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 0 3 14 333
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 7 884
Bayes Estimators of the Cointegration Space 0 0 1 118 1 4 11 453
Bayesian Approaches to Cointegration 0 1 1 281 0 5 18 649
Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through 2 3 7 1,666 2 12 57 3,147
Bayesian Inference in Structural Second-Price common Value Auctions 0 0 1 24 0 2 13 99
Bayesian Inference of General Linear Restrictions on the Cointegration Space 0 0 0 88 0 3 13 337
Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates 0 0 0 19 0 2 12 66
Bayesian Prediction with a Cointegrated Vector Autoregression 0 0 0 253 0 3 9 651
Bayesian approaches to cointegratrion 0 1 2 35 0 3 17 117
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 0 30 0 1 8 59
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 1 36 1 10 24 82
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data 0 1 1 35 2 7 12 102
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 1 1,290 1 8 28 2,313
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 0 459 0 4 7 994
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 1 51 1 3 9 135
Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction 0 0 0 84 0 2 14 187
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 418 0 2 20 1,050
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 164 0 3 8 399
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 0 11 21 50
Inference in Vector Autoregressive Models with an Informative Prior on the Steady State 0 0 2 210 0 9 18 444
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 1 2 5 94
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 1 431 0 2 21 1,195
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 0 0 2 282 0 6 19 604
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 0 100 0 1 12 350
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 0 3 11 334
Panel Regression with Unobserved Classes 0 1 2 206 0 3 11 997
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 0 1 10 91
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 1 9 18 126
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 1 1 6 79
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 0 50 1 6 18 242
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 0 0 3 262 1 5 15 1,567
Total Working Papers 2 7 26 7,093 13 139 486 18,230

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 1 8 112
A distance measure between cointegration spaces 0 1 2 35 1 6 19 127
An estimated New Keynesian small open economy model 0 0 0 97 0 4 12 210
Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model 0 0 0 40 1 2 13 192
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION 0 0 2 67 1 4 10 176
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 114 0 5 13 306
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 7 1 3 7 76
Bayesian Inference in Structural Second-Price Common Value Auctions 0 0 0 4 0 1 6 30
Bayesian assessment of dimensionality in reduced rank regression 0 0 0 6 0 2 10 37
Bayesian estimation of an open economy DSGE model with incomplete pass-through 3 5 24 1,608 7 21 101 3,516
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates 0 0 0 4 2 7 22 38
Bayesian point estimation of the cointegration space 0 1 2 47 1 5 14 167
Bayesian prediction with cointegrated vector autoregressions 0 0 0 49 0 6 16 171
DOLDA: a regularized supervised topic model for high-dimensional multi-class regression 0 0 0 1 0 2 12 29
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA 0 0 0 178 2 4 11 364
Efficient Bayesian Multivariate Surface Regression 0 0 0 2 1 2 13 47
Evaluating an estimated new Keynesian small open economy model 0 0 8 747 3 16 107 1,509
Forecasting Performance of an Open Economy DSGE Model 0 0 7 230 1 5 27 521
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 6 36 163
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes 0 0 0 1 0 2 10 17
Generalized smooth finite mixtures 0 0 0 25 2 2 12 148
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 0 2 221 0 5 26 667
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 0 4 12 176
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes 0 0 1 1 0 7 17 20
Speeding Up MCMC by Efficient Data Subsampling 0 0 0 0 0 2 11 22
Steady-state priors for vector autoregressions 2 6 13 536 3 13 49 1,123
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 2 3 7 61
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 35 0 4 16 123
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 0 0 2 212 0 1 15 700
Total Journal Articles 5 13 64 4,367 28 145 632 10,848

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 3 7 7
Total Chapters 0 0 0 0 1 3 7 7

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Statistics updated 2026-06-04