i10 index
425
Citations
Indiana University | 12 H index 18 i10 index 425 Citations RESEARCH PRODUCTION: 32 Articles 57 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Matthes. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Richmond Fed Economic Brief | 10 |
FRBSF Economic Letter | 4 |
Economic Quarterly | 3 |
Journal of Economic Dynamics and Control | 3 |
Journal of Monetary Economics | 3 |
Economics Letters | 2 |
Quantitative Economics | 2 |
Year | Title of citing document | |
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2020 | Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2020). Haque, Qazi ; Groshenny, Nicolas ; Weder, Mark. In: Economics Working Papers. RePEc:aah:aarhec:2020-10. Full description at Econpapers || Download paper | |
2020 | Welfare Costs of Catastrophes: Lost Consumption and Lost Lives. (2020). Martin, Ian ; Pindyck, Robert S ; Ian, . In: 2030 Agenda. RePEc:ags:feemgc:308023. Full description at Econpapers || Download paper | |
2020 | Zombies at large? Corporate debt overhang and the macroeconomy. (2020). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Kornejew, Martin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:042. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration. (2022). Garcia Cicco, Javier ; Garcia-Cicco, Javier. In: Working Papers. RePEc:aoz:wpaper:115. Full description at Econpapers || Download paper | |
2021 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2021 | Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning. (2021). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202101. Full description at Econpapers || Download paper | |
2021 | A Model of Natural Interest Rate: The Case of Bulgaria. (2021). Vassilev, Dilian. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:7:p:46-72. Full description at Econpapers || Download paper | |
2022 | Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature. (2022). Sekkel, Rodrigo ; Matveev, Dmitry ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:22-9. Full description at Econpapers || Download paper | |
2020 | Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14. Full description at Econpapers || Download paper | |
2021 | Learning, expectations and monetary policy. (2021). Garcia Sanchez, Pablo. In: BCL working papers. RePEc:bcl:bclwop:bclwp153. Full description at Econpapers || Download paper | |
2021 | Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration. (2021). Garcia-Cicco, Javier. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202191. Full description at Econpapers || Download paper | |
2020 | Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20. Full description at Econpapers || Download paper | |
2020 | How does Financial Vulnerability amplify Housing and Credit Shocks?. (2020). Scalone, Valerio ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:763. Full description at Econpapers || Download paper | |
2021 | Downward Interest Rate Rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:828. Full description at Econpapers || Download paper | |
2020 | The effectiveness of monetary policy and output fluctuations: An asymmetric analysis. (2020). Irandoust, Manuchehr. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:161-181. Full description at Econpapers || Download paper | |
2020 | The natural rate of interest: An estimate for the United Kingdom. (2020). Evans, Anthony J. In: Economic Affairs. RePEc:bla:ecaffa:v:40:y:2020:i:1:p:24-35. Full description at Econpapers || Download paper | |
2021 | Steady?state growth. (2021). Kohlscheen, Emanuel ; Nakajima, Jouchi. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:40-52. Full description at Econpapers || Download paper | |
2020 | On the Timeâ€Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237. Full description at Econpapers || Download paper | |
2021 | Mortgage lending, monetary policy, and prudential measures in small euro?area economies: Evidence from Ireland and the Netherlands. (2021). Samarina, Anna ; McQuade, Peter ; Jansen, David-Jan ; Everett, Mary ; de Haan, Jakob. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:117-143. Full description at Econpapers || Download paper | |
2022 | Do stock markets play a role in determining COVID?19 economic stimulus? A cross?country analysis. (2022). Chaudhry, Sajid M ; Khalid, Usman ; Shafiullah, Muhammad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:2:p:386-408. Full description at Econpapers || Download paper | |
2021 | Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers. (2021). Maih, Junior ; Bjørnland, Hilde ; Alstadheim, Ragna ; Bjornland, Hilde Christiane. In: Working Papers. RePEc:bny:wpaper:0095. Full description at Econpapers || Download paper | |
2020 | Monetary Policy and Macroeconomic Stability Revisited. (2020). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e02. Full description at Econpapers || Download paper | |
2021 | Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco M ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1160. Full description at Econpapers || Download paper | |
2020 | Computing sunspot solutions to rational expectations models with timing restrictions. (2020). Sorge, Marco ; Marco, Sorge . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:2:p:10:n:5. Full description at Econpapers || Download paper | |
2020 | The Global Disinflation Puzzle A Selective Review of the Theory and Evidence in an Historical Context. (2020). Ocampo, Emilio. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:726. Full description at Econpapers || Download paper | |
2022 | Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration. (2022). Garcia-Cicco, Javier. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:822. Full description at Econpapers || Download paper | |
2020 | Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2020 | Inflation Globally. (2020). Nechio, Fernanda ; Jorda, Oscar. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v27c08pp269-316. Full description at Econpapers || Download paper | |
2020 | Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:059. Full description at Econpapers || Download paper | |
2020 | Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14271. Full description at Econpapers || Download paper | |
