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 3 364
An Alternative Explanation of the Price Puzzle 0 0 0 234 0 0 1 746
An alternative explanation of the price puzzle 0 1 1 300 0 2 5 1,031
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 1 3 4 542 1 3 5 1,317
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 0 0 1 173
Inflation Forecast Uncertainty 0 0 0 497 0 0 1 1,887
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 25 0 0 0 266
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel 0 0 0 64 0 0 0 358
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 1 2 323
Reconsidering the Role of Money for Output, Prices and Interest Rates 0 1 2 183 0 1 3 547
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions 0 1 1 317 0 2 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 1 1 2 50 2 3 4 224
Total Working Papers 2 7 10 2,912 3 12 27 9,344

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 1 2 134
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 0 1 3 406
An alternative explanation of the price puzzle 0 0 2 347 1 3 9 752
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 1 144 0 1 4 343
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 1 12 0 0 3 63
Evaluating New‐Keynesian Models of a Small Open Economy 0 0 0 208 0 0 1 514
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 0 11 126
Inflation forecast uncertainty 0 1 4 428 2 7 18 921
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle 0 0 0 59 0 0 1 174
On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence 0 0 0 69 0 0 1 305
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 0 5 113 1 2 14 350
Reconsidering the role of money for output, prices and interest rates 0 0 1 144 0 1 6 356
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 1 40 0 0 5 163
Solution of macromodels with Hansen-Sargent robust policies: some extensions 1 2 3 140 2 4 5 322
Structural breaks, parameter uncertainty, and term structure puzzles 0 0 0 35 0 0 1 137
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 1 1 2 34 1 2 3 107
Total Journal Articles 2 4 20 2,010 7 22 87 5,173

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Statistics updated 2025-05-12