Mattias Villani : Citation Profile

Are you Mattias Villani?

15

H index

22

i10 index

1668

Citations

RESEARCH PRODUCTION:

28

Articles

32

Papers

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 69
   Journals where Mattias Villani has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 25 (1.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi83
   Updated: 2024-01-16    RAS profile: 2023-10-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mattias Villani.

Is cited by:

Österholm, Pär (72)

Lindé, Jesper (52)

Laséen, Stefan (46)

Kolasa, Marcin (32)

Svensson, Lars (32)

Rubaszek, Michał (32)

Benchimol, Jonathan (28)

Warne, Anders (24)

Paccagnini, Alessia (24)

Clark, Todd (23)

Adolfson, Malin (21)

Cites to:

Smets, Frank (52)

Wouters, Raf (52)

Geweke, John (38)

van Dijk, Herman (29)

Geweke, John (28)

Kohn, Robert (28)

Kleibergen, Frank (19)

Strachan, Rodney (17)

Schorfheide, Frank (17)

Litterman, Robert (17)

Giordani, Paolo (16)

Main data

Where Mattias Villani has published?

Journals with more than one article published# docs
Journal of Econometrics3
Journal of Time Series Analysis2
Econometric Reviews2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)22
Working Papers / University of Sydney Business School, Discipline of Business Analytics2
Papers / arXiv.org2

Recent works citing Mattias Villani (2024 and 2023)

YearTitle of citing document
2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Factor Model of Mixtures. (2023). Uryasev, Stanislav ; Peng, Cheng. In: Papers. RePEc:arx:papers:2301.13843.

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2023Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model. (2023). Jorge, Marcos ; Gomes, Leonardo Sousa ; Kornelius, Alexandre ; Araujo, Eurilton ; Fasolo, Angelo Marsiglia. In: Working Papers Series. RePEc:bcb:wpaper:578.

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2023Fiscal DSGE model for Latvia. (2023). Buss, Ginters ; Gruning, Patrick. In: Baltic Journal of Economics. RePEc:bic:journl:v:23:y:2023:i:1:p:2173915.

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2023.

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2023Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651.

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2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314.

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2023Bounded Rational Expectation: How It Can Affect the Effectiveness of Monetary Rules in the Open Economy. (2023). Minford, A. Patrick ; Yang, Xiaoliang ; Meenagh, David ; Dong, Xue. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/4.

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2023The Long-Run Phillips Curve is ... a Curve. (2023). Bonomolo, Paolo ; Haque, Qazi ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:789.

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2023DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768.

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2023Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x.

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2023Commodity price shocks, labour market dynamics and monetary policy in small open economies. (2023). Paez-Farrell, Juan ; Naraidoo, Ruthira. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300060x.

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2023Exploring the trade-off between leaning against credit and stabilizing economic activity. (2023). Benati, Luca. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000198.

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2023Bayesian Artificial Neural Networks for frontier efficiency analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002075.

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2023Banks, nonbanks, and business cycles. (2023). Gauthier, David ; Becard, Yvan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000375.

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2023Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x.

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2023Low pass-through and international synchronization in general equilibrium: Reassessing vertical integration. (2023). Rannenberg, Ansgar ; Lejeune, Thomas ; de Walque, Grégory ; Wouters, Raf. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001428.

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2023Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227.

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2023Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826.

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2023Measuring the effects of large-scale asset purchases: The role of international financial markets and the financial accelerator. (2023). Gibbs, Christopher ; Gelfer, Sacha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001942.

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2023A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2023). Campos, Rodolfo ; Molina, Luis ; Berganza, Juan Carlos ; Andresescayola, Erik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000333.

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2023Understanding the natural rate of interest for a small open economy. (2023). Zarazua, Carlos Alberto. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:3:s2666143823000145.

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2023Subsidizing new jobs in the Euro-zone periphery. (2023). Tancioni, Massimiliano ; Beqiraj, Elton. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:380-401.

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2023Macroeconomic impact of the Sino–U.S. trade frictions: Based on a two-country, two-sector DSGE model. (2023). Yang, Fujia ; Shi, Benye. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300082x.

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2023Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Nicolo, Giovanni ; Bianchi, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96640.

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2023.

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2023An Estimated Model of a Commodity-Exporting Economy for the Integrated Policy Framework: Evidence from Mongolia. (2023). Doojav, Gan-Ochir ; Gantumur, Munkhbayar. In: IHEID Working Papers. RePEc:gii:giihei:heidwp05-2023.

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2023Corporate taxes and investment when firms are internationally mobile. (2023). Tolo, Eero ; Frankovic, Ivan ; Brasch, Thomas. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:5:d:10.1007_s10797-022-09748-8.

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2023Global Shocks in the US Economy: Effects on Output and the Real Exchange Rate. (2023). Oyekola, Olayinka ; Minford, A. Patrick ; Meenagh, David. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09680-8.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023The Art and Science of Monetary and Fiscal Policies in Chile. (2023). Valdes, Rodrigo ; Toni, Emiliano ; Medina, Juan Pablo. In: MPRA Paper. RePEc:pra:mprapa:117198.

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2023Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:183.

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2023EnhancingtheQuarterlyProjectionModel. (2023). Pirozhkova, Ekaterina ; Rudi, Luchelle Soobyah ; Rakgalakane, Jeffrey. In: Working Papers. RePEc:rbz:wpaper:11044.