2021 | Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32148. Full description at Econpapers || Download paper | |
2020 | Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377. Full description at Econpapers || Download paper | |
2020 | Cyclical drivers of euro area consumption: what can we learn from durable goods?. (2020). Krustev, Georgi ; Casalis, André. In: Working Paper Series. RePEc:ecb:ecbwps:20202386. Full description at Econpapers || Download paper | |
2020 | Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions. (2020). van der Veken, Wouter ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202436. Full description at Econpapers || Download paper | |
2021 | The time-varying evolution of inflation risks. (2021). Korobilis, Dimitris ; Phella, Anthoulla ; Musso, Alberto ; Landau, Bettina. In: Working Paper Series. RePEc:ecb:ecbwps:20212600. Full description at Econpapers || Download paper | |
2021 | Macroeconomic reversal rate in a low interest rate environment. (2021). Samarina, Anna ; Konietschke, Paul ; Stanga, Irina M ; van den End, Jan Willem. In: Working Paper Series. RePEc:ecb:ecbwps:20212620. Full description at Econpapers || Download paper | |
2020 | Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541. Full description at Econpapers || Download paper | |
2020 | Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. (2020). Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300221. Full description at Econpapers || Download paper | |
2020 | E-stability vis-à-vis determinacy in regime-switching models. (2020). McClung, Nigel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301809. Full description at Econpapers || Download paper | |
2021 | The horseshoe prior for time-varying parameter VARs and Monetary Policy. (2021). Pruser, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001238. Full description at Econpapers || Download paper | |
2021 | Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001. Full description at Econpapers || Download paper | |
2021 | Get the lowdown: The international side of the fall in the U.S. natural rate of interest. (2021). Martinez-Garcia, Enrique. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000699. Full description at Econpapers || Download paper | |
2021 | In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy. (2021). Martinez-Garcia, Enrique ; Balke, Nathan S ; Zeng, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000766. Full description at Econpapers || Download paper | |
2021 | International output synchronization at different frequencies. (2021). Kim, Yun Jung ; Ho, Sun. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002169. Full description at Econpapers || Download paper | |
2020 | The dynamic effects of monetary policy and government spending shocks on unemployment in the peripheral Euro area countries. (2020). ribba, antonio ; Dallari, Pietro. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:218-232. Full description at Econpapers || Download paper | |
2020 | Commitment or discretion? An empirical investigation of monetary policy preferences in China. (2020). Liu, Ding ; Sun, Weihong ; Zhang, Yue. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:409-419. Full description at Econpapers || Download paper | |
2020 | The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. (2020). Mutschler, Willi ; Ivashchenko, Sergey. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:280-292. Full description at Econpapers || Download paper | |
2020 | The macroeconomic effects of tax changes: Evidence using real-time data for the European Union. (2020). van der Wielen, Wouter. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:302-321. Full description at Econpapers || Download paper | |
2021 | Hysteresis and the welfare costs of recessions. (2021). Tervala, Juha. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:136-144. Full description at Econpapers || Download paper | |
2021 | A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model. (2021). Zhu, Chunhui ; Zhang, Yuanyuan ; Li, Shaoyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001479. Full description at Econpapers || Download paper | |
2020 | The asymmetric effects of monetary policy on the business cycle: Evidence from the panel smoothed quantile regression model. (2020). Xue, Wenjun ; Hang, Yin. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302792. Full description at Econpapers || Download paper | |
2020 | The distributional effects of job loss from fiscal consolidation: Evidence from the Budget Control Act of 2011. (2020). Komarek, Tim ; Wagner, Gary A. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303141. Full description at Econpapers || Download paper | |
2020 | Estimating nonlinear dynamic equilibrium models by matching impulse responses. (2020). Ruge-Murcia, Francisco. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303840. Full description at Econpapers || Download paper | |
2021 | Impulse response analysis for structural dynamic models with nonlinear regressors. (2021). Kilian, Lutz ; Pesavento, Elena ; Herrera, Ana Maria ; Gonalves, Silvia. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:107-130. Full description at Econpapers || Download paper | |
2021 | Do we really know that U.S. monetary policy was destabilizing in the 1970s?. (2021). Weder, Mark ; Haque, Qazi ; Groshenny, Nicolas. In: European Economic Review. RePEc:eee:eecrev:v:131:y:2021:i:c:s0014292120302452. Full description at Econpapers || Download paper | |
2021 | The effect of government spending on local economies during an economic downturn. (2021). Makela, Erik ; Rasanen, Johannes. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000507. Full description at Econpapers || Download paper | |
2021 | Downward interest rate rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001380. Full description at Econpapers || Download paper | |
2021 | Do central banks respond to exchange rate movements? A Markov-switching structural investigation of commodity exporters and importers. (2021). Bjørnland, Hilde ; Maih, Junior ; Bjornland, Hilde C ; Alstadheim, Ragna. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000438. Full description at Econpapers || Download paper | |
