Research
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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.
Working Papers
Origins and Nature of Parameter Instability in Vector Autoregressions
Amir-Ahmadi, P., Mlikota, M., Stevanović, D. (2025)
[WP arXiv]
Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications
Mlikota, M. (2025)
[WP arXiv]
How Does a Dominant Currency Replace Another? Evidence from European Trade
Mehl, A., Mlikota, M., van Robays, I. (2023)
[WP Draft] [WP CEPR]
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]