Browsing All of EconStor by Author Villani, Mattias

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

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