Mattias Villani
Mattias Villani
Professor of Statistics, Stockholm University and Linköping University
Verified email at - Homepage
Cited by
Cited by
Bayesian estimation of an open economy DSGE model with incomplete pass-through
M Adolfson, S Laséen, J Lindé, M Villani
Journal of International Economics 72 (2), 481-511, 2007
Evaluating an estimated new Keynesian small open economy model
M Adolfson, S Laséen, J Lindé, M Villani
Journal of Economic Dynamics and Control 32 (8), 2690-2721, 2008
Steady‐state priors for vector autoregressions
M Villani
Journal of Applied Econometrics 24 (4), 630-650, 2009
Modern forecasting methods in action: improving macroeconomic analyses at central banks
M Adolfson, M Andersson, J Lindé, M Villani, A Vredin
International Journal of Central Banking 3 (4), 111-144, 2007
Forecasting performance of an open economy DSGE model
M Adolfson, J Lindé, M Villani
Econometric Reviews 26 (2-4), 289-328, 2007
Speeding Up MCMC by Efficient Data Subsampling
M Quiroz, R Kohn, M Villani, MN Tran
Journal of the American Statistical Association 114 (526), 831-843, 2019
RAMSES-a new general equilibrium model for monetary policy analysis
M Adolfson, S Laséen, J Lindé, M Villani
Sveriges Riksbank Economic Review 2, 2007
Regression density estimation using smooth adaptive Gaussian mixtures
M Villani, R Kohn, P Giordani
Journal of Econometrics 153 (2), 155-173, 2009
The role of sticky prices in an open economy DSGE model: a Bayesian investigation
M Adolfson, S Laséen, J Lindé, M Villani
Journal of the European Economic Association 3 (2-3), 444-457, 2005
Bayesian reference analysis of cointegration
M Villani
Econometric Theory 21 (2), 326-357, 2005
BROCCOLI: Software for fast fMRI analysis on many-core CPUs and GPUs
A Eklund, P Dufort, M Villani, S LaConte
Frontiers in Neuroinformatics, 208, 2015
Bayesian approaches to cointegration
G Koop, R Strachan, H Van Dijk, M Villani
Palgrave Handbook of Econometrics, 871-898, 2006
Empirical properties of closed and open-economy DSGE models of the euro area
M Adolfson, S Laséen, J Lindé, M Villani
Macroeconomic Dynamics 12 (S1), 2-19, 2008
Bayesian prediction with cointegrated vector autoregressions
M Villani
International Journal of Forecasting 17 (4), 585-605, 2001
Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios
P Giordani, T Jacobson, E von Schedvin, M Villani
Journal of Financial and Quantitative Analysis, 2011
Regression density estimation with variational methods and stochastic approximation
DJ Nott, SL Tan, M Villani, R Kohn
Journal of Computational and Graphical Statistics 21 (3), 797-820, 2012
Inference in vector autoregressive models with an informative prior on the steady state
M Villani
Sveriges Riksbank Working Paper Series no. 181, 2006
Forecasting performance of an open economy dynamic stochastic general equilibrium model
M Adolfson, J Lindé, M Villani
Sveriges Riksbank Working Papers Series no. 190, 2005
Bayesian point estimation of the cointegration space
M Villani
Journal of Econometrics 134 (2), 645-664, 2006
The multivariate split normal distribution and asymmetric principal components analysis
M Villani, R Larsson
Communications in Statistics-Theory and Methods 35 (6), 1123-1140, 2006
The system can't perform the operation now. Try again later.
Articles 1–20