Browsing All of EconStor by Author Villani, Mattias

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Year of PublicationTitleAuthor(s)
1999Bayesian Prediction with a Cointegrated Vector AutoregressionVillani, Mattias
2003Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARsVillani, Mattias; Warne, Anders
2003Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARsVillani, Mattias; Warne, Anders
2003Bayes Estimators of the Cointegration SpaceVillani, Mattias
2004A Bayesian Approach to Modelling Graphical Vector AutoregressionsCorander, Jukka; Villani, Mattias
2004The Multivariate Split Normal Distribution and Asymmetric Principal Components AnalysisVillani, Mattias; Larsson, Rolf
2005Inference in Vector Autoregressive Models with an Informative Prior on the Steady StateVillani, Mattias
2005Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central BanksAdolfson, Malin; Andersson, Michael K.; Lindé, Jesper; Villani, Mattias; Vredin, Anders
2005Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-ThroughAdolfson, Malin; Laséen, Stefan; Lindé, Jesper; Villani, Mattias
2005Bayesian Inference of General Linear Restrictions on the Cointegration SpaceVillani, Mattias
2005Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium ModelAdolfson, Malin; Lindé, Jesper; Villani, Mattias
2005Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro AreaAdolfson, Malin; Laséen, Stefan; Lindé, Jesper; Villani, Mattias
2007Nonparametric regression density estimation using smoothly varying normal mixturesVillani, Mattias; Kohn, Robert; Giordani, Paolo
2007Evaluating an estimated new Keynesian small open economy modelAdolfson, Malin; Laséen, Stefan; Lindé, Jesper; Villani, Mattias
2009Forecasting macroeconomic time series with locally adaptive signal extractionGiordani, Paolo; Villani, Mattias
2009Flexible modeling of conditional distributions using smooth mixtures of asymmetric student T densitiesLi, Feng; Villani, Mattias; Kohn, Robert
2010Bayesian inference in structural second-price common value auctionsWegmann, Bertil; Villani, Mattias
2010Modeling conditional densities using finite smooth mixturesLi, Feng; Villani, Mattias; Kohn, Robert
2011Taking the twists into account: Predicting firm bankruptcy risk with splines of financial ratiosGiordani, Paolo; Jacobson, Tor; von Schedvin, Erik; Villani, Mattias
2013Dynamic mixture-of-experts models for longitudinal and discrete-time survival dataQuiroz, Matias; Villani, Mattias