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 1 2 12 377
An Alternative Explanation of the Price Puzzle 0 0 0 234 0 1 12 761
An alternative explanation of the price puzzle 0 0 0 301 1 1 5 1,037
Constitutions and Central Bank Independence: An Objection to McCallum's Second Fallacy 0 0 0 121 0 1 11 378
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 542 3 5 17 1,336
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 2 2 14 189
Inflation Forecast Uncertainty 0 0 0 497 3 3 18 1,909
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 64 2 4 8 367
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 2 2 9 279
Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 44 1 1 11 376
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 2 4 16 341
Reconsidering the Role of Money for Output, Prices and Interest Rates 0 0 0 183 3 4 14 564
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 0 0 0 317 1 1 19 800
Stronger evidence of long-run neutrality: a comment on Bernanke and Mihov 0 0 0 154 3 4 11 607
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 0 50 4 5 24 251
Total Working Papers 0 0 0 2,913 28 40 201 9,572


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 0 6 140
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 4 4 18 426
An alternative explanation of the price puzzle 0 0 1 350 2 4 28 790
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 2 2 11 356
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 1 2 12 77
Evaluating New‐Keynesian Models of a Small Open Economy 0 0 0 208 2 2 8 523
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 4 4 39 167
Inflation forecast uncertainty 0 0 2 431 3 5 20 944
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 1 1 12 188
On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence 0 0 0 69 1 1 11 316
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 1 3 120 1 3 39 394
Reconsidering the role of money for output, prices and interest rates 0 0 0 144 1 2 16 374
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 3 5 17 182
Solution of macromodels with Hansen-Sargent robust policies: some extensions 0 0 0 141 2 3 16 341
Structural breaks, parameter uncertainty, and term structure puzzles 0 0 1 36 0 0 17 157
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 0 35 3 3 14 126
Total Journal Articles 0 1 7 2,026 30 41 284 5,501


Statistics updated 2026-11-12