2021 | Dynamics analysis of factors affecting electricity consumption fluctuations based on economic conditions: Application of SVAR and TVP-VAR models. (2021). Rafei, Meysam ; Esmaeili, Parisa. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221005892. Full description at Econpapers || Download paper | |
2021 | Curve momentum in currency markets. (2021). Lei, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317177. Full description at Econpapers || Download paper | |
2021 | Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2021). Chan, Joshua. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1212-1226. Full description at Econpapers || Download paper | |
2021 | Public audit oversight and the originate-to-distribute model. (2021). Kim, Jungbae ; Dou, Yiwei ; Aobdia, Daniel. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:72:y:2021:i:1:s0165410121000355. Full description at Econpapers || Download paper | |
2021 | A new unique information share measure with applications on cross-listed Chinese banks. (2021). Shi, Yanlin ; Li, Hong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621000996. Full description at Econpapers || Download paper | |
2020 | Nominal GDP versus price level targeting: An empirical evaluation. (2020). McMillin, W. ; Fackler, James S. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519301882. Full description at Econpapers || Download paper | |
2020 | The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414. Full description at Econpapers || Download paper | |
2020 | r* and the global economy. (2020). Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305881. Full description at Econpapers || Download paper | |
2020 | Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060. Full description at Econpapers || Download paper | |
2021 | Measuring the natural rates of interest of OECD and BRICS economies: A time varying perspective. (2021). Kwan, Yum K ; Wang, Bin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302825. Full description at Econpapers || Download paper | |
2021 | Ties that bind: Estimating the natural rate of interest for small open economies. (2021). MartÃnez GarcÃa, Enrique ; Grossman, Valerie ; Wynne, Mark A ; Martinez-Garcia, Enrique ; Zhang, Ren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560620302710. Full description at Econpapers || Download paper | |
2021 | Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541. Full description at Econpapers || Download paper | |
2022 | Cyclical drivers of euro area consumption: What can we learn from durable goods?. (2022). Krustev, Georgi ; Casalis, André. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620301972. Full description at Econpapers || Download paper | |
2020 | Transmission of monetary policy in times of high household debt. (2020). Lim, Hyunjoon ; Kim, Youngju. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418302015. Full description at Econpapers || Download paper | |
2020 | Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361. Full description at Econpapers || Download paper | |
2020 | Learning, parameter variability, and swings in US macroeconomic dynamics. (2020). Vázquez, Jesús ; Vazquez, Jesus ; Aguirre, Idoia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030166x. Full description at Econpapers || Download paper | |
2020 | The asymmetric effects of oil price changes on unemployment: Evidence from Canada and the U.S. (2020). Nusair, Salah A. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300921. Full description at Econpapers || Download paper | |
2020 | The effects of quasi-random monetary experiments. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:22-40. Full description at Econpapers || Download paper | |
2020 | The zero lower bound and estimation accuracy. (2020). Throckmorton, Nathaniel ; Atkinson, Tyler ; Richter, Alexander W. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:249-264. Full description at Econpapers || Download paper | |
2021 | Endogenous forecast switching near the zero lower bound. (2021). Lansing, Kevin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:153-169. Full description at Econpapers || Download paper | |
2021 | Low-frequency fiscal uncertainty. (2021). Han, Zhao. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:639-657. Full description at Econpapers || Download paper | |
2021 | Downside risk, financial conditions and systemic risk in China. (2021). Li, Haoran ; Wang, BO. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304895. Full description at Econpapers || Download paper | |
2021 | Confidence Swings and Sovereign Risk Dynamics. (2021). Tancioni, Massimiliano ; Patella, Valeria. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:195-206. Full description at Econpapers || Download paper | |
2020 | Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90. Full description at Econpapers || Download paper | |
2020 | The Implementation of a Dual Monetary System in Indonesia. (2020). Yuliadi, Imamudin. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:3:p:28-39. Full description at Econpapers || Download paper | |
2020 | Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric. In: Documents de recherche. RePEc:eve:wpaper:20-01. Full description at Econpapers || Download paper | |
2020 | Welfare Costs of Catastrophes: Lost Consumption and Lost Lives. (2020). Martin, Ian ; Ian, ; Pindyck, Robert S. In: Working Papers. RePEc:fem:femwpa:2020.27. Full description at Econpapers || Download paper | |
2020 | Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87375. Full description at Econpapers || Download paper | |
2021 | A Unified Framework to Estimate Macroeconomic Stars. (2021). Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:93166. Full description at Econpapers || Download paper | |
2021 | Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies. (2019). Zhang, Ren ; Wynne, Mark ; MartÃÂnez GarcÃÂa, Enrique ; Martinez-Garcia, Enrique ; Grossman, Valerie. In: Globalization Institute Working Papers. RePEc:fip:feddgw:359. Full description at Econpapers || Download paper | |
2021 | Get the Lowdown: The International Side of the Fall in the U.S. Natural Rate of Interest. (2020). MartÃnez GarcÃa, Enrique ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88968. Full description at Econpapers || Download paper | |
