Access Statistics for Mattias Villani

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
A Bayesian Approach to Modelling Graphical Vector Autoregressions 0 0 0 85 0 1 5 302
Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area 0 0 1 169 3 4 8 851
Bayes Estimators of the Cointegration Space 0 0 0 117 1 4 7 438
Bayesian Approaches to Cointegration 0 0 2 267 3 6 17 556
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 4 8 24 1,536 10 20 75 2,734
Bayesian Inference in Structural Second-Price common Value Auctions 0 0 1 21 0 1 6 74
Bayesian Inference of General Linear Restrictions on the Cointegration Space 0 0 0 88 1 1 2 314
Bayesian Prediction with a Cointegrated Vector Autoregression 0 0 0 248 1 1 1 622
Bayesian approaches to cointegratrion 0 0 1 29 0 2 6 89
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 0 26 2 2 5 26
Block-Wise Pseudo-Marginal Metropolis-Hastings 1 2 4 34 2 6 11 29
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data 0 0 3 30 3 8 22 65
Evaluating An Estimated New Keynesian Small Open Economy Model 1 3 16 1,216 4 16 50 2,098
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 14 438 1 1 23 912
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 2 49 0 1 5 121
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 2 83 1 4 9 162
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 2 8 403 2 8 28 988
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 2 162 2 3 14 367
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 0 1 4 196 1 4 17 402
Modeling Conditional Densities Using Finite Smooth Mixtures 1 1 2 30 3 4 6 80
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 1 2 421 3 8 21 1,106
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 0 0 4 276 1 3 13 572
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 2 95 4 10 18 267
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 1 119 0 1 6 305
Panel Regression with Unobserved Classes 0 0 0 198 0 2 4 965
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 13 6 9 11 57
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 1 3 21 1 3 13 79
Speeding up MCMC by Efficient Data Subsampling 0 0 1 27 1 3 13 51
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 2 5 45 2 10 20 192
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 0 1 2 249 1 3 8 1,514
Total Working Papers 7 22 106 6,691 59 149 444 16,338


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Modelling Graphical Vector Autoregressions 0 0 1 26 6 8 10 101
A distance measure between cointegration spaces 0 0 1 30 0 1 3 99
An estimated New Keynesian small open economy model 0 1 5 89 2 4 11 172
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open-Economy Model 0 0 0 39 1 2 7 172
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 0 0 0 51 0 0 4 140
Bayesian Analysis of DSGE Models—Some Comments 0 1 1 111 0 1 2 274
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 7 1 2 6 56
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 2 0 1 3 13
Bayesian assessment of dimensionality in reduced rank regression 0 0 1 5 0 0 1 23
Bayesian estimation of an open economy DSGE model with incomplete pass-through 11 24 70 1,379 22 52 184 2,835
Bayesian point estimation of the cointegration space 0 0 2 39 4 4 9 131
Bayesian prediction with cointegrated vector autoregressions 0 0 1 45 0 0 3 135
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 0 1 4 166 0 3 12 313
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 0 0 1 25
Evaluating an estimated new Keynesian small open economy model 2 7 29 617 2 10 63 1,100
Forecasting Performance of an Open Economy DSGE Model 0 4 6 189 2 8 22 399
Forecasting macroeconomic time series with locally adaptive signal extraction 0 1 1 23 0 3 5 96
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes 0 0 1 1 1 2 4 4
Generalized smooth finite mixtures 0 1 1 20 1 3 4 94
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 1 3 13 192 6 14 41 510
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 2 36 2 2 7 142
Steady-state priors for vector autoregressions 1 1 17 443 1 9 42 893
Subsampling MCMC - an Introduction for the Survey Statistician 1 1 1 1 3 9 16 16
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 2 3 20 1 9 19 54
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 0 1 4 194 2 3 15 638
Total Journal Articles 16 48 164 3,727 57 150 494 8,435


Statistics updated 2020-02-04