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 90 4 10 11 330
Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area 0 0 0 176 0 3 4 881
Bayes Estimators of the Cointegration Space 1 1 1 118 3 6 7 449
Bayesian Approaches to Cointegration 0 0 0 280 0 8 14 644
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 1 2 4 1,663 3 14 54 3,135
Bayesian Inference in Structural Second-Price common Value Auctions 0 0 1 24 2 7 11 97
Bayesian Inference of General Linear Restrictions on the Cointegration Space 0 0 0 88 3 8 10 334
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates 0 0 0 19 3 8 11 64
Bayesian Prediction with a Cointegrated Vector Autoregression 0 0 0 253 2 5 7 648
Bayesian approaches to cointegratrion 0 0 1 34 1 9 14 114
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 0 30 2 5 7 58
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 1 36 2 10 16 72
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data 0 0 0 34 0 4 5 95
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 3 1,290 0 9 24 2,305
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 0 459 0 1 4 990
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 1 1 1 51 1 5 6 132
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 1 10 12 185
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 418 2 11 19 1,048
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 164 2 5 5 396
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 1 9 11 39
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 0 0 4 210 1 5 12 435
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 1 3 3 92
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 1 431 3 14 20 1,193
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 0 0 2 282 1 5 13 598
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 0 100 1 5 12 349
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 1 3 9 331
Panel Regression with Unobserved Classes 0 0 1 205 0 5 9 994
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 3 6 9 90
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 0 5 9 117
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 0 2 7 78
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 50 1 7 14 236
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 1 2 3 262 1 7 12 1,562
Total Working Papers 4 6 24 7,086 45 214 381 18,091

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 1 5 7 111
A distance measure between cointegration spaces 0 1 1 34 1 8 13 121
An estimated New Keynesian small open economy model 0 0 0 97 1 5 9 206
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model 0 0 0 40 0 8 11 190
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 0 1 6 67 0 4 10 172
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 114 0 4 8 301
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 7 0 3 4 73
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 4 3 5 5 29
Bayesian assessment of dimensionality in reduced rank regression 0 0 0 6 3 8 8 35
Bayesian estimation of an open economy DSGE model with incomplete pass-through 6 9 22 1,603 10 28 95 3,495
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates 0 0 0 4 3 10 16 31
Bayesian point estimation of the cointegration space 0 0 1 46 2 8 9 162
Bayesian prediction with cointegrated vector autoregressions 0 0 0 49 2 6 10 165
DOLDA: a regularized supervised topic model for high-dimensional multi-class regression 0 0 0 1 2 9 12 27
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 0 0 0 178 3 6 7 360
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 1 10 11 45
Evaluating an estimated new Keynesian small open economy model 1 2 9 747 23 61 100 1,493
Forecasting Performance of an Open Economy DSGE Model 0 0 7 230 1 6 22 516
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 4 29 31 157
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes 0 0 0 1 0 7 8 15
Generalized smooth finite mixtures 0 0 0 25 4 6 10 146
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 4 221 1 12 24 662
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 1 5 9 172
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes 0 0 1 1 5 7 10 13
Speeding Up MCMC by Efficient Data Subsampling 0 0 0 0 1 6 9 20
Steady-state priors for vector autoregressions 2 3 9 530 5 16 43 1,110
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 0 3 4 58
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 2 35 0 5 13 119
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 1 1 2 212 3 10 17 699
Total Journal Articles 10 17 64 4,354 80 300 535 10,703

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 1 4 4 4
Total Chapters 0 0 0 0 1 4 4 4

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Statistics updated 2026-03-04