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 1 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 1 1 3 878
Bayes Estimators of the Cointegration Space 0 0 0 117 1 1 1 443
Bayesian Approaches to Cointegration 0 0 1 280 1 1 6 633
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 0 1 4 1,660 1 12 38 3,107
Bayesian Inference in Structural Second-Price common Value Auctions 1 1 1 24 2 3 4 90
Bayesian Inference of General Linear Restrictions on the Cointegration Space 0 0 0 88 1 1 1 325
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates 0 0 0 19 2 2 3 56
Bayesian Prediction with a Cointegrated Vector Autoregression 0 0 0 253 1 1 3 643
Bayesian approaches to cointegratrion 1 1 2 34 1 4 5 104
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 0 30 0 1 1 52
Block-Wise Pseudo-Marginal Metropolis-Hastings 1 1 2 36 2 2 9 61
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 1 1 5 1,290 5 6 12 2,291
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 0 459 0 0 2 987
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 0 50 0 0 1 126
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 2 2 2 175
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 418 0 2 4 1,032
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 164 0 0 2 391
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 1 1 3 30
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 0 0 4 209 2 2 8 429
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 1 1 1 431 2 2 8 1,177
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 0 1 1 281 1 3 4 588
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 0 100 2 4 7 342
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 2 2 4 325
Panel Regression with Unobserved Classes 0 1 1 205 0 1 5 989
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 2 2 4 83
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 1 4 6 112
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 1 1 6 75
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 50 2 3 6 227
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 0 0 2 260 1 1 7 1,554
Total Working Papers 5 8 26 7,077 38 66 170 17,824

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 0 33 0 1 4 112
An estimated New Keynesian small open economy model 0 0 0 97 1 1 2 199
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model 0 0 0 40 1 1 1 180
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 0 1 6 66 0 1 8 168
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 114 2 3 4 296
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 0 0 1 69
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 1 7 20 1,594 7 21 65 3,449
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates 0 0 0 4 1 3 6 20
Bayesian point estimation of the cointegration space 1 1 1 46 1 1 2 154
Bayesian prediction with cointegrated vector autoregressions 0 0 0 49 0 1 3 156
DOLDA: a regularized supervised topic model for high-dimensional multi-class regression 0 0 0 1 0 0 5 17
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 0 0 0 178 0 0 1 353
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 1 1 1 35
Evaluating an estimated new Keynesian small open economy model 0 3 8 742 4 11 43 1,425
Forecasting Performance of an Open Economy DSGE Model 3 5 9 230 4 7 12 504
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 1 1 3 128
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes 0 0 0 1 0 0 1 7
Generalized smooth finite mixtures 0 0 1 25 3 4 6 140
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 1 1 4 221 4 4 16 649
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 0 0 6 165
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes 0 1 1 1 0 3 6 6
Speeding Up MCMC by Efficient Data Subsampling 0 0 0 0 1 2 3 13
Steady-state priors for vector autoregressions 0 2 10 527 5 7 23 1,085
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 3 5 7 112
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 0 1 1 211 1 2 7 688
Total Journal Articles 6 23 63 4,334 40 80 238 10,340

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Statistics updated 2025-11-08