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 1 1 4 307
Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area 0 1 1 170 1 5 9 860
Bayes Estimators of the Cointegration Space 0 0 0 117 0 1 2 440
Bayesian Approaches to Cointegration 0 0 5 273 2 5 49 607
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 2 5 33 1,578 8 26 109 2,862
Bayesian Inference in Structural Second-Price common Value Auctions 0 0 0 21 0 0 3 78
Bayesian Inference of General Linear Restrictions on the Cointegration Space 0 0 0 88 0 0 2 316
Bayesian Prediction with a Cointegrated Vector Autoregression 0 0 2 250 1 1 5 627
Bayesian approaches to cointegratrion 0 0 2 31 0 0 5 94
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 0 27 0 3 7 37
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 0 34 0 0 2 33
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data 0 1 4 34 0 5 16 82
Evaluating An Estimated New Keynesian Small Open Economy Model 1 4 25 1,249 3 12 85 2,196
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 5 443 2 6 23 940
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 0 49 0 0 2 123
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 83 0 0 0 162
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 1 3 9 413 2 9 22 1,011
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 1 1 163 1 5 9 376
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 0 0 2 198 1 1 5 408
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 0 1 81
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 4 426 4 11 39 1,152
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 0 0 2 278 0 0 6 579
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 2 98 0 3 15 285
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 1 1 2 308
Panel Regression with Unobserved Classes 0 0 6 204 0 0 10 977
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 1 1 15 2 4 12 71
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 21 0 0 5 86
Speeding up MCMC by Efficient Data Subsampling 0 0 0 27 0 1 4 55
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 2 47 1 1 12 205
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 0 1 4 253 0 1 19 1,534
Total Working Papers 4 17 110 6,824 30 102 484 16,892


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 1 1 27 0 1 2 103
A distance measure between cointegration spaces 0 0 0 30 0 0 4 103
An estimated New Keynesian small open economy model 0 1 1 92 1 6 11 185
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model 0 0 0 39 1 2 4 176
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 0 0 0 52 1 1 6 147
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 111 1 6 11 286
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 2 0 0 2 17
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 7 0 0 4 63
Bayesian assessment of dimensionality in reduced rank regression 0 0 0 5 0 0 0 24
Bayesian estimation of an open economy DSGE model with incomplete pass-through 5 21 76 1,463 12 43 188 3,044
Bayesian point estimation of the cointegration space 0 0 1 40 0 1 6 137
Bayesian prediction with cointegrated vector autoregressions 0 0 1 46 0 0 5 140
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 1 1 4 170 2 5 17 331
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 0 0 0 25
Evaluating an estimated new Keynesian small open economy model 6 10 22 646 9 20 64 1,176
Forecasting Performance of an Open Economy DSGE Model 0 2 7 197 4 8 34 436
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 2 26 1 2 5 102
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes 0 0 0 1 1 1 1 5
Generalized smooth finite mixtures 0 0 1 21 1 1 4 100
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 1 3 6 200 7 21 55 574
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 36 0 0 4 146
Steady-state priors for vector autoregressions 0 3 20 469 1 10 43 948
Subsampling MCMC - an Introduction for the Survey Statistician 0 1 2 3 0 1 8 29
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 1 1 6 27 2 5 19 76
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 1 3 9 203 3 7 20 660
Total Journal Articles 15 47 159 3,915 47 141 517 9,033


Statistics updated 2021-04-06