Browsing All of EconStor by Author Villani, Mattias

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