Warehouse / Authors

Christian Wolf

Associate Professor of Economics · Massachusetts Institute of Technology

Associate Professor of Economics (with tenure) at MIT since 2026. He works on macroeconomics and time-series methods, including heterogeneous-agent models, monetary and fiscal policy, and local projections versus VARs.

2 papers tracked 1 classics ⌁ Follow this author

Showing 2 papers

Online First Econometrica Online 1 May 2024

Double Robustness of Local Projections and Some Unpleasant VARithmetic

José Luis Montiel Olea · Mikkel Plagborg-Møller · Eric Qian · Christian Wolf

This paper provides formal theoretical results on the relative robustness of local projection (LP) and vector autoregression (VAR) confidence intervals for impulse response inference when the data …

Macroeconomics Monetary Policy Free Read ↗

Published Classic NBER Macroeconomics Annual Published Apr 2018

When inequality matters for macro and macro matters for inequality

SeHyoun Ahn · Greg Kaplan · Benjamin Moll · Thomas Winberry · Christian Wolf

This paper develops a continuous-time method for solving heterogeneous-agent models with aggregate shocks by linearizing around a nonlinearly computed stationary equilibrium (extending Reiter's …

Heterogeneous Agent Macro Business Cycles Free Read ↗