Research
[Hide Abstracts]
[Show Abstracts]
Work in Progress
Modeling Product-Level Inflation Dynamics Along Supply Chains
Mlikota, M., Zhang, X.
Sequential ABCs to Estimate Nonlinear DSGEs
Mlikota, M., Scheidegger, S., Schorfheide, F.
Origins and Nature of Parameter Instability in Vector Autoregressions
Amir-Ahmadi, P., Mlikota, M., Stevanović, D.
Working Papers
How Does a Dominant Currency Replace Another? Evidence from European Trade
Mehl, A., Mlikota, M., van Robays, I. (2023)
[WP Draft] [WP CEPR]
Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications
Mlikota, M. (2025)
[WP arXiv]
Publications
Sequential Monte Carlo with Model Tempering
Mlikota, M., Schorfheide, F. (2024)
Studies in Nonlinear Dynamics & Econometrics
[Link to Document] [WP arXiv] [WP CEPR] [Code]
SVARs with Occasionally-Binding Constraints
Aruoba, S.B., Mlikota, M., Schorfheide, F., Villalvazo, S. (2022)
Journal of Econometrics
[Link to Document] [WP NBER] [WP CEPR] [Code]