Economists

Christian Matthes

Christian Matthes is a senior economist in the Research Department. Matthes joined the Federal Reserve Bank of Richmond in 2013 after working as an assistant professor of economics at Universitat Pompeu Fabra in Barcelona, Spain. He earned his doctorate from New York University in 2010. Matthes is currently on leave at Indiana University.

Matthes' research fields are macroeconomics and Bayesian econometrics. Currently, he is studying economic models that feature imperfect information and statistical models with time-varying parameters.

Academic Publications

Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models

Journal of Business and Economic Statistics, forthcoming

Pooyan Amir-Ahmadi, Christian Matthes and Mu-Chun Wang

Previous Version: Working Paper, August 2016, No. 16-09

Functional Approximation of Impulse Responses

Journal of Monetary Economics, Vol. 99, November 2018: 41-55

Regis Barnichon and Christian Matthes

Two-sided Learning and Short-Run Dynamics in a New Keynesian Model of the Economy

Economics Letters, Vol. 159, October 2017: 53-56

Christian Matthes and Francesca Rondina

Measurement Errors and Monetary Policy: Then and Now

Journal of Economic Dynamics and Control, Vol. 79, June 2017: 66-78

Pooyan Amir-Ahmadi, Christian Matthes and Mu-Chun Wang

Previous Version: Working Paper, November 2015, No. 15-13

Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation

Journal of Monetary Economics, Vol. 82, September 2016: 85-106

Thomas A. Lubik and Christian Matthes

Previous Version: Working Paper, February 2014, No. 14-02

Drifts and Volatilities under Measurement Error: Assessing Monetary Policy Shocks over the Last Century

Quantitative Economics, Vol. 7, July 2016: 591-611

Pooyan Amir-Ahmadi, Christian Matthes and Mu-Chun Wang

Previous Version: Working Paper, April 2014, No. 14-10

Learning About Fiscal Policy and the Effects of Policy Uncertainty

Journal of Economic Dynamics and Control, Vol. 59, October 2015: 142-162

Josef Hollmayr and Christian Matthes

Previous Version: Working Paper, October 2013, No. 13-15

Optimized Taylor Rules for Disinﬂation When Agents are Learning

Journal of Monetary Economics, Vol. 72, May 2015: 131-147

Timothy Cogley, Christian Matthes and Argia M. Sbordone

Previous Version: Working Paper, March 2014, No. 14-07

Figuring Out the Fed - Beliefs about Policymakers and Gains from Transparency

Journal of Money, Credit and Banking, Vol. 47, February 2015: 1-29

Christian Matthes

Choosing the Variables to Estimate Singular DSGE Models

Journal of Applied Econometrics, Vol. 29, November/December 2014: 1099-1177

Fabio Canova, Filippo Ferroni and Christian Matthes

What Drives Inflation in New Keynesian Models?

Economics Letters, Vol. 114, March 2012: 338-342

Christian Matthes and Mu-Chun Wang

A Bayesian Approach to Optimal Monetary Policy with Parameter and Model Uncertainty

Journal of Economic Dynamics and Control, Vol. 35, December 2011: 2186-2212

Timothy Cogley, Bianca De Paoli, Christian Matthes, Kalin Nikolov and Tony Yates
Bank Publications

Economic Brief, August 2019, No. 19-08

Monetary Policy across Space and Time

Laura Liu, Christian Matthes, Katerina Petrova and Jessie Romero

Economic Brief, April 2019, No. 19-04

Moving Macroeconomic Analysis beyond Business Cycles

Renee Haltom, Thomas A. Lubik, Christian Matthes and Fabio Verona

Economic Quarterly, First Quarter 2019

How Likely Is the Zero Lower Bound?

Thomas A. Lubik and Christian Matthes

Economic Brief, September 2018, No. 18-09

How Likely Is a Return to the Zero Lower Bound?

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

Economic Brief, March 2017, No. 17-03

Are the Effects of Monetary Policy Asymmetric?

Regis Barnichon, Christian Matthes and Tim Sablik

Economic Brief, November 2016, No. 16-11

The Burns Disinflation of 1974

Thomas A. Lubik, Christian Matthes and Tim Sablik

Economic Quarterly, Third Quarter 2016

Beveridge Curve Shifts and Time-Varying Parameter VARs

Thomas A. Lubik, Christian Matthes and Andrew Owens

Economic Brief, October 2015, No. 15-10

Calculating the Natural Rate of Interest: A Comparison of Two Alternative Approaches

Thomas A. Lubik and Christian Matthes

Economic Quarterly, Fourth Quarter 2015

Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application

Thomas A. Lubik and Christian Matthes

Economic Brief, January 2014, No. 14-01

Learning about Fiscal Policy Uncertainty

Christian Matthes and Tim Sablik
Working Papers

September 2019, No. 19-17

Indeterminacy and Imperfect Information

Thomas A. Lubik, Christian Matthes and Elmar Mertens

April 2019, No. 19-10

Assessing Macroeconomic Tail Risk

Francesca Loria, Christian Matthes and Donghai Zhang

March 2019, No. 19-09

What Do Sectoral Dynamics Tell Us About the Origins of Business Cycles?

Christian Matthes and Felipe F. Schwartzman

February 2019, No. 19-06

Assessing U.S. Aggregate Fluctuations Across Time and Frequencies

Christian Matthes, Thomas A. Lubik and Fabio Verona

August 2018, No. 18-14

Monetary Policy across Space and Time

Laura Liu, Christian Matthes and Katerina Petrova

July 2018, No. 18-12

A Composite Likelihood Approach for Dynamic Structural Models

Fabio Canova and Christian Matthes

December 2017, No. 17-15

Understanding the Size of the Government Spending Multiplier: It's in the Sign

Regis Barnichon and Christian Matthes

November 2016, No. 16-15

Theory Ahead of Measurement? Assessing the Nonlinear Effects of Financial Market Disruptions

Regis Barnichon, Christian Matthes and Alexander Ziegenbein

August 2016, No. 16-09

Choosing Prior Hyperparameters

Pooyan Amir-Ahmadi, Christian Matthes and Mu-Chun Wang

July 2016, No. 16-08

Gaussian Mixture Approximations of Impulse Responses and the Nonlinear Effects of Monetary Shocks

Regis Barnichon and Christian Matthes

November 2015, No. 15-13

Measurement Errors and Monetary Policy: Then and Now

Pooyan Amir-Ahmadi, Christian Matthes and Mu-Chun Wang

September 2015, No. 15-11

Tales of Transition Paths: Policy Uncertainty and Random Walks

Christian Matthes and Josef Hollmayr

September 2015, No. 15-10

Approximating Time Varying Structural Models With Time Invariant Structures

Fabio Canova, Filippo Ferroni and Christian Matthes

April 2014, No. 14-10

Drifts, Volatilities, and Impulse Responses Over the Last Century

Pooyan Amir-Ahmadi, Christian Matthes and Mu-Chun Wang

March 2014, No. 14-07

Optimized Taylor Rules for Disinflation When Agents are Learning

Timothy Cogley, Christian Matthes and Argia M. Sbordone

February 2014, No. 14-02

Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation

Thomas A. Lubik and Christian Matthes

October 2013, No. 13-15

Learning about Fiscal Policy and the Effects of Policy Uncertainty

Christian Matthes and Josef Hollmayr

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Christian Matthes

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