Mu-Chun Wang

Research Interests

  • Empirical Macroeconomics
  • Bayesian Econometrics
  • Economic Inequality

Refereed Publications

  • Amir-Ahmadi, P., C. Matthes and M.-C. Wang, Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models, Journal of Business and Economic Statistics, forthcoming
  • Amir-Ahmadi, P., C. Matthes and M.-C. Wang (2017), Measurement Errors and Monetary Policy: Then and Now, Journal of Economic Dynamics and Control, Vol. 79(C), pp. 66-78.
  • Amir-Ahmadi, P., C. Matthes and M.-C. Wang (2016), Drifts and Volatilities under Measurement Error: Assessing Monetary Policy Shocks over the Last Century, Quantitative Economics, Vol. 7(2), pp. 591-611.
  • Demetrescu, M. and M.-C. Wang (2014), Incorporating Asymmetric Preferences into Fan Charts and Path Forecasts, Oxford Bulletin of Economics and Statistics, Vol. 76(2), pp. 287-297.
  • Matthes, C. and M.-C. Wang (2012), What Drives Inflation in New Keynesian Models?, Economics Letters, Vol. 114(3), pp. 338-342. 
  • Wang, M.-C. (2009), Comparing the DSGE Model with the Factor Model: An Out-of-Sample Forecasting Experiment, Journal of Forecasting, Vol. 28(2), pp 167-182.