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
Parameter Identification in Autoregressions under Discrete Sampling or Temporal Aggregation
Mlikota, M. (2026)
[WP arXiv]
Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications
Mlikota, M. (2026)
[WP arXiv]
Origins and Nature of Macroeconomic Instability in Vector Autoregressions
Amir-Ahmadi, P., Mlikota, M., Stevanović, D. (2025)
[WP arXiv]
How Does a Dominant Currency Replace Another? Evidence from European Trade
Mehl, A., Mlikota, M., Ritto, J., van Robays, I. (2023)
[WP CEPR (major revision ongoing)]
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]