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 4 367
An Alternative Explanation of the Price Puzzle 0 0 0 234 1 6 6 752
An alternative explanation of the price puzzle 0 0 2 301 2 2 6 1,034
Constitutions and Central Bank Independence: An Objection to McCallum's Second Fallacy 0 0 0 121 0 2 2 369
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 3 542 3 4 9 1,322
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 3 5 5 178
Inflation Forecast Uncertainty 0 0 0 497 4 8 10 1,897
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 64 0 0 1 359
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 1 5 6 272
Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 44 4 5 5 370
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 0 5 7 328
Reconsidering the Role of Money for Output, Prices and Interest Rates 0 0 1 183 2 4 8 553
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 0 0 1 317 0 1 3 781
Stronger evidence of long-run neutrality: a comment on Bernanke and Mihov 0 0 0 154 2 2 2 598
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 50 4 8 12 233
Total Working Papers 0 0 8 2,913 27 59 86 9,413


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 1 134
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 1 4 6 411
An alternative explanation of the price puzzle 0 0 2 349 5 13 21 770
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 1 1 4 346
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 2 3 6 67
Evaluating New‐Keynesian Models of a Small Open Economy 0 0 0 208 0 1 2 516
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 15 16 17 143
Inflation forecast uncertainty 0 1 2 429 1 6 14 928
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 0 0 2 176
On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence 0 0 0 69 5 6 6 311
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 1 2 5 118 1 5 14 359
Reconsidering the role of money for output, prices and interest rates 0 0 0 144 1 3 5 360
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 0 2 5 167
Solution of macromodels with Hansen-Sargent robust policies: some extensions 0 0 3 141 0 4 11 329
Structural breaks, parameter uncertainty, and term structure puzzles 0 1 1 36 1 5 7 144
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 2 35 0 5 9 114
Total Journal Articles 1 4 15 2,021 33 74 130 5,275


Statistics updated 2026-01-09