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 5 11 375
An Alternative Explanation of the Price Puzzle 0 0 0 234 1 3 14 760
An alternative explanation of the price puzzle 0 0 1 301 1 1 5 1,036
Constitutions and Central Bank Independence: An Objection to McCallum's Second Fallacy 0 0 0 121 2 3 9 376
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 542 2 3 14 1,331
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 0 1 14 187
Inflation Forecast Uncertainty 0 0 0 497 0 2 18 1,906
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 64 0 2 4 363
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 0 2 11 277
Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 44 1 2 9 374
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 2 4 13 336
Reconsidering the Role of Money for Output, Prices and Interest Rates 0 0 0 183 1 2 11 559
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 0 0 0 317 0 5 19 799
Stronger evidence of long-run neutrality: a comment on Bernanke and Mihov 0 0 0 154 0 3 7 603
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 0 50 1 5 19 243
Total Working Papers 0 0 1 2,913 11 43 178 9,525


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 3 6 140
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 1 1 16 422
An alternative explanation of the price puzzle 0 0 2 350 0 5 28 784
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 0 2 9 353
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 0 1 12 75
Evaluating New‐Keynesian Models of a Small Open Economy 0 0 0 208 0 4 7 521
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 6 36 163
Inflation forecast uncertainty 2 2 3 431 3 5 17 938
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 0 2 10 186
On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence 0 0 0 69 0 2 10 315
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 0 5 119 0 1 36 388
Reconsidering the role of money for output, prices and interest rates 0 0 0 144 2 4 15 371
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 1 3 13 177
Solution of macromodels with Hansen-Sargent robust policies: some extensions 0 0 0 141 0 6 14 338
Structural breaks, parameter uncertainty, and term structure puzzles 0 0 1 36 1 2 20 157
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 35 0 3 16 123
Total Journal Articles 2 2 12 2,025 8 50 265 5,451


Statistics updated 2026-07-10