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 3 364
An Alternative Explanation of the Price Puzzle 0 0 1 234 0 0 2 746
An alternative explanation of the price puzzle 1 1 1 300 2 3 6 1,031
Constitutions and Central Bank Independence: An Objection to McCallum's Second Fallacy 0 0 0 121 0 0 0 367
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 1 1 2 540 1 2 3 1,315
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 0 0 1 173
Inflation Forecast Uncertainty 0 0 0 497 0 1 1 1,887
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 64 0 0 1 358
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 0 0 0 266
Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 44 0 0 1 365
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 0 1 1 322
Reconsidering the Role of Money for Output, Prices and Interest Rates 1 1 2 183 1 2 3 547
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 1 1 1 317 2 2 2 780
Stronger evidence of long-run neutrality: a comment on Bernanke and Mihov 0 0 0 154 0 0 0 596
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 49 1 1 3 222
Total Working Papers 4 4 8 2,909 7 15 27 9,339

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 1 1 2 134
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 1 1 3 406
An alternative explanation of the price puzzle 0 0 5 347 1 1 15 750
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 2 144 0 0 4 342
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 1 12 0 2 3 63
Evaluating New‐Keynesian Models of a Small Open Economy 0 0 0 208 0 1 1 514
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 1 13 126
Inflation forecast uncertainty 1 1 7 428 4 6 19 918
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 0 0 1 174
On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence 0 0 0 69 0 0 1 305
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 3 7 113 1 7 18 349
Reconsidering the role of money for output, prices and interest rates 0 0 1 144 1 1 7 356
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 1 40 0 1 6 163
Solution of macromodels with Hansen-Sargent robust policies: some extensions 1 1 3 139 2 2 4 320
Structural breaks, parameter uncertainty, and term structure puzzles 0 0 0 35 0 0 1 137
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 2 33 1 1 4 106
Total Journal Articles 2 5 29 2,008 12 25 102 5,163

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail logec@oru.se

Statistics updated 2025-03-03