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.
Christian Matthes is an 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.
Ph.D., New York University, 2010
Diplom-Economics, Goethe University (Germany), 2004
"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.