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 89 1 1 1 318
Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area 0 0 2 176 1 1 3 876
Bayes Estimators of the Cointegration Space 0 0 0 117 0 0 0 442
Bayesian Approaches to Cointegration 1 1 2 280 1 3 7 630
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 1 2 15 1,658 2 7 25 3,076
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 1 324
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 0 253 1 1 2 641
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 0 30 0 0 1 51
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 1 1 35 0 3 4 55
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 2 2 3 1,287 2 2 10 2,281
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 2 459 1 1 8 986
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 0 50 1 1 1 126
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 0 0 2 173
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 1 2 6 391
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 1 17 1 1 3 28
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 0 1 4 206 0 2 5 423
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 1 3 88
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 0 430 2 3 3 1,172
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 0 0 0 280 1 1 1 585
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 0 100 1 1 3 336
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 1 1 1 322
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 2 2 2 81
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 1 23 1 1 5 107
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 0 1 2 70
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 49 0 0 2 221
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 1 1 2 259 1 2 3 1,549
Total Working Papers 5 8 35 7,059 21 38 107 17,692


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 33 0 0 2 108
An estimated New Keynesian small open economy model 0 0 0 97 0 0 2 197
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 0 1 3 61 0 1 4 161
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 114 0 0 0 292
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 7 0 0 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 2 4 21 1,578 4 10 52 3,394
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates 0 0 4 4 1 1 9 15
Bayesian point estimation of the cointegration space 0 0 1 45 0 1 4 153
Bayesian prediction with cointegrated vector autoregressions 0 0 0 49 0 2 2 155
DOLDA: a regularized supervised topic model for high-dimensional multi-class regression 0 0 0 1 1 1 1 13
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 0 0 2 178 0 1 4 353
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 0 0 3 34
Evaluating an estimated new Keynesian small open economy model 1 3 26 737 6 9 60 1,391
Forecasting Performance of an Open Economy DSGE Model 2 2 10 223 2 2 14 494
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 1 13 126
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes 0 0 0 1 1 1 2 7
Generalized smooth finite mixtures 0 1 2 25 0 2 19 136
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 6 217 1 2 10 635
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 1 40 1 4 6 163
Speeding Up MCMC by Efficient Data Subsampling 0 0 0 0 0 0 1 10
Steady-state priors for vector autoregressions 2 3 15 520 3 4 28 1,066
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 0 0 2 54
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 2 33 0 0 3 105
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 0 0 1 210 1 1 7 682
Total Journal Articles 7 14 96 4,285 21 43 253 10,145


Statistics updated 2025-02-05