2020 | The Rising Cost of Climate Change: Evidence from the Bond Market. (2020). Rudebusch, Glenn ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:88357. Full description at Econpapers || Download paper | |
2021 | The Impact of COVID on Potential Output. (2021). Fernald, John ; Li, Huiyu. In: Working Paper Series. RePEc:fip:fedfwp:90309. Full description at Econpapers || Download paper | |
2020 | Zombies at Large? Corporate Debt Overhang and the Macroeconomy. (2020). Jorda, Oscar ; Kornejew, Martin ; Taylor, Alan M ; Schularick, Moritz. In: Staff Reports. RePEc:fip:fednsr:89124. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models. (2021). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Working Papers. RePEc:fip:fedpwp:92355. Full description at Econpapers || Download paper | |
2021 | Forecasting in the Absence of Precedent. (2021). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:92993. Full description at Econpapers || Download paper | |
2021 | Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues. (2021). Pacifico, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:20-:d:548164. Full description at Econpapers || Download paper | |
2021 | AI and Text-Mining Applications for Analyzing Contractor’s Risk in Invitation to Bid (ITB) and Contracts for Engineering Procurement and Construction (EPC) Projects. (2021). Choi, Su Jin ; Lee, Eul-Bum ; Kim, Jonghyun. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4632-:d:605336. Full description at Econpapers || Download paper | |
2020 | A General and Efficient Method for Solving Regime-Switching DSGE Models. (2020). Albertini, Julien ; Moyen, Stephane. In: Working Papers. RePEc:gat:wpaper:2035. Full description at Econpapers || Download paper | |
2020 | Sign restrictions in high-dimensional vector autoregressions. (2020). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2020_21. Full description at Econpapers || Download paper | |
2020 | A General and Efficient Method for Solving Regime-Switching DSGE Models. (2020). Albertini, Julien ; Moyen, Stephane. In: Working Papers. RePEc:hal:wpaper:halshs-03067554. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2012 | Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information.(2012) In: Dynare Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Two-sided learning in New Keynesian models: Dynamics, (lack of) convergence and the value of information.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | Choosing the variables to estimate singular DSGE models. In: Working papers. [Full Text][Citation analysis] | paper | 37 |
2013 | Choosing the variables to estimate singular DSGE models.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2014 | CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2015 | Approximating time varying structural models with time invariant structures. In: Working papers. [Full Text][Citation analysis] | paper | 15 |
2016 | Approximating time varying structural models with time invariant structures.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2015 | Approximating time varying structural models with time invariant structures.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2015 | Approximating Time Varying Structural Models With Time Invariant Structures.(2015) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2016 | Approximating time varying structural models with time invariant structures.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2020 | Understanding the Size of the Government Spending Multiplier: It’s in the Sign In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
2016 | Understanding the Size of the Government Spending Multiplier: Its in the Sign.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2020 | Understanding the Size of the Government Spending Multiplier: Its in the Sign.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2017 | Understanding the Size of the Government Spending Multiplier: Its in the Sign.(2017) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2016 | Understanding the size of the government spending multiplier: Its in the sign.(2016) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2020 | Understanding the size of the government spending multiplier: It’s in the sign.(2020) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2018 | A composite likelihood approach for dynamic structural models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | A composite likelihood approach for dynamic structural models.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | A Composite Likelihood Approach for Dynamic Structural Models.(2018) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | A Composite Likelihood Approach for Dynamic Structural Models.(2021) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2011 | A Bayesian approach to optimal monetary policy with parameter and model uncertainty In: Bank of England working papers. [Full Text][Citation analysis] | paper | 26 |
2011 | A Bayesian approach to optimal monetary policy with parameter and model uncertainty.(2011) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2019 | Assessing U.S. aggregate fluctuations across time and frequencies In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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2015 | Stimulus versus Austerity: The Asymmetric Government Spending Multiplier In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2016 | Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2014 | Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks.(2014) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2016 | Assessing the Non-Linear Effects of Credit Market Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Dealing with misspecification in structural macroeconometric models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Dealing with misspecification in structural macroeconometric models.(2021) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2015 | Learning about fiscal policy and the effects of policy uncertainty In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 18 |
