Research

Michael Binder, Mátyás Farkas, John B. Taylor, Volker Wieland, Maik Wolters (2022). Forecasting the Great Recession in the United States:First Results from a Model Comparison Exercise. Preliminary - Do not cite.

Mátyás Farkas (2022). Endogenous Belief Switching. Working paper - Updated Draft.

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Work stream on climate change (2021). Climate change and monetary policy in the euro area. ECB Occasional Paper Series No 271.

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Miguel Ampudia, Marco Lo Duca, Mátyás Farkas, Gabriel Pérez-Quiós, Mara Pirovano, Gerhard Rünstler, Eugen Tereanu (2021). On the effectiveness of macroprudential policy. ECB Working Paper No 2559.

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Mátyás Farkas, Bálint Tatár (2020). Bayesian Estimation of DSGE Models with Hamiltonian Monte Carlo. IMFS WORKING PAPER SERIES NO. 144, R&R in Journal of Applied Econometrics.

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Mátyás Farkas (2020). Quantitative Easing and Risk Taking at the Zero Lower Bound. Working paper - Final draft.

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