Christian Matthes : Citation Profile


Are you Christian Matthes?

Indiana University

12

H index

18

i10 index

425

Citations

RESEARCH PRODUCTION:

32

Articles

57

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 42
   Journals where Christian Matthes has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 35 (7.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1006
   Updated: 2022-05-21    RAS profile: 2021-11-02    
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Relations with other researchers


Works with:

Barnichon, Régis (15)

Lubik, Thomas (9)

Canova, Fabio (7)

Wang, Mu-Chun (4)

Amir Ahmadi, Pooyan (4)

Debortoli, Davide (4)

ferroni, filippo (3)

Schwartzman, Felipe (3)

Ziegenbein, Alexander (3)

Mertens, Elmar (3)

Verona, Fabio (3)

Rondina, Francesca (2)

Zhang, Donghai (2)

Ho, Paul (2)

Liu, Laura (2)

Foerster, Andrew (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Matthes.

Is cited by:

Melosi, Leonardo (11)

Baumeister, Christiane (11)

Bianchi, Francesco (10)

Jorda, Oscar (9)

Taylor, Alan (9)

Hamilton, James (8)

Ascari, Guido (8)

Williams, John (8)

Kühl, Michael (8)

Weder, Mark (6)

Cardani, Roberta (6)

Cites to:

Sargent, Thomas (40)

Canova, Fabio (35)

Schorfheide, Frank (33)

Zha, Tao (31)

Cogley, Timothy (29)

Williams, John (24)

Orphanides, Athanasios (23)

Primiceri, Giorgio (23)

Smets, Frank (23)

Wouters, Raf (17)

Sims, Christopher (17)

Main data


Where Christian Matthes has published?


Journals with more than one article published# docs
Richmond Fed Economic Brief10
FRBSF Economic Letter4
Economic Quarterly3
Journal of Economic Dynamics and Control3
Journal of Monetary Economics3
Economics Letters2
Quantitative Economics2

Working Papers Series with more than one paper published# docs
Working Paper / Federal Reserve Bank of Richmond19
Discussion Papers / Deutsche Bundesbank3
Working Paper Series / Federal Reserve Bank of San Francisco2
Working Papers / Barcelona Graduate School of Economics2
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School2
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein fr Socialpolitik / German Economic Association2

Recent works citing Christian Matthes (2021 and 2020)


YearTitle of citing document
2020Do 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.

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2020Welfare Costs of Catastrophes: Lost Consumption and Lost Lives. (2020). Martin, Ian ; Pindyck, Robert S ; Ian, . In: 2030 Agenda. RePEc:ags:feemgc:308023.

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2020Zombies 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.

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2021.

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2022Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration. (2022). Garcia Cicco, Javier ; Garcia-Cicco, Javier. In: Working Papers. RePEc:aoz:wpaper:115.

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2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2021Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning. (2021). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202101.

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2021A 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.

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2022Uncertainty 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.

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2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

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2021Learning, expectations and monetary policy. (2021). Garcia Sanchez, Pablo. In: BCL working papers. RePEc:bcl:bclwop:bclwp153.

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2021Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration. (2021). Garcia-Cicco, Javier. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202191.

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2020Monetary 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.

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2020How does Financial Vulnerability amplify Housing and Credit Shocks?. (2020). Scalone, Valerio ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:763.

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2021Downward Interest Rate Rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:828.

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2020The 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.

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2020The 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.

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2021Steady?state growth. (2021). Kohlscheen, Emanuel ; Nakajima, Jouchi. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:40-52.

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2020On the Time‐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.

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2021Mortgage 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.

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2022Do 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.

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2021Do 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.

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2020Monetary Policy and Macroeconomic Stability Revisited. (2020). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e02.

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2021Under 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.

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2020Computing 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.

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2020The 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.

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2022Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration. (2022). Garcia-Cicco, Javier. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:822.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Inflation Globally. (2020). Nechio, Fernanda ; Jorda, Oscar. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v27c08pp269-316.

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2020Evaluating 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.

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2020Drawing 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.

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2021Expecting 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.

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2020Monetary 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.

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2020Cyclical 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.

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2020Forecasting 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.

