Kai Philipp Christoffel

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

16

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23

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403

Scholarly Papers (16)

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1.

The Role of Real Wage Rigidity and Labor Market Frictions for Unemployment and Inflation Dynamics

Downloads 631 ( 42,196)
Citation 25

The Role of Real Wage Rigidity and Labor Market Frictions for Unemployment and Inflation Dynamics

ECB Working Paper No. 556, IZA Discussion Paper No. 1896
Number of pages: 39 Posted: 05 Dec 2005
Kai Philipp Christoffel and Tobias Linzert
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 619 (42,655)

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Monetary Policy, Matching Models, Labor Market Search, Inflation Persistence, Real Wage Rigidity

The Role of Real Wage Rigidity and Labor Market Frictions for Unemployment and Inflation Dynamics

Bundesbank Series 1 Discussion Paper No. 2006,11
Number of pages: 56 Posted: 08 Jun 2016
Kai Philipp Christoffel and Tobias Linzert
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 12 (607,361)

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Monetary Policy, Matching Models, Labor Market Search, Inflation Persistence, Real Wage Rigidity

2.

The New Area-Wide Model of the Euro Area: A Micro-Founded Open-Economy Model for Forecasting and Policy Analysis

ECB Working Paper No. 944
Number of pages: 124 Posted: 19 Oct 2008
Kai Philipp Christoffel, Günter Coenen and Anders Warne
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 403 (74,060)
Citation 6

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DSGE modelling, open-economy macroeconomics, Bayesian inference, forecasting, policy analysis, euro area

3.

Forecasting with DSGE Models

ECB Working Paper No. 1185
Number of pages: 54 Posted: 06 May 2010
Kai Philipp Christoffel, Günter Coenen and Anders Warne
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 213 (146,584)

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Bayesian Inference, DSGE Models, Euro Area, Forecasting, Open-Economy Macroeconomics, Vector Autoregression

4.

Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model

Downloads 181 (170,433)
Citation 17

Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model

ECB Working Paper No. 635, CFS Working Paper No. 2007/07
Number of pages: 63 Posted: 09 Jun 2006
Kai Philipp Christoffel, Keith Kuester and Tobias Linzert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and European Central Bank (ECB)
Downloads 135 (218,738)
Citation 2

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Labor market, wage rigidity, bargaining, Bayesian estimation

Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model

Bundesbank Series 1 Discussion Paper No. 2006,17
Number of pages: 76 Posted: 08 Jun 2016
Kai Philipp Christoffel, Keith Kuester and Tobias Linzert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and European Central Bank (ECB)
Downloads 46 (419,304)
Citation 1

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Labor market, wage rigidity, bargaining, Bayesian estimation

5.

The Impact of Labor Markets on the Transmission of Monetary Policy in an Estimated DSGE Model

IZA Discussion Paper No. 1902
Number of pages: 60 Posted: 20 Jan 2006
Kai Philipp Christoffel, Keith Kuester and Tobias Linzert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and European Central Bank (ECB)
Downloads 97 (276,914)

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labor market, wage rigidity, bargaining, Bayesian estimation

6.

Inflation Dynamics with Labour Market Matching: Assessing Alternative Specifications

Downloads 78 (317,146)
Citation 53

Inflation Dynamics with Labour Market Matching: Assessing Alternative Specifications

National Bank of Belgium Working Paper No. 164
Number of pages: 57 Posted: 29 Sep 2010
Kai Philipp Christoffel, James S. Costain, Gregory de Walque, Keith Kuester, Tobias Linzert, Stephen Millard and Olivier Pierrard
European Central Bank (ECB), Banco de España - Research Department, Facultés Universitaires Notre-Dame de la Paix (FUNDP) - Faculty of Economics, Management and Social Sciences, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, European Central Bank (ECB), Bank of England and Banque Centrale du Luxembourg
Downloads 42 (435,324)
Citation 62

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Inflation Dynamics, Labour Market, Business Cycle, Real Rigidities

Inflation Dynamics with Labour Market Matching: Assessing Alternative Specifications

FRB of Philadelphia Working Paper No. 09-6, Bank of England Working Paper No. 375
Number of pages: 53 Posted: 25 Mar 2009
Kai Philipp Christoffel, James S. Costain, Gregory de Walque, Keith Kuester, Tobias Linzert, Stephen Millard and Olivier Pierrard
European Central Bank (ECB), Banco de España - Research Department, affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, European Central Bank (ECB), Bank of England and Banque Centrale du Luxembourg
Downloads 36 (461,619)
Citation 60

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inflation dynamics, labour market, business cycle, real rigidities

Inflation Dynamics with Labour Market Matching: Assessing Alternative Specifications

ECB Working Paper No. 1053
Posted: 04 Mar 2010
Kai Philipp Christoffel, James S. Costain, Gregory de Walque, Keith Kuester, Tobias Linzert, Stephen Millard and Olivier Pierrard
European Central Bank (ECB), Banco de España - Research Department, Facultés Universitaires Notre-Dame de la Paix (FUNDP) - Faculty of Economics, Management and Social Sciences, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, European Central Bank (ECB), Bank of England and Banque Centrale du Luxembourg

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Inflation Dynamics, Labour Market, Business Cycle, Real Rigidities

7.

