Research
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Work in Progress
Modeling Product-Level Inflation Dynamics Along Supply Chains
Mlikota, M., Zhang, X.
Origins and Nature of Parameter Instability in Vector Autoregressions
Amir-Ahmadi, P., Mlikota, M., Stevanović, D.
Sequential ABCs to Estimate Nonlinear DSGEs
Mlikota, M., Scheidegger, S., Schorfheide, F.
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]