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Staff Economists

Christian Matthes

headshot of Christian Matthes

My research fields are macroeconomics and Bayesian econometrics. Currently, I am studying economic models that feature imperfect information and statistical models with time-varying parameters.

Professional Experience

Christian Matthes is a senior economist in the Research Department. He joined the Richmond Fed in 2013 after working as an assistant professor of economics at Universitat Pompeu Fabra in Barcelona, Spain.

Education

Ph.D., New York University, 2010
Diplom-Economics, Goethe University (Germany), 2004

Curriculum vitae
Personal website

"Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models" (with Pooyan Amir-Ahmadi and Mu-Chun Wang). Journal of Business and Economic Statistics (forthcoming). 

"Functional Approximation of Impulse Responses" (with Regis Barnichon). Journal of Monetary Economics (forthcoming).

"Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy" (with Francesca Rondina). Economics Letters 159 (October 2017): 53-56.

"Measurement Errors and Monetary Policy: Then and Now" (with Pooyan Amir-Ahmadi and Mu-Chun Wang). Journal of Economic Dynamics and Control 79 (June 2017): 66-78.

"Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation" (with Thomas Lubik). Journal of Monetary Economics 82 (September 2016): 85-106.

"Drifts and Volatilities under Measurement Error: Assessing Monetary Policy Shocks over the Last Century" (with Pooyan Amir-Ahmadi and Mu-Chun Wang). Quantitative Economics 7, no. 2 (July 2016): 591-611.

"Learning About Fiscal Policy and the Effects of Policy Uncertainty" (with Josef Hollmayr). Journal of Economic Dynamics and Control 59 (October 2015): 142-162.

"Optimized Taylor Rules for Disinflation When Agents are Learning" (with Timothy Cogley and Argia M. Sbordone). Journal of Monetary Economics 72 (May 2015): 131-147.

"Figuring Out the Fed - Beliefs about Policymakers and Gains from Transparency." Journal of Money, Credit and Banking 47, no. 1 (February 2015): 1-29.

"Choosing the Variables to Estimate Singular DSGE Models" (with Fabio Canova and Filippo Ferroni). Journal of Applied Econometrics 29, no. 7 (November/December 2014): 1099-1177.

"What Drives Inflation in New Keynesian Models?" (with Mu-Chun Wang). Economics Letters 114, no. 3 (March 2012): 338-342.

"A Bayesian Approach to Optimal Monetary Policy with Parameter and Model Uncertainty" (with Bianca De Paoli, Tim Cogley, Kalin Nikolov and Tony Yates). Journal of Economic Dynamics and Control 35, no. 12 (December 2011): 2186-2212.

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  Download Natural Rate of Interest Data (see EB 15-10 below)


September 2018, No. 18-09

How Likely Is a Return to the Zero Lower Bound?

Christian Matthes, Thomas A. Lubik and David A. Price

March 2017, No. 17-03

Are the Effects of Monetary Policy Asymmetric?

Christian Matthes, Regis Barnichon and Tim Sablik

November 2016, No. 16-11

The Burns Disinflation of 1974

Christian Matthes, Thomas A. Lubik and Tim Sablik

January 2014, No. 14-01

Learning about Fiscal Policy Uncertainty

Christian Matthes and Tim Sablik

Contact Us

Christian Matthes
804-697-4490