Government Bond Risk Premia and the Cyclicality of Fiscal Policy

ECB Working Paper No. 1411
Number of pages: 59 Posted: 21 Dec 2011
Kai Philipp Christoffel, Ivan Jaccard and Juha Kilponen
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and Bank of Finland - Research
Downloads 77 (319,505)

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DSGE models, fiscal policy, bond risk premium, monetary policy

8.

The Elasticity of the Unemployment Rate with Respect to Benefits

FRB of Philadelphia Working Paper No. 08-15
Number of pages: 11 Posted: 06 Sep 2008
Kai Philipp Christoffel and Keith Kuester
European Central Bank (ECB) and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 68 (342,405)
Citation 1

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Real business cycles, bargaining, structural reforms, unemployment insurance

9.

The Role of Labor Markets for Euro Area Monetary Policy

Downloads 55 (380,970)
Citation 42

The Role of Labor Markets for Euro Area Monetary Policy

ECB Working Paper No. 1035
Number of pages: 67 Posted: 25 Mar 2009
Kai Philipp Christoffel, Keith Kuester and Tobias Linzert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and European Central Bank (ECB)
Downloads 33 (475,788)
Citation 2

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Labor Market, wage rigidity, bargaining, Bayesian estimation

The Role of Labor Markets for Euro Area Monetary Policy

FRB of Philadelphia Working Paper No. 09-01
Number of pages: 58 Posted: 05 Feb 2009
Kai Philipp Christoffel, Keith Kuester and Tobias Linzert
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of Philadelphia and European Central Bank (ECB)
Downloads 22 (539,770)
Citation 8

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Labor Market, wage rigidity, bargaining, Bayesian estimation

10.

Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models with Applications to DSGE, DSGE-VAR, and VAR Models

CFS Working Paper, No. 478
Number of pages: 27 Posted: 10 Oct 2014
Anders Warne, Günter Coenen and Kai Philipp Christoffel
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 53 (387,428)
Citation 6

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Bayesian inference, density forecasting, Kalman filter, missing data, Monte Carlo integration, predictive likelihood

11.

Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models

ECB Working Paper No. 1536
Number of pages: 59 Posted: 11 May 2013
Anders Warne, Günter Coenen and Kai Philipp Christoffel
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 51 (394,142)

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Bayesian inference, forecasting, Kalman filter, missing data, Monte Carlo integration

12.

Wage, Inflation and Employment Dynamics with Labour Market Matching

Banco de Espana Working Paper No. 0918
Number of pages: 47 Posted: 26 Aug 2009
Kai Philipp Christoffel, James S. Costain, Gregory de Walque, Keith Kuester, Tobias Linzert, Stephen Millard and Olivier Pierrard
European Central Bank (ECB), Banco de España - Research Department, Facultés Universitaires Notre-Dame de la Paix (FUNDP) - Faculty of Economics, Management and Social Sciences, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, European Central Bank (ECB), Bank of England and Banque Centrale du Luxembourg
Downloads 49 (401,002)
Citation 40

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inflation dynamics, labour market, business cycle, real rigidities

13.

Interest Rates, Money, and Banks in an Estimated Euro Area Model

ECB Working Paper No. 1791
Number of pages: 43 Posted: 23 Jun 2015
Kai Philipp Christoffel and Andreas Schabert
European Central Bank (ECB) and University of Cologne - Department of Economics
Downloads 28 (488,829)

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Bayesian estimation; central bank money supply; costly banking; financial shocks

14.

Welfare and Bond Pricing Implications of Fiscal Stabilization Policies

Bank of Finland Research Discussion Paper No. 32/2013
Number of pages: 50 Posted: 20 Dec 2013
Kai Philipp Christoffel, Ivan Jaccard and Juha Kilponen
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and Bank of Finland - Research
Downloads 23 (516,477)
Citation 2

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New Keynesian models, fiscal policy, bond risk premium, monetary policy

15.

Resuscitating the Wage Channel in Models with Unemployment Fluctuations

ECB Working Paper No. 923
Number of pages: 49 Posted: 26 Aug 2008
Kai Philipp Christoffel and Keith Kuester
European Central Bank (ECB) and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 23 (516,477)

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Bargaining, Unemployment, Business Cycle, Real Rigidities

16.

Introducing ECB-Base: The Blueprint of the New ECB Semi-Structural Model for the Euro Area

ECB Working Paper No. 2315
Number of pages: 123 Posted: 16 Sep 2019
Elena Angelini, Nikola Bokan, Kai Philipp Christoffel, Matteo Ciccarelli and Srecko Zimic
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 18 (546,313)

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euro area, forecasting, monetary policy, Semi-structural model, simulations