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 2 3 5 322
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 2 6 9 638
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 0 1 4 1,661 3 18 50 3,124
Bayesian Inference in Structural Second-Price common Value Auctions 0 1 1 24 2 4 6 92
Bayesian Inference of General Linear Restrictions on the Cointegration Space 0 0 0 88 0 2 2 326
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates 0 0 0 19 1 3 4 57
Bayesian Prediction with a Cointegrated Vector Autoregression 0 0 0 253 1 2 4 644
Bayesian approaches to cointegratrion 0 1 2 34 2 4 8 107
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 0 30 0 1 2 53
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 1 1 36 1 4 8 63
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data 0 0 0 34 3 4 4 94
Evaluating An Estimated New Keynesian Small Open Economy Model 0 1 5 1,290 4 14 21 2,300
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 0 459 0 2 4 989
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 0 50 2 3 4 129
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 3 5 5 178
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 418 5 10 14 1,042
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 164 3 3 4 394
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 0 1 4 210 1 4 8 431
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 1 1 2 90
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 1 1 431 5 9 14 1,184
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 0 1 2 282 1 7 10 594
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 0 100 2 6 11 346
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 0 5 7 328
Panel Regression with Unobserved Classes 0 0 1 205 1 1 6 990
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 2 5 7 86
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 1 2 7 113
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 1 3 7 77
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 50 4 8 12 233
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 1 1 3 261 4 6 11 1,559
Total Working Papers 1 9 27 7,081 57 148 263 17,934

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 4 4 108
A distance measure between cointegration spaces 1 1 1 34 3 4 8 116
An estimated New Keynesian small open economy model 0 0 0 97 1 4 5 202
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model 0 0 0 40 5 8 8 187
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 0 0 5 66 1 1 8 169
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 114 1 4 6 298
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 4 1 1 2 25
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 7 1 2 3 71
Bayesian assessment of dimensionality in reduced rank regression 0 0 0 6 2 2 2 29
Bayesian estimation of an open economy DSGE model with incomplete pass-through 2 3 20 1,596 13 38 90 3,480
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates 0 0 0 4 1 3 8 22
Bayesian point estimation of the cointegration space 0 1 1 46 2 3 3 156
Bayesian prediction with cointegrated vector autoregressions 0 0 0 49 0 3 4 159
DOLDA: a regularized supervised topic model for high-dimensional multi-class regression 0 0 0 1 2 3 8 20
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 0 0 0 178 1 2 2 355
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 2 3 3 37
Evaluating an estimated new Keynesian small open economy model 1 4 10 746 6 17 53 1,438
Forecasting Performance of an Open Economy DSGE Model 0 3 9 230 1 11 19 511
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 15 16 17 143
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes 0 0 0 1 2 3 4 10
Generalized smooth finite mixtures 0 0 0 25 1 4 5 141
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 1 4 221 4 9 20 654
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 0 2 5 167
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes 0 0 1 1 2 2 5 8
Speeding Up MCMC by Efficient Data Subsampling 0 0 0 0 3 5 7 17
Steady-state priors for vector autoregressions 0 0 9 527 2 16 33 1,096
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 1 1 2 56
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 2 35 0 5 9 114
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 0 0 1 211 3 5 11 692
Total Journal Articles 4 13 63 4,341 78 181 354 10,481

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling Local Predictive Ability Using Power-Transformed Gaussian Processes 0 0 0 0 0 0 0 0
Spectral Domain Likelihoods for Bayesian Inference in Time-Varying Parameter Models 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 0 0 0

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Statistics updated 2026-01-09