Discover @cm1518 Open Source projects

Christian Matthes (@cm1518)

cm1518

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Global Rank 356,388 (Top 13 %)
Followers 82
Following 122
Registered over 9 years ago
Most used languages

MATLAB
85.7 %

Mathematica 7.1 %

AMPL 7.1 %
Location 🇺🇸 United States
Country Total Rank 73,063
Country Ranking

AMPL 10

Mathematica 484

MATLAB
532

FAIR

Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming

practicing_dynare

Dynare files for "Practicing Dynare" with Francisco Barillas, Anmol Bhandari, Riccardo Colacito, Sagiri Kitao, Thomas Sargent and Yongs Shin

robustness_dynare

code to implement LQ robust control models in Dynare (with Saki Bigio)

Drifts_and_Volatilities

Code for "Drifts and Volatilities under Measurement Error" (with P. Amir-Ahmadi and M.-C. Wang) , Quantitative Economics (2016)

Averaging_Impulse_Responses

Replication code for ``Averaging Impulse Responses", joint with Paul Ho and Thomas Lubik, forthcoming, JME

Choosing_Prior_Hyperparameters

Code for "Choosing Prior Hyperparameters" with Pooyan Amir-Ahmadi and Mu-Chun Wang, Journal of Business & Economic Statistics, forthcoming

misspecification

Code for "Dealing with misspecification in structural macroeconometric models" (with F. Canova, forthcoming QE)

Figuring_Out_The_Fed

Code for "Figuring out the Fed", JMCB (2015)

multiplier

replication material for “Understanding the Size of the Government Spending Multiplier: It’s All in the Sign”

Indeterminacy

Code for “Indeterminacy and Imperfect Information” with Thomas Lubik and Elmar Mertens, Review of Economic Dynamics, forthcoming

Learning_about_Regime_Change

code for "Learning about Regime Change" with Andrew Foerster

inflation_regimes

Code for ``Monetary Policy Across Inflation Regimes'' with V. Gargiulo and K. Petrova

composite_likelihood

Replication material for "A composite likelihood approach for dynamic structural models" with Fabio Canova, Economic Journal, forthcoming

Effects_of_Financial_Market_Disruptions

Code for "Are the Effects of Financial Market Disruptions Big or Small?" (with R. Barnichon and A.Ziegenbein, forthcoming in ReStat)