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 0 2 319
Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area 0 0 0 176 0 0 2 877
Bayes Estimators of the Cointegration Space 0 0 0 117 0 0 0 442
Bayesian Approaches to Cointegration 0 0 1 280 0 1 6 632
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 0 0 6 1,659 8 13 39 3,103
Bayesian Inference in Structural Second-Price common Value Auctions 0 0 0 23 1 2 2 88
Bayesian Inference of General Linear Restrictions on the Cointegration Space 0 0 0 88 0 0 0 324
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates 0 0 0 19 0 0 1 54
Bayesian Prediction with a Cointegrated Vector Autoregression 0 0 0 253 0 0 3 642
Bayesian approaches to cointegratrion 0 0 1 33 1 1 2 101
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 0 30 0 0 0 51
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 1 35 0 1 8 59
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 0 0 0 459 0 0 3 987
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 4 1,289 0 0 7 2,285
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 0 0 1 173
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 164 0 0 4 391
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 418 1 1 3 1,031
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 0 0 2 29
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 0 1 5 209 0 1 7 427
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 0 0 430 0 1 6 1,175
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 0 0 0 280 0 0 1 585
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 0 100 2 2 5 340
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 0 0 2 323
Panel Regression with Unobserved Classes 1 1 1 205 1 3 5 989
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 0 0 2 81
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 3 3 5 111
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 0 1 5 74
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 2 50 1 1 5 225
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 0 1 2 260 0 1 6 1,553
Total Working Papers 1 3 24 7,070 18 32 137 17,776

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 1 33 1 4 6 112
An estimated New Keynesian small open economy model 0 0 0 97 0 0 1 198
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model 0 0 0 40 0 0 0 179
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 1 1 7 66 1 2 9 168
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 114 0 0 1 293
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 7 0 0 1 69
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 4 0 0 1 24
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 3 6 19 1,590 7 20 60 3,435
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates 0 0 2 4 2 3 8 19
Bayesian point estimation of the cointegration space 0 0 0 45 0 0 2 153
Bayesian prediction with cointegrated vector autoregressions 0 0 0 49 0 0 2 155
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 1 178 0 0 2 353
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 0 0 0 34
Evaluating an estimated new Keynesian small open economy model 1 1 8 740 4 16 41 1,418
Forecasting Performance of an Open Economy DSGE Model 0 2 7 225 0 3 8 497
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 0 8 127
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 1 1 4 137
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 1 3 220 0 4 12 645
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 0 1 6 165
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes 1 1 1 1 3 3 6 6
Speeding Up MCMC by Efficient Data Subsampling 0 0 0 0 0 0 1 11
Steady-state priors for vector autoregressions 1 3 12 526 1 5 22 1,079
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 0 1 1 55
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 34 1 1 3 108
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 0 0 0 210 0 1 5 686
Total Journal Articles 7 15 63 4,318 21 65 216 10,281

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Statistics updated 2025-09-05