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 2 10 13 332
Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area 0 0 0 176 2 5 6 883
Bayes Estimators of the Cointegration Space 0 1 1 118 0 6 7 449
Bayesian Approaches to Cointegration 1 1 1 281 2 8 15 646
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 0 2 4 1,663 1 12 50 3,136
Bayesian Inference in Structural Second-Price common Value Auctions 0 0 1 24 1 6 12 98
Bayesian Inference of General Linear Restrictions on the Cointegration Space 0 0 0 88 0 8 10 334
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates 0 0 0 19 0 7 11 64
Bayesian Prediction with a Cointegrated Vector Autoregression 0 0 0 253 1 5 7 649
Bayesian approaches to cointegratrion 1 1 2 35 2 9 16 116
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 0 30 1 6 8 59
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 1 36 3 12 18 75
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data 0 0 0 34 2 3 7 97
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 0 459 0 1 4 990
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 2 1,290 3 8 25 2,308
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 1 1 51 2 5 8 134
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 1 8 13 186
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 418 1 7 20 1,049
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 164 0 2 5 396
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 1 10 12 40
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 0 0 4 210 0 4 12 435
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 2 3 92
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 1 431 1 10 21 1,194
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 0 0 2 282 3 7 16 601
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 0 100 0 3 12 349
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 1 4 9 332
Panel Regression with Unobserved Classes 1 1 2 206 2 6 10 996
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 0 4 9 90
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 3 7 12 120
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 0 1 6 78
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 50 2 5 16 238
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 0 1 3 262 1 4 12 1,563
Total Working Papers 3 8 26 7,089 38 195 405 18,129

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 3 7 111
A distance measure between cointegration spaces 0 0 1 34 0 5 13 121
An estimated New Keynesian small open economy model 0 0 0 97 2 6 10 208
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model 0 0 0 40 0 3 11 190
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 0 1 6 67 0 3 10 172
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 114 0 3 8 301
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 4 0 4 5 29
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 7 1 3 5 74
Bayesian assessment of dimensionality in reduced rank regression 0 0 0 6 1 7 9 36
Bayesian estimation of an open economy DSGE model with incomplete pass-through 0 7 22 1,603 4 19 95 3,499
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates 0 0 0 4 2 11 17 33
Bayesian point estimation of the cointegration space 0 0 1 46 1 7 10 163
Bayesian prediction with cointegrated vector autoregressions 0 0 0 49 1 7 11 166
DOLDA: a regularized supervised topic model for high-dimensional multi-class regression 0 0 0 1 0 7 11 27
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 0 0 0 178 0 5 7 360
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 0 8 11 45
Evaluating an estimated new Keynesian small open economy model 0 1 9 747 7 62 104 1,500
Forecasting Performance of an Open Economy DSGE Model 0 0 7 230 0 5 22 516
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 14 31 157
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes 0 0 0 1 2 7 10 17
Generalized smooth finite mixtures 0 0 0 25 0 5 10 146
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 3 221 1 9 24 663
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 2 7 11 174
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes 0 0 1 1 2 7 12 15
Speeding Up MCMC by Efficient Data Subsampling 0 0 0 0 1 4 10 21
Steady-state priors for vector autoregressions 3 6 12 533 6 20 48 1,116
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 1 3 5 59
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 2 35 1 6 14 120
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 0 1 2 212 0 7 17 699
Total Journal Articles 3 16 66 4,357 35 257 558 10,738

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 5 5 5
Total Chapters 0 0 0 0 1 5 5 5

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Statistics updated 2026-04-09