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]