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 89 0 0 2 317
Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area 0 1 3 176 0 1 6 875
Bayes Estimators of the Cointegration Space 0 0 0 117 0 0 0 442
Bayesian Approaches to Cointegration 1 1 2 279 1 1 5 626
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 2 5 18 1,653 2 7 29 3,064
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 2 324
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 1 253 0 0 2 639
Bayesian approaches to cointegratrion 0 0 1 32 0 0 1 99
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 1 30 0 0 4 51
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 0 34 0 0 3 51
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data 0 0 0 34 0 0 1 90
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 3 1,285 0 1 10 2,278
Evaluating An Estimated New Keynesian Small Open Economy Model 1 1 5 459 3 3 10 984
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 1 50 0 0 1 125
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 0 0 1 172
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 418 0 0 1 1,028
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 164 0 0 2 387
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 1 17 0 1 4 27
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 0 2 3 204 0 2 4 420
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 0 3 87
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 1 430 0 0 1 1,169
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 0 0 1 280 0 0 2 584
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 0 100 0 1 2 335
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 0 0 2 321
Panel Regression with Unobserved Classes 0 0 0 204 0 0 0 984
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 0 0 1 79
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 1 1 23 2 4 4 106
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 0 1 1 69
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 0 48 0 0 2 220
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 0 0 1 258 0 0 2 1,547
Total Working Papers 4 11 44 7,046 8 22 108 17,639

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 1 104
A distance measure between cointegration spaces 0 0 1 32 0 0 1 106
An estimated New Keynesian small open economy model 0 0 0 97 0 2 3 197
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model 0 0 1 40 0 0 1 179
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 0 0 2 59 0 0 3 159
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 114 0 0 2 292
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 7 0 1 2 68
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 4 0 0 1 23
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 0 5 22 1,571 3 16 60 3,375
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates 0 0 2 2 0 2 9 11
Bayesian point estimation of the cointegration space 0 0 2 45 0 0 3 151
Bayesian prediction with cointegrated vector autoregressions 0 0 3 49 0 0 3 153
DOLDA: a regularized supervised topic model for high-dimensional multi-class regression 0 0 0 1 0 0 0 12
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 1 1 3 177 1 1 4 351
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 0 0 3 34
Evaluating an estimated new Keynesian small open economy model 1 4 28 732 7 14 60 1,377
Forecasting Performance of an Open Economy DSGE Model 0 3 9 218 1 6 15 489
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 3 6 119
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes 0 0 0 1 0 0 1 6
Generalized smooth finite mixtures 0 0 1 24 3 7 19 133
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 1 7 217 0 2 13 633
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 1 40 0 0 5 159
Speeding Up MCMC by Efficient Data Subsampling 0 0 0 0 0 1 1 10
Steady-state priors for vector autoregressions 0 4 15 514 2 9 29 1,057
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 2 2 3 54
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 2 33 0 0 4 105
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 0 1 3 210 0 3 9 681
Total Journal Articles 2 19 103 4,255 19 69 262 10,065

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Statistics updated 2024-09-04