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2021The time-varying evolution of inflation risks. (2021). Korobilis, Dimitris ; Phella, Anthoulla ; Musso, Alberto ; Landau, Bettina. In: Working Paper Series. RePEc:ecb:ecbwps:20212600.

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2021Macroeconomic 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.

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2020Can 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.

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2020Macroeconomic 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.

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2020E-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.

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2021The 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.

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2021Under 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.

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2021Get 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.

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2021In 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.

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2021International output synchronization at different frequencies. (2021). Kim, Yun Jung ; Ho, Sun. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002169.

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2020The 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.

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2020Commitment 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.

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2020The 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.

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2020The 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.

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2021Hysteresis and the welfare costs of recessions. (2021). Tervala, Juha. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:136-144.

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2021A 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.

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2020The 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.

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2020The 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.

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2020Estimating 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.

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2021Impulse 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.

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2021Do 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.

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2021The 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.

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2021Downward interest rate rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001380.

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2021Do 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.

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2021Dynamics 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.

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2021Curve momentum in currency markets. (2021). Lei, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317177.

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2021Minnesota-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.

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2021Public 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.

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2021A 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.

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2020Nominal 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.

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2020The 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.

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2020r* and the global economy. (2020). Glick, Reuven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305881.

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2020Drawing 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.

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2021Measuring 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.

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2021Ties that bind: Estimating the natural rate of interest for small open economies. (2021). Martínez García, 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.

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2021Reprint: 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.

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2022Cyclical 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.

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2020Transmission 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.

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2020Radial 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.

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2020Learning, 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.

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2020The 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.

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2020The 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.

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2020The 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.

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2021Endogenous 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.

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2021Low-frequency fiscal uncertainty. (2021). Han, Zhao. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:639-657.

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2021Downside 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.

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2021Confidence 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.

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2020Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90.

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2020The 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.

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2020Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric. In: Documents de recherche. RePEc:eve:wpaper:20-01.

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2020Welfare Costs of Catastrophes: Lost Consumption and Lost Lives. (2020). Martin, Ian ; Ian, ; Pindyck, Robert S. In: Working Papers. RePEc:fem:femwpa:2020.27.

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2020Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87375.

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2021A Unified Framework to Estimate Macroeconomic Stars. (2021). Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:93166.

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2021Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies. (2019). Zhang, Ren ; Wynne, Mark ; Martínez García, Enrique ; Martinez-Garcia, Enrique ; Grossman, Valerie. In: Globalization Institute Working Papers. RePEc:fip:feddgw:359.

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2021Get the Lowdown: The International Side of the Fall in the U.S. Natural Rate of Interest. (2020). Martínez García, Enrique ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88968.

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2020The Rising Cost of Climate Change: Evidence from the Bond Market. (2020). Rudebusch, Glenn ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:88357.

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2021The Impact of COVID on Potential Output. (2021). Fernald, John ; Li, Huiyu. In: Working Paper Series. RePEc:fip:fedfwp:90309.

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2020Zombies 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.

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2021Macroeconomic 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.

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2021Forecasting in the Absence of Precedent. (2021). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:92993.

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2021Structural 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.

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2021AI 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.

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2020A General and Efficient Method for Solving Regime-Switching DSGE Models. (2020). Albertini, Julien ; Moyen, Stephane. In: Working Papers. RePEc:gat:wpaper:2035.

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2020Sign restrictions in high-dimensional vector autoregressions. (2020). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2020_21.

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2020A General and Efficient Method for Solving Regime-Switching DSGE Models. (2020). Albertini, Julien ; Moyen, Stephane. In: Working Papers. RePEc:hal:wpaper:halshs-03067554.

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More than 100 citations found, this list is not complete...

