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 0 0 90 0 0 14 333
Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area 0 0 0 176 3 5 12 889
Bayes Estimators of the Cointegration Space 0 0 1 118 0 1 11 453
Bayesian Approaches to Cointegration 0 0 1 281 0 0 17 649
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 0 2 7 1,666 0 5 55 3,150
Bayesian Inference in Structural Second-Price common Value Auctions 0 0 1 24 0 0 12 99
Bayesian Inference of General Linear Restrictions on the Cointegration Space 0 0 0 88 0 0 13 337
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates 0 0 0 19 0 1 13 67
Bayesian Prediction with a Cointegrated Vector Autoregression 0 0 0 253 0 0 9 651
Bayesian approaches to cointegratrion 0 1 3 36 0 1 18 118
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 0 30 0 1 9 60
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 1 36 0 1 23 82
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data 0 0 1 35 0 2 12 102
Evaluating An Estimated New Keynesian Small Open Economy Model 1 1 1 460 1 1 8 995
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 1 1,290 0 3 30 2,315
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 1 51 1 2 10 136
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 0 0 14 187
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 164 0 0 8 399
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 418 0 0 20 1,050
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 0 0 21 50
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 0 0 1 210 0 0 17 444
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 1 5 94
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 1 431 0 0 20 1,195
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 0 0 2 282 0 1 20 605
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 0 100 0 0 12 350
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 1 3 14 337
Panel Regression with Unobserved Classes 0 0 2 206 0 0 9 997
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 0 1 11 92
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 0 2 19 127
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 0 2 6 80
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 0 50 3 5 22 246
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 0 0 2 262 0 1 14 1,567
Total Working Papers 1 4 26 7,095 9 39 498 18,256

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 0 27 1 1 9 113
A distance measure between cointegration spaces 0 0 2 35 0 1 16 127
An estimated New Keynesian small open economy model 0 0 0 97 0 0 12 210
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model 0 0 0 40 3 4 16 195
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 0 0 2 67 1 3 11 178
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 114 2 2 15 308
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 7 0 1 7 76
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 4 0 0 6 30
Bayesian assessment of dimensionality in reduced rank regression 0 0 0 6 0 0 10 37
Bayesian estimation of an open economy DSGE model with incomplete pass-through 1 6 24 1,611 3 15 96 3,524
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates 0 0 0 4 0 2 21 38
Bayesian point estimation of the cointegration space 0 0 2 47 1 2 15 168
Bayesian prediction with cointegrated vector autoregressions 0 0 0 49 0 0 16 171
DOLDA: a regularized supervised topic model for high-dimensional multi-class regression 0 0 0 1 0 0 12 29
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 0 0 0 178 0 2 11 364
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 0 1 13 47
Evaluating an estimated new Keynesian small open economy model 0 0 8 747 0 4 96 1,510
Forecasting Performance of an Open Economy DSGE Model 0 0 5 230 1 2 25 522
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 0 36 163
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes 0 0 0 1 1 1 11 18
Generalized smooth finite mixtures 0 0 0 25 0 2 12 148
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 1 221 3 4 26 671
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 0 1 12 177
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes 0 0 1 1 0 0 17 20
Speeding Up MCMC by Efficient Data Subsampling 0 0 0 0 1 1 12 23
Steady-state priors for vector autoregressions 1 4 13 538 2 8 50 1,128
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 0 2 6 61
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 35 0 0 16 123
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 0 0 2 212 0 0 14 700
Total Journal Articles 2 10 61 4,372 19 59 619 10,879

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling Local Predictive Ability Using Power-Transformed Gaussian Processes 0 0 0 0 0 0 0 0
Spectral Domain Likelihoods for Bayesian Inference in Time-Varying Parameter Models 0 0 0 0 0 1 7 7
Total Chapters 0 0 0 0 0 1 7 7

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Statistics updated 2026-08-07