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 1 1 1 90 1 2 2 319
Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area 0 0 2 176 1 2 4 877
Bayes Estimators of the Cointegration Space 0 0 0 117 0 0 0 442
Bayesian Approaches to Cointegration 0 1 2 280 0 1 6 630
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 1 3 14 1,659 5 11 28 3,081
Bayesian Inference in Structural Second-Price common Value Auctions 0 0 0 23 0 0 0 86
Bayesian Inference of General Linear Restrictions on the Cointegration Space 0 0 0 88 0 0 0 324
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates 0 0 0 19 0 0 0 53
Bayesian Prediction with a Cointegrated Vector Autoregression 0 0 0 253 0 1 2 641
Bayesian approaches to cointegratrion 1 1 2 33 1 1 2 100
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 0 30 0 0 1 51
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 1 35 1 2 5 56
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data 0 0 0 34 0 0 0 90
Evaluating An Estimated New Keynesian Small Open Economy Model 0 2 3 1,287 0 2 10 2,281
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 2 459 0 1 8 986
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 0 50 0 1 1 126
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 0 0 1 173
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 164 0 2 6 391
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 418 1 1 1 1,029
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 0 1 2 28
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 0 0 4 206 0 0 5 423
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 1 2 4 89
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 0 430 1 4 4 1,173
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 0 0 0 280 0 1 1 585
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 0 100 1 2 3 337
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 0 1 1 322
Panel Regression with Unobserved Classes 0 0 0 204 1 1 1 985
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 0 2 2 81
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 1 23 1 2 6 108
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 1 2 3 71
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 49 1 1 3 222
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 0 1 2 259 1 3 4 1,550
Total Working Papers 3 9 35 7,062 18 49 116 17,710

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 0 27 0 0 0 104
A distance measure between cointegration spaces 0 0 1 33 0 0 2 108
An estimated New Keynesian small open economy model 0 0 0 97 0 0 2 197
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model 0 0 0 40 0 0 0 179
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 0 0 3 61 1 1 5 162
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 114 1 1 1 293
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 4 1 1 1 24
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 7 1 1 2 69
Bayesian assessment of dimensionality in reduced rank regression 0 0 1 6 0 0 1 27
Bayesian estimation of an open economy DSGE model with incomplete pass-through 3 5 21 1,581 6 13 54 3,400
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates 0 0 4 4 0 1 9 15
Bayesian point estimation of the cointegration space 0 0 1 45 0 0 3 153
Bayesian prediction with cointegrated vector autoregressions 0 0 0 49 0 0 2 155
DOLDA: a regularized supervised topic model for high-dimensional multi-class regression 0 0 0 1 2 3 3 15
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 0 0 2 178 0 0 4 353
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 0 0 2 34
Evaluating an estimated new Keynesian small open economy model 1 3 23 738 2 10 56 1,393
Forecasting Performance of an Open Economy DSGE Model 0 2 10 223 0 2 14 494
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 1 13 126
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes 0 0 0 1 0 1 1 7
Generalized smooth finite mixtures 0 1 1 25 0 1 13 136
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 4 217 3 4 11 638
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 1 40 0 1 6 163
Speeding Up MCMC by Efficient Data Subsampling 0 0 0 0 1 1 2 11
Steady-state priors for vector autoregressions 1 3 16 521 1 4 27 1,067
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 0 0 2 54
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 2 33 1 1 4 106
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 0 0 1 210 0 1 5 682
Total Journal Articles 5 14 91 4,290 20 48 245 10,165

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Statistics updated 2025-03-03