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 1 1 6 1,660 3 16 41 3,106
Bayesian Inference in Structural Second-Price common Value Auctions 0 0 0 23 0 1 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 2 642
Bayesian approaches to cointegratrion 0 0 1 33 2 3 4 103
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods 0 0 0 30 1 1 1 52
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 1 35 0 0 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 4 1,289 1 1 8 2,286
Evaluating An Estimated New Keynesian Small Open Economy Model 0 0 0 459 0 0 3 987
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 0 0 0 173
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 418 1 2 4 1,032
Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model 0 0 0 164 0 0 3 391
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 0 6 1,175
Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs 1 1 1 281 2 2 3 587
Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs 0 0 0 100 0 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 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 0 0 2 81
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 0 3 5 111
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 0 0 5 74
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios 0 0 1 50 0 1 4 225
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis 0 0 2 260 0 0 6 1,553
Total Working Papers 2 4 24 7,072 10 35 142 17,786

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 4 5 112
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 0 1 6 66 0 2 8 168
Bayesian Analysis of DSGE Models—Some Comments 0 0 0 114 1 1 2 294
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 7 20 1,593 7 20 63 3,442
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates 0 0 2 4 0 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 1 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 0 0 0 34
Evaluating an estimated new Keynesian small open economy model 2 3 10 742 3 18 44 1,421
Forecasting Performance of an Open Economy DSGE Model 2 3 8 227 3 5 10 500
Forecasting macroeconomic time series with locally adaptive signal extraction 0 0 0 28 0 0 5 127
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 0 1 3 137
Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks 0 1 3 220 0 2 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 0 1 1 1 0 3 6 6
Speeding Up MCMC by Efficient Data Subsampling 0 0 0 0 1 1 2 12
Steady-state priors for vector autoregressions 1 3 12 527 1 4 22 1,080
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 1 1 2 35 1 2 4 109
The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation 1 1 1 211 1 1 6 687
Total Journal Articles 10 21 66 4,328 19 70 222 10,300

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06