2013 | Learning about fiscal policy and the effects of policy uncertainty.(2013) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2013 | Learning about fiscal policy and the effects of policy uncertainty.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2017 | Measurement errors and monetary policy: Then and now In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
2015 | Measurement Errors and Monetary Policy: Then and Now.(2015) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2012 | What drives inflation in New Keynesian models? In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2017 | Two-sided learning and short-run dynamics in a New Keynesian model of the economy In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2017 | Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | Optimized Taylor rules for disinflation when agents are learning In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 14 |
2014 | Optimized Taylor Rules for Disinflation When Agents are Learning.(2014) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2016 | Indeterminacy and learning: An analysis of monetary policy in the Great Inflation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 27 |
2014 | Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2014 | Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation.(2014) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2013 | Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation.(2013) In: 2013 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2018 | Functional Approximation of Impulse Responses In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 11 |
2017 | The Natural Rate of Unemployment over the Past 100 Years In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2018 | The Financial Crisis at 10: Will We Ever Recover? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 10 |
2020 | The Highs and Lows of Productivity Growth In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2021 | Can Government Spending Help to Escape Recessions? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2020 | Learning about Regime Change In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2019 | Assessing Macroeconomic Tail Risk In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 8 |
2019 | Assessing Macroeconomic Tail Risk.(2019) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2011 | Optimal disinflation under learning In: Staff Reports. [Full Text][Citation analysis] | paper | 22 |
2011 | Optimal Disinflation Under Learning.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2014 | Learning about Fiscal Policy Uncertainty In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
2015 | Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 54 |
2016 | The Burns Disinflation of 1974 In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
2017 | Are the Effects of Monetary Policy Asymmetric? In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 9 |
2017 | Are the Effects of Fiscal Policy Asymmetric? In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
2018 | How Likely Is a Return to the Zero Lower Bound? In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 1 |
2019 | Moving Macroeconomic Analysis beyond Business Cycles In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
2019 | Monetary Policy across Space and Time In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 3 |
2018 | Monetary Policy across Space and Time.(2018) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | COVID-19 over Time and across States: Predictions from a Statistical Model In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
2021 | How Much Does Household Consumption Impact Business Cycles? In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
2015 | Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application In: Economic Quarterly. [Full Text][Citation analysis] | article | 12 |
2016 | Beveridge Curve Shifts and Time-Varying Parameter VARs In: Economic Quarterly. [Full Text][Citation analysis] | article | 2 |
2019 | How Likely Is the Zero Lower Bound? In: Economic Quarterly. [Full Text][Citation analysis] | article | 2 |
2014 | Drifts, Volatilities, and Impulse Responses Over the Last Century In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
2014 | Drifts, Volatilities and Impulse Responses Over the Last Century.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2015 | Tales of Transition Paths: Policy Uncertainty and Random Walks In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Tales of transition paths: Policy uncertainty and random walks.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Choosing Prior Hyperparameters In: Working Paper. [Full Text][Citation analysis] | paper | 20 |
2016 | Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions In: Working Paper. [Full Text][Citation analysis] | paper | 5 |
2019 | What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles? In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
2019 | Indeterminacy and Imperfect Information In: Working Paper. [Full Text][Citation analysis] | paper | 4 |
2017 | Indeterminacy and Imperfect Information.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | Indeterminacy and imperfect information.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2020 | How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters In: Working Paper. [Full Text][Citation analysis] | paper | 1 |
2011 | Extreme Weather and the Macroeconomy In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Measuring the Non-Linear Effects of Monetary Policy In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 6 |
2019 | The Demand Origins of Business Cycles In: 2019 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 13 |
2020 | DETECTING AND ANALYZING THE EFFECTS OF TIME?VARYING PARAMETERS IN DSGE MODELS In: International Economic Review. [Full Text][Citation analysis] | article | 8 |
2015 | Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 8 |
2016 | Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century In: Quantitative Economics. [Full Text][Citation analysis] | article | 14 |
2014 | Dynamics of Monetary-Fiscal Interaction under Learning In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] | paper | 1 |
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