Works by Christian Matthes:


YearTitleTypeCited
2012Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information In: UFAE and IAE Working Papers.
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2012Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information.(2012) In: Working Papers.
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2012Two-sided Learning in New Keynesian Models: Dynamics, (Lack of) Convergence and the Value of Information.(2012) In: Dynare Working Papers.
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2012Two-sided learning in New Keynesian models: Dynamics, (lack of) convergence and the value of information.(2012) In: Economics Working Papers.
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2013Choosing the variables to estimate singular DSGE models. In: Working papers.
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paper37
2013Choosing the variables to estimate singular DSGE models.(2013) In: CEPR Discussion Papers.
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paper
2014CHOOSING THE VARIABLES TO ESTIMATE SINGULAR DSGE MODELS.(2014) In: Journal of Applied Econometrics.
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article
2015Approximating time varying structural models with time invariant structures. In: Working papers.
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paper15
2016Approximating time varying structural models with time invariant structures.(2016) In: Working Papers.
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paper
2015Approximating time varying structural models with time invariant structures.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 15
paper
2015Approximating Time Varying Structural Models With Time Invariant Structures.(2015) In: Working Paper.
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This paper has another version. Agregated cites: 15
paper
2016Approximating time varying structural models with time invariant structures.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 15
paper
2020Understanding the Size of the Government Spending Multiplier: It’s in the Sign In: Working Papers.
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paper19
2016Understanding the Size of the Government Spending Multiplier: Its in the Sign.(2016) In: CEPR Discussion Papers.
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paper
2020Understanding the Size of the Government Spending Multiplier: Its in the Sign.(2020) In: Working Paper Series.
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paper
2017Understanding the Size of the Government Spending Multiplier: Its in the Sign.(2017) In: Working Paper.
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This paper has another version. Agregated cites: 19
paper
2016Understanding the size of the government spending multiplier: Its in the sign.(2016) In: Economics Working Papers.
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This paper has another version. Agregated cites: 19
paper
2020Understanding the size of the government spending multiplier: It’s in the sign.(2020) In: Economics Working Papers.
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This paper has another version. Agregated cites: 19
paper
2018A composite likelihood approach for dynamic structural models In: Working Papers.
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2018A composite likelihood approach for dynamic structural models.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2018A Composite Likelihood Approach for Dynamic Structural Models.(2018) In: Working Paper.
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paper
2021A Composite Likelihood Approach for Dynamic Structural Models.(2021) In: Economic Journal.
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This paper has another version. Agregated cites: 1
article
2011A Bayesian approach to optimal monetary policy with parameter and model uncertainty In: Bank of England working papers.
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2011A Bayesian approach to optimal monetary policy with parameter and model uncertainty.(2011) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 26
article
2019Assessing U.S. aggregate fluctuations across time and frequencies In: Research Discussion Papers.
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2019Assessing U.S. Aggregate Fluctuations Across Time and Frequencies.(2019) In: Working Paper.
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paper
2015Stimulus versus Austerity: The Asymmetric Government Spending Multiplier In: CEPR Discussion Papers.
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paper11
2016Gaussian Mixture Approximations of Impulse Responses and The Non-Linear Effects of Monetary Shocks In: CEPR Discussion Papers.
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paper12
2014Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks.(2014) In: Working Paper.
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paper
2016Assessing the Non-Linear Effects of Credit Market Shocks In: CEPR Discussion Papers.
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paper3
2019Dealing with misspecification in structural macroeconometric models In: CEPR Discussion Papers.
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paper0
2021Dealing with misspecification in structural macroeconometric models.(2021) In: Quantitative Economics.
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article
2015Learning about fiscal policy and the effects of policy uncertainty In: Journal of Economic Dynamics and Control.
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article18
2013Learning about fiscal policy and the effects of policy uncertainty.(2013) In: Working Paper.
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paper
2013Learning about fiscal policy and the effects of policy uncertainty.(2013) In: Discussion Papers.
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This paper has another version. Agregated cites: 18
paper
2017Measurement errors and monetary policy: Then and now In: Journal of Economic Dynamics and Control.
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article11
2015Measurement Errors and Monetary Policy: Then and Now.(2015) In: Working Paper.
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This paper has another version. Agregated cites: 11
paper
2012What drives inflation in New Keynesian models? In: Economics Letters.
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article4
2017Two-sided learning and short-run dynamics in a New Keynesian model of the economy In: Economics Letters.
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article0
2017Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2015Optimized Taylor rules for disinflation when agents are learning In: Journal of Monetary Economics.
