Access Statistics for Paolo Giordani

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
Adaptive hybrid Metropolis-Hastings samplers for DSGE models 0 0 0 178 0 3 5 369
An Alternative Explanation of the Price Puzzle 0 0 0 234 1 5 10 756
An alternative explanation of the price puzzle 0 0 1 301 0 2 3 1,034
Constitutions and Central Bank Independence: An Objection to McCallum's Second Fallacy 0 0 0 121 2 4 6 373
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 2 542 1 7 11 1,326
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 1 10 12 185
Inflation Forecast Uncertainty 0 0 0 497 3 10 16 1,903
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 64 1 2 3 361
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 0 3 8 274
Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 44 0 6 7 372
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 1 3 9 331
Reconsidering the Role of Money for Output, Prices and Interest Rates 0 0 0 183 0 6 10 557
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 0 0 0 317 0 13 14 794
Stronger evidence of long-run neutrality: a comment on Bernanke and Mihov 0 0 0 154 1 4 4 600
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 50 1 7 14 236
Total Working Papers 0 0 4 2,913 12 85 132 9,471


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cautionary note on outlier robust estimation of threshold models 0 0 0 42 0 2 2 136
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 3 10 14 420
An alternative explanation of the price puzzle 0 1 3 350 2 13 28 778
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 0 4 7 349
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 4 7 9 72
Evaluating New‐Keynesian Models of a Small Open Economy 0 0 0 208 0 1 3 517
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 4 29 31 157
Inflation forecast uncertainty 0 0 1 429 0 5 14 932
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 2 7 9 183
On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence 0 0 0 69 0 6 7 312
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 1 5 118 5 21 30 379
Reconsidering the role of money for output, prices and interest rates 0 0 0 144 0 8 11 367
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 1 5 9 172
Solution of macromodels with Hansen-Sargent robust policies: some extensions 0 0 2 141 0 3 12 332
Structural breaks, parameter uncertainty, and term structure puzzles 0 0 1 36 6 9 15 152
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 2 35 0 5 13 119
Total Journal Articles 0 2 14 2,022 27 135 214 5,377


Statistics updated 2026-03-04