Zobrazeno 1 - 10
of 57
pro vyhledávání: '"Christian Matthes"'
Publikováno v:
Finance and Economics Discussion Series. :1-35
Temporal aggregation biases estimates of monetary policy effects. We hypothesize that information mismatches between private agents and the econometrician—the source of temporal aggregationbias—are as important as the more studied mismatch betwee
Publikováno v:
Journal of Econometrics
This paper estimates a panel model with endogenously time-varying parameters for COVID-19 cases and deaths in U.S. states. The functional form for infections incorporates important features of epidemiological models but is flexibly parameterized to c
Autor:
Tomáš Mikuš, Jozef Vlasáč, Juraj Majzlan, Jiří Sejkora, Gwladys Steciuk, Jakub Plášil, Christiane Rößler, Christian Matthes
Publikováno v:
Mineralogical Magazine. 87:262-270
Argentotetrahedrite-(Cd), Ag6(Cu4Cd2)Sb4S13, has been approved as a new mineral species by the Commission on New Minerals, Nomenclature and Classification of the International Mineralogical Association using samples from Rudno nad Hronom, Slovak Repu
Publikováno v:
Finance and Economics Discussion Series. :1-48
Using daily inflation data from the Billion Prices Project [Cavallo and Rigobon (2016)], we show how temporal aggregation biases estimates of monetary policy transmission. We argue that the information mismatch between private agents and the economet
Autor:
Andrew Foerster, Christian Matthes
Publikováno v:
International Economic Review. 63:1829-1859
Publikováno v:
The Review of Economics and Statistics. 104:557-570
While episodes of financial distress are followed by large and persistent drops in economic activity, structural time series analyses point to relatively mild and transitory effects of financial market disruptions. We argue that these seemingly contr
Publikováno v:
Review of Economic Dynamics.
We study equilibrium determination in an environment where two kinds of agents have different information sets: The fully informed agents know the structure of the model and observe histories of all exogenous and endogenous variables. The less in-for
Publikováno v:
The Review of Economic Studies. 89:87-117
This article argues that an important, yet overlooked, determinant of the government spending multiplier is the direction of the fiscal intervention. Regardless of whether we identify government spending shocks from (1) a narrative approach or (2) a