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Mattias Villani
Mattias Villani
Professor of Statistics, Stockholm University
Verified email at stat.su.se - Homepage
Title
Cited by
Cited by
Year
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
12522007
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
4892008
Steady‐state priors for vector autoregressions
M Villani
Journal of Applied Econometrics 24 (4), 630-650, 2009
2632009
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
2322019
Forecasting performance of an open economy DSGE model
M Adolfson, J Lindé, M Villani
Econometric Reviews 26 (2-4), 289-328, 2007
2012007
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
197*2007
Regression density estimation using smooth adaptive Gaussian mixtures
M Villani, R Kohn, P Giordani
Journal of Econometrics 153 (2), 155-173, 2009
1142009
RAMSES-a new general equilibrium model for monetary policy analysis
M Adolfson, S Laséen, J Lindé, M Villani
Sveriges Riksbank Economic Review 2, 2007
1102007
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
942015
Bayesian reference analysis of cointegration
M Villani
Econometric Theory 21 (2), 326-357, 2005
882005
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
832005
Bayesian approaches to cointegration
G Koop, R Strachan, H Van Dijk, M Villani
Palgrave Handbook of Econometrics, 871-898, 2006
812006
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
682011
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
562012
The block-Poisson estimator for optimally tuned exact subsampling MCMC
M Quiroz, MN Tran, M Villani, R Kohn, KD Dang
Journal of Computational and Graphical Statistics, 2021, 2021
51*2021
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
512008
Bayesian prediction with cointegrated vector autoregressions
M Villani
International Journal of Forecasting 17 (4), 585-605, 2001
502001
Hamiltonian Monte Carlo with energy conserving subsampling
KD Dang, M Quiroz, R Kohn, MN Tran, M Villani
Journal of Machine Learning Research 100, 2019
482019
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
462006
Fast Bayesian whole-brain fMRI analysis with spatial 3D priors
P Sidén, A Eklund, D Bolin, M Villani
NeuroImage 146, 211-225, 2017
452017
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