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 0 11 375
An Alternative Explanation of the Price Puzzle 0 0 0 234 1 2 15 761
An alternative explanation of the price puzzle 0 0 0 301 0 1 4 1,036
Constitutions and Central Bank Independence: An Objection to McCallum's Second Fallacy 0 0 0 121 1 4 11 378
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 542 2 4 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 64 1 1 5 364
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 44 0 2 10 375
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 2 5 16 339
Reconsidering the Role of Money for Output, Prices and Interest Rates 0 0 0 183 0 2 12 560
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 0 0 7 603
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 0 50 1 5 22 247
Total Working Papers 0 0 0 2,913 8 26 188 9,540


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 1 15 422
An alternative explanation of the price puzzle 0 0 1 350 0 2 29 786
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 1 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 2 3 431 2 6 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 0 0 5 119 1 4 40 392
Reconsidering the role of money for output, prices and interest rates 0 0 0 144 0 3 15 372
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 0 1 12 177
Solution of macromodels with Hansen-Sargent robust policies: some extensions 0 0 0 141 1 1 14 339
Structural breaks, parameter uncertainty, and term structure puzzles 0 0 1 36 0 1 18 157
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 35 0 0 15 123
Total Journal Articles 0 2 11 2,025 5 22 267 5,465


Statistics updated 2026-09-10