Access Statistics for Mattias Villani

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Modelling Graphical Vector Autoregressions 0 1 4 72 1 3 19 238
Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area 1 10 30 128 9 31 108 620
Bayes Estimators of the Cointegration Space 0 0 6 98 2 5 23 351
Bayesian Approaches to Cointegration 1 7 21 164 2 11 38 266
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 9 45 159 683 25 77 288 1,236
Bayesian Inference of General Linear Restrictions on the Cointegration Space 0 2 11 69 0 9 41 221
Bayesian Prediction with a Cointegrated Vector Autoregression 2 6 24 219 5 14 51 546
Bayesian approaches to cointegratrion 0 2 3 3 1 3 8 8
Evaluating An Estimated New Keynesian Small Open Economy Model 16 53 164 408 25 69 227 644
Evaluating An Estimated New Keynesian Small Open Economy Model 4 18 72 199 12 29 142 385
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 5 8 33 225 14 24 85 530
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 3 14 85 1 8 26 208
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 0 4 25 131 3 9 54 263
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 8 13 55 292 14 29 116 576
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 1 8 31 238 4 12 59 456
Monetary policy analysis in a small open economy using bayesian cointegrated structural VARs? 1 1 9 57 2 5 17 116
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 4 7 27 85 10 21 78 153
Panel Regression with Unobserved Classes 0 0 2 188 0 2 12 917
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 5 10 33 165 23 46 227 943
Total Working Papers 57 198 723 3,509 153 407 1,619 8,677


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Modelling Graphical Vector Autoregressions 0 0 2 16 0 0 4 56
A distance measure between cointegration spaces 0 0 1 21 1 1 7 70
An estimated New Keynesian small open economy model 4 10 21 23 6 15 33 46
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open-Economy Model 1 5 13 27 3 7 30 116
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 0 0 6 11 0 3 17 32
Bayesian Analysis of DSGE Models - Some Comments 0 2 18 56 0 5 38 117
Bayesian assessment of dimensionality in reduced rank regression 0 0 0 2 1 1 2 12
Bayesian estimation of an open economy DSGE model with incomplete pass-through 9 25 96 252 12 35 161 481
Bayesian point estimation of the cointegration space 1 2 2 14 2 3 8 57
Bayesian prediction with cointegrated vector autoregressions 0 0 3 31 0 0 8 98
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 1 13 46 76 2 15 66 114
Evaluating an estimated new Keynesian small open economy model 9 18 62 70 14 24 104 116
Forecasting Performance of an Open Economy DSGE Model 2 4 19 54 3 7 35 98
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 3 5 21 44 4 7 54 125
Steady-state priors for vector autoregressions 5 8 22 22 7 15 33 33
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 2 8 31 79 2 12 47 170
Total Journal Articles 37 100 363 798 57 150 647 1,741


Statistics updated 2009-11-04