Matthias O. Paustian

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

6

DOWNLOADS

365

SSRN CITATIONS
Rank 48,192

SSRN RANKINGS

Top 48,192

in Total Papers Citations

13

CROSSREF CITATIONS

1

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve'S Current Policy Toolkit

FEDS Working Paper No. 2019-3
Number of pages: 63 Posted: 07 Feb 2019 Last Revised: 21 Feb 2019
Hess T. Chung, Etienne Gagnon, Taisuke Nakata, Matthias O. Paustian, Bernd Schlusche, James Trevino, Diego Vilan and Wei Zheng
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 140 (327,610)
Citation 13

Abstract:

Loading...

2.

Do Sustainable Investment Strategies Hedge Climate Change Risks? Evidence from Germany's Carbon Tax

FEDS Working Paper No. 2022-73
Number of pages: 51 Posted: 14 Nov 2022
Marcelo Ochoa, Matthias O. Paustian and Laura Wilcox
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 91 (445,381)

Abstract:

Loading...

Climate risk, Portfolio choice, Stock returns, Carbon pricing, ESG

3.

Household Debt and the Heterogeneous Effects of Forward Guidance

International Finance Discussion Paper No. 1267
Number of pages: 38 Posted: 02 Dec 2019 Last Revised: 29 Apr 2020
Francesco Ferrante and Matthias O. Paustian
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 76 (496,067)

Abstract:

Loading...

4.

Expectations Formation, Sticky Prices, and the ZLB

Deutsche Bundesbank Discussion Paper No. 34/2019
Number of pages: 38 Posted: 11 Nov 2019
Betsy Bersson, Patrick Hürtgen and Matthias O. Paustian
Duke University, Deutsche Bundesbank and Board of Governors of the Federal Reserve System
Downloads 37 (686,040)
Citation 4

Abstract:

Loading...

expectations formation, optimal monetary policy, New Keynesian model, zero lower bound, forward guidance puzzle, reversal puzzle, fiscal multiplier

5.

Latent Variables Analysis in Structural Models: A New Decomposition of the Kalman Smoother

FEDS Working Paper No. 2020-100
Number of pages: 38 Posted: 07 Dec 2020
Hess T. Chung, Cristina Fuentes-Albero, Matthias O. Paustian and Damjan Pfajfar
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 21 (803,267)

Abstract:

Loading...

Kalman smoother, latent variables, Shock decomposition, Data decomposition, Double decomposition

6.

Optimal Monetary Policy in a DSGE Model with Attenuated Forward Guidance Effects

FEDS Notes No. 2018-10-19
Posted: 10 Oct 2018 Last Revised: 02 Oct 2020
Hess Chung, Taisuke Nakata and Matthias O. Paustian
Indiana University Bloomington - Department of Economics, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...