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 1 90 0 1 3 320
Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area 0 0 0 176 0 1 3 878
Bayes Estimators of the Cointegration Space 0 0 0 117 0 1 1 443
Bayesian Approaches to Cointegration 0 0 1 280 3 4 7 636
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 1 2 5 1,661 14 18 51 3,121
Bayesian Inference in Structural Second-Price common Value Auctions 0 1 1 24 0 2 4 90
Bayesian Inference of General Linear Restrictions on the Cointegration Space 0 0 0 88 1 2 2 326
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates 0 0 0 19 0 2 3 56
Bayesian Prediction with a Cointegrated Vector Autoregression 0 0 0 253 0 1 3 643
Bayesian approaches to cointegratrion 0 1 2 34 1 4 6 105
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 0 30 1 2 2 53
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 1 1 36 1 3 8 62
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data 0 0 0 34 1 1 1 91
Evaluating An Estimated New Keynesian Small Open Economy Model 0 1 5 1,290 5 11 17 2,296
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 0 459 2 2 4 989
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 0 50 1 1 2 127
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 0 2 2 175
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 164 0 0 2 391
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 418 5 6 9 1,037
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 0 1 3 30
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 1 1 4 210 1 3 7 430
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 0 2 89
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 1 1 431 2 4 10 1,179
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 1 2 2 282 5 8 9 593
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 0 100 2 4 9 344
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 3 5 7 328
Panel Regression with Unobserved Classes 0 0 1 205 0 0 5 989
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 1 3 5 84
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 0 1 6 112
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 1 2 7 76
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 50 2 4 8 229
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 0 0 2 260 1 2 8 1,555
Total Working Papers 3 10 27 7,080 53 101 216 17,877

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 2 2 2 106
A distance measure between cointegration spaces 0 0 0 33 1 1 5 113
An estimated New Keynesian small open economy model 0 0 0 97 2 3 4 201
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model 0 0 0 40 2 3 3 182
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 0 0 5 66 0 0 7 168
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 114 1 4 5 297
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 4 0 0 1 24
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 7 1 1 2 70
Bayesian assessment of dimensionality in reduced rank regression 0 0 0 6 0 0 0 27
Bayesian estimation of an open economy DSGE model with incomplete pass-through 0 4 18 1,594 18 32 80 3,467
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates 0 0 0 4 1 2 7 21
Bayesian point estimation of the cointegration space 0 1 1 46 0 1 1 154
Bayesian prediction with cointegrated vector autoregressions 0 0 0 49 3 4 4 159
DOLDA: a regularized supervised topic model for high-dimensional multi-class regression 0 0 0 1 1 1 6 18
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 0 0 0 178 1 1 1 354
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 0 1 1 35
Evaluating an estimated new Keynesian small open economy model 3 5 10 745 7 14 49 1,432
Forecasting Performance of an Open Economy DSGE Model 0 5 9 230 6 13 18 510
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 1 3 128
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes 0 0 0 1 1 1 2 8
Generalized smooth finite mixtures 0 0 1 25 0 3 5 140
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 1 4 221 1 5 16 650
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 2 2 5 167
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes 0 0 1 1 0 0 6 6
Speeding Up MCMC by Efficient Data Subsampling 0 0 0 0 1 3 4 14
Steady-state priors for vector autoregressions 0 1 9 527 9 15 31 1,094
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 0 0 1 55
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 1 2 35 2 6 9 114
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 0 1 1 211 1 3 8 689
Total Journal Articles 3 19 61 4,337 63 122 286 10,403

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Statistics updated 2025-12-06