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 4 5 10 374
An Alternative Explanation of the Price Puzzle 0 0 0 234 1 3 12 758
An alternative explanation of the price puzzle 0 0 1 301 0 1 4 1,035
Constitutions and Central Bank Independence: An Objection to McCallum's Second Fallacy 0 0 0 121 1 3 7 374
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 542 0 3 11 1,328
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 1 3 14 187
Inflation Forecast Uncertainty 0 0 0 497 2 6 19 1,906
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 2 3 11 277
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 64 2 3 5 363
Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 44 0 0 7 372
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 2 4 11 334
Reconsidering the Role of Money for Output, Prices and Interest Rates 0 0 0 183 0 0 10 557
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 0 0 0 317 4 4 18 798
Stronger evidence of long-run neutrality: a comment on Bernanke and Mihov 0 0 0 154 3 4 7 603
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 0 50 3 6 17 241
Total Working Papers 0 0 1 2,913 25 48 163 9,507


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 3 4 6 140
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 0 4 15 421
An alternative explanation of the price puzzle 0 0 3 350 3 6 30 782
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 1 3 9 352
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 1 7 12 75
Evaluating New‐Keynesian Models of a Small Open Economy 0 0 0 208 3 3 6 520
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 6 10 37 163
Inflation forecast uncertainty 0 0 1 429 1 2 13 934
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 1 4 11 185
On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence 0 0 0 69 2 3 10 315
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 1 6 119 1 14 38 388
Reconsidering the role of money for output, prices and interest rates 0 0 0 144 1 1 12 368
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 2 5 13 176
Solution of macromodels with Hansen-Sargent robust policies: some extensions 0 0 1 141 6 6 16 338
Structural breaks, parameter uncertainty, and term structure puzzles 0 0 1 36 1 10 19 156
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 35 3 4 16 123
Total Journal Articles 0 1 13 2,023 35 86 263 5,436


Statistics updated 2026-05-06