| Calculating the natural rate of interest: A comparison of two alternative approaches TA Lubik, C Matthes Richmond Fed Economic Brief, 2015 | 186 | 2015 |
| Functional approximation of impulse responses R Barnichon, C Matthes Journal of Monetary Economics 99, 41-55, 2018 | 176* | 2018 |
| Understanding the size of the government spending multiplier: It’s in the sign R Barnichon, D Debortoli, C Matthes The Review of Economic Studies 89 (1), 87-117, 2022 | 174 | 2022 |
| Time-varying parameter vector autoregressions: Specification, estimation, and an application TA Lubik, C Matthes Estimation, and an Application, 2015 | 83 | 2015 |
| Optimized Taylor rules for disinflation when agents are learning T Cogley, C Matthes, AM Sbordone Journal of Monetary Economics 72, 131-147, 2015 | 79* | 2015 |
| Are the effects of financial market disruptions big or small? R Barnichon, C Matthes, A Ziegenbein Review of Economics and Statistics 104 (3), 557-570, 2022 | 67* | 2022 |
| Assessing macroeconomic tail risk F Loria, C Matthes, D Zhang The Economic Journal, ueae066, 2024 | 61 | 2024 |
| A Bayesian approach to optimal monetary policy with parameter and model uncertainty T Cogley, B De Paoli, C Matthes, K Nikolov, T Yates Journal of Economic Dynamics and Control 35 (12), 2186-2212, 2011 | 57 | 2011 |
| Choosing prior hyperparameters: With applications to time-varying parameter models P Amir-Ahmadi, C Matthes, MC Wang Journal of Business & Economic Statistics 38 (1), 124-136, 2020 | 56* | 2020 |
| Indeterminacy and learning: An analysis of monetary policy in the Great Inflation TA Lubik, C Matthes Journal of Monetary Economics 82, 85-106, 2016 | 55 | 2016 |
| Severe weather and the macroeconomy HS Kim, C Matthes, T Phan Federal Reserve Bank of Richmond Working Papers, 21-14R, 2022 | 48* | 2022 |
| The financial crisis at 10: will we ever recover? R Barnichon, C Matthes, A Ziegenbein FRBSF Economic Letter 19, 2018 | 47 | 2018 |
| Learning about fiscal policy and the effects of policy uncertainty J Hollmayr, C Matthes Journal of Economic Dynamics and Control 59, 142-162, 2015 | 44* | 2015 |
| Choosing the variables to estimate singular DSGE models F Canova, F Ferroni, C Matthes Journal of Applied Econometrics 29 (7), 1099-1117, 2014 | 39 | 2014 |
| Drifts and volatilities under measurement error: Assessing monetary policy shocks over the last century P Amir‐Ahmadi, C Matthes, MC Wang Quantitative Economics 7 (2), 591-611, 2016 | 38* | 2016 |
| Detecting and analyzing the effects of time‐varying parameters in DSGE models F Canova, F Ferroni, C Matthes International Economic Review 61 (1), 105-125, 2020 | 34* | 2020 |
| Are the effects of monetary policy asymmetric R Barnichon, C Matthes, T Sablik Richmond Fed Economic Brief 3, 1-4, 2017 | 34 | 2017 |
| Beveridge curve shifts and time-varying parameter VARs TA Lubik, C Matthes, AP Owens Available at SSRN 3013019, 2016 | 25 | 2016 |
| Indeterminacy and imperfect information TA Lubik, C Matthes, E Mertens Review of Economic Dynamics 49, 37-57, 2023 | 23 | 2023 |
| A composite likelihood approach for dynamic structural models F Canova, C Matthes The Economic Journal 131 (638), 2447-2477, 2021 | 20 | 2021 |
Thomas A. LubikSenior Advisor, Research Department, Federal Reserve Bank of RichmondVerified email at rich.frb.org
