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 4 365
An Alternative Explanation of the Price Puzzle 0 0 0 234 0 0 0 746
An alternative explanation of the price puzzle 0 1 2 301 0 1 5 1,032
Constitutions and Central Bank Independence: An Objection to McCallum's Second Fallacy 0 0 0 121 0 0 0 367
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 4 542 0 1 6 1,318
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 0 0 0 173
Inflation Forecast Uncertainty 0 0 0 497 0 1 3 1,889
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 0 1 1 267
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 44 0 0 0 365
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 0 0 2 323
Reconsidering the Role of Money for Output, Prices and Interest Rates 0 0 2 183 1 1 5 549
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 0 0 1 317 0 0 2 780
Stronger evidence of long-run neutrality: a comment on Bernanke and Mihov 0 0 0 154 0 0 0 596
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 50 0 1 4 225
Total Working Papers 0 1 10 2,913 2 7 33 9,354

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 2 134
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 0 1 2 407
An alternative explanation of the price puzzle 0 1 3 349 0 1 9 757
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 0 1 5 345
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 0 1 3 64
Evaluating New‐Keynesian Models of a Small Open Economy 0 0 0 208 0 1 2 515
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 0 5 127
Inflation forecast uncertainty 0 0 2 428 0 1 14 922
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 0 0 3 176
On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence 0 0 0 69 0 0 0 305
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 2 2 7 116 2 2 14 354
Reconsidering the role of money for output, prices and interest rates 0 0 1 144 0 1 4 357
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 0 1 6 165
Solution of macromodels with Hansen-Sargent robust policies: some extensions 0 0 3 141 0 1 7 325
Structural breaks, parameter uncertainty, and term structure puzzles 0 0 0 35 0 2 3 139
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 1 1 2 35 1 2 4 109
Total Journal Articles 3 4 18 2,017 3 15 83 5,201

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Statistics updated 2025-10-06