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article14
2014Optimized Taylor Rules for Disinflation When Agents are Learning.(2014) In: Working Paper.
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paper
2016Indeterminacy and learning: An analysis of monetary policy in the Great Inflation In: Journal of Monetary Economics.
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article27
2014Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation.(2014) In: CAMA Working Papers.
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paper
2014Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation.(2014) In: Working Paper.
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paper
2013Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation.(2013) In: 2013 Meeting Papers.
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2018Functional Approximation of Impulse Responses In: Journal of Monetary Economics.
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article11
2017The Natural Rate of Unemployment over the Past 100 Years In: FRBSF Economic Letter.
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article3
2018The Financial Crisis at 10: Will We Ever Recover? In: FRBSF Economic Letter.
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article10
2020The Highs and Lows of Productivity Growth In: FRBSF Economic Letter.
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article0
2021Can Government Spending Help to Escape Recessions? In: FRBSF Economic Letter.
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article0
2020Learning about Regime Change In: Working Paper Series.
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paper3
2019Assessing Macroeconomic Tail Risk In: Finance and Economics Discussion Series.
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paper8
2019Assessing Macroeconomic Tail Risk.(2019) In: Working Paper.
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2011Optimal disinflation under learning In: Staff Reports.
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paper22
2011Optimal Disinflation Under Learning.(2011) In: 2011 Meeting Papers.
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paper
2014Learning about Fiscal Policy Uncertainty In: Richmond Fed Economic Brief.
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2015Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches In: Richmond Fed Economic Brief.
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article54
2016The Burns Disinflation of 1974 In: Richmond Fed Economic Brief.
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2017Are the Effects of Monetary Policy Asymmetric? In: Richmond Fed Economic Brief.
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article9
2017Are the Effects of Fiscal Policy Asymmetric? In: Richmond Fed Economic Brief.
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article0
2018How Likely Is a Return to the Zero Lower Bound? In: Richmond Fed Economic Brief.
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article1
2019Moving Macroeconomic Analysis beyond Business Cycles In: Richmond Fed Economic Brief.
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article0
2019Monetary Policy across Space and Time In: Richmond Fed Economic Brief.
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article3
2018Monetary Policy across Space and Time.(2018) In: Working Paper.
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paper
2020COVID-19 over Time and across States: Predictions from a Statistical Model In: Richmond Fed Economic Brief.
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article0
2021How Much Does Household Consumption Impact Business Cycles? In: Richmond Fed Economic Brief.
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article0
2015Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application In: Economic Quarterly.
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article12
2016Beveridge Curve Shifts and Time-Varying Parameter VARs In: Economic Quarterly.
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article2
2019How Likely Is the Zero Lower Bound? In: Economic Quarterly.
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article2
2014Drifts, Volatilities, and Impulse Responses Over the Last Century In: Working Paper.
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paper2
2014Drifts, Volatilities and Impulse Responses Over the Last Century.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2015Tales of Transition Paths: Policy Uncertainty and Random Walks In: Working Paper.
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2015Tales of transition paths: Policy uncertainty and random walks.(2015) In: Discussion Papers.
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2016Choosing Prior Hyperparameters In: Working Paper.
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2016Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions In: Working Paper.
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paper5
2019What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles? In: Working Paper.
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2019Indeterminacy and Imperfect Information In: Working Paper.
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paper4
2017Indeterminacy and Imperfect Information.(2017) In: 2017 Meeting Papers.
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paper
2020Indeterminacy and imperfect information.(2020) In: Discussion Papers.
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2020How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters In: Working Paper.
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2011Extreme Weather and the Macroeconomy In: Working Paper.
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2015Measuring the Non-Linear Effects of Monetary Policy In: 2015 Meeting Papers.
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paper6
2019The Demand Origins of Business Cycles In: 2019 Meeting Papers.
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2020Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models In: Journal of Business & Economic Statistics.
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article13
2020DETECTING AND ANALYZING THE EFFECTS OF TIME?VARYING PARAMETERS IN DSGE MODELS In: International Economic Review.
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article8
2015Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency In: Journal of Money, Credit and Banking.
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article8
2016Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century In: Quantitative Economics.
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article14
2014Dynamics of Monetary-Fiscal Interaction under Learning In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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