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 1 11 376
An Alternative Explanation of the Price Puzzle 0 0 0 234 0 1 15 761
An alternative explanation of the price puzzle 0 0 0 301 0 0 4 1,036
Constitutions and Central Bank Independence: An Objection to McCallum's Second Fallacy 0 0 0 121 0 2 11 378
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 542 0 2 15 1,333
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 0 0 14 187
Inflation Forecast Uncertainty 0 0 0 497 0 0 17 1,906
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 0 0 10 277
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 64 1 2 6 365
Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 44 0 1 10 375
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 0 3 16 339
Reconsidering the Role of Money for Output, Prices and Interest Rates 0 0 0 183 1 2 12 561
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 0 0 0 317 0 0 19 799
Stronger evidence of long-run neutrality: a comment on Bernanke and Mihov 0 0 0 154 1 1 8 604
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 0 50 0 4 22 247
Total Working Papers 0 0 0 2,913 4 19 190 9,544


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 0 0 15 422
An alternative explanation of the price puzzle 0 0 1 350 2 4 31 788
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 0 1 9 354
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 0 1 12 76
Evaluating New‐Keynesian Models of a Small Open Economy 0 0 0 208 0 0 6 521
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 0 36 163
Inflation forecast uncertainty 0 0 3 431 0 3 19 941
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 0 1 11 187
On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence 0 0 0 69 0 0 10 315
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 1 1 4 120 1 5 39 393
Reconsidering the role of money for output, prices and interest rates 0 0 0 144 1 2 16 373
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 2 2 14 179
Solution of macromodels with Hansen-Sargent robust policies: some extensions 0 0 0 141 0 1 14 339
Structural breaks, parameter uncertainty, and term structure puzzles 0 0 1 36 0 0 18 157
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 0 35 0 0 14 123
Total Journal Articles 1 1 9 2,026 6 20 270 5,471


Statistics updated 2026-10-11