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2023Enhancing the Quarterly Projection Model. (2023). Soobyah, Luchelle ; Steinbach, Rudi ; Rakgalakane, Jeffrey ; Pirozhkova, Ekaterina. In: Working Papers. RePEc:rbz:wpaper:11048.

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2023New models for symbolic data analysis. (2023). Sisson, Scott ; Lin, Huan ; Beranger, Boris. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:3:d:10.1007_s11634-022-00520-8.

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2023Semiparametric finite mixture of regression models with Bayesian P-splines. (2023). Ranciati, Saverio ; Galimberti, Giuliano ; Berrettini, Marco. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:3:d:10.1007_s11634-022-00523-5.

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2023Applicability and Accomplishments of DSGE Modeling: A Critical Review. (2023). Jayamohan, M K ; Feto, Adem ; Vilks, Arnis. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00087-z.

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2023The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w.

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2023Forecasting a Commodity-Exporting Small Open Developing Economy Using DSGE and DSGE-BVAR. (2023). Konebayev, Erlan. In: International Economic Journal. RePEc:taf:intecj:v:37:y:2023:i:1:p:39-70.

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2023Structural VAR and financial networks: A minimum distance approach to spatial modeling. (2023). Scida, Daniela. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:49-68.

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2023Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451.

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2023Forecasting inflation in open economies: What can a NOEM model do?. (2023). Martinezgarcia, Enrique ; Duncan, Roberto. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:481-513.

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2023Active driver or passive victim: On the role of international monetary policy transmission. (2023). von Schweinitz, Gregor ; Camehl, Annika. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32023.

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Works by Mattias Villani:

YearTitleTypeCited
2017Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods In: Papers.
[Full Text][Citation analysis]		paper0
2022Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates In: Papers.
[Full Text][Citation analysis]		paper0
2023Bayesian optimization of hyperparameters from noisy marginal likelihood estimates.(2023) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 0		article
2011Bayesian Inference in Structural Second-Price Common Value Auctions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2010Bayesian Inference in Structural Second-Price common Value Auctions.(2010) In: Working Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2011Bayesian Inference in Structural Second-Price Common Value Auctions.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 0		article
2005Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open?Economy Model In: International Finance.
[Full Text][Citation analysis]		article20
2001Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2006A Bayesian Approach to Modelling Graphical Vector Autoregressions In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article12
2004A Bayesian Approach to Modelling Graphical Vector Autoregressions.(2004) In: Working Paper Series.
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This paper has nother version. Agregated cites: 12		paper
2013Efficient Bayesian Multivariate Surface Regression In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article3
2004Bayesian assessment of dimensionality in reduced rank regression In: Statistica Neerlandica.
[Full Text][Citation analysis]		article4
2007Evaluating An Estimated New Keynesian Small Open Economy Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper270
2008Evaluating an estimated new Keynesian small open economy model.(2008) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 270		article
2007Evaluating An Estimated New Keynesian Small Open Economy Model.(2007) In: Working Paper Series.
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This paper has nother version. Agregated cites: 270		paper
2005BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article26
2014Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article12
2011Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios.(2011) In: Working Paper Series.
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This paper has nother version. Agregated cites: 12		paper
2008EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article29
2003Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs In: Working Paper Series.
[Full Text][Citation analysis]		paper30
2003Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs.(2003) In: Working Paper Series.
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This paper has nother version. Agregated cites: 30		paper
2001A distance measure between cointegration spaces In: Economics Letters.
[Full Text][Citation analysis]		article4
2006Bayesian point estimation of the cointegration space In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2009Regression density estimation using smooth adaptive Gaussian mixtures In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2012Generalized smooth finite mixtures In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2007Bayesian estimation of an open economy DSGE model with incomplete pass-through In: Journal of International Economics.
[Full Text][Citation analysis]		article623
2005Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through.(2005) In: Working Paper Series.
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This paper has nother version. Agregated cites: 623		paper
2001Bayesian prediction with cointegrated vector autoregressions In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
1999Bayesian Prediction with a Cointegrated Vector Autoregression.(1999) In: Working Paper Series.
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This paper has nother version. Agregated cites: 28		paper
2010Forecasting macroeconomic time series with locally adaptive signal extraction In: International Journal of Forecasting.
[Full Text][Citation analysis]		article23
2009Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2005Bayesian approaches to cointegratrion In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper10
2004Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2005An estimated New Keynesian small open economy model In: Proceedings.
[Full Text][Citation analysis]		article24
2000Panel Regression with Unobserved Classes In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper0
2003Bayes Estimators of the Cointegration Space In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2004The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2005Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2005Inference in Vector Autoregressive Models with an Informative Prior on the Steady State In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2006Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks In: Working Paper Series.
[Full Text][Citation analysis]		paper126
2007Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks.(2007) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 126		article
2005Bayesian Inference of General Linear Restrictions on the Cointegration Space In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2006Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2005Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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This paper has nother version. Agregated cites: 16		paper
2007Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2009Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2010Modeling Conditional Densities Using Finite Smooth Mixtures In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2013Dynamic mixture-of-experts models for longitudinal and discrete-time survival data In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2015SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2016Speeding up MCMC by Efficient Data Subsampling.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2019Speeding Up MCMC by Efficient Data Subsampling.(2019) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 10		article
2015SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2019Hamiltonian Monte Carlo with Energy Conserving Subsampling In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2009Steady-state priors for vector autoregressions In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article151
2020DOLDA: a regularized supervised topic model for high-dimensional multi-class regression In: Computational Statistics.
[Full Text][Citation analysis]		article0
2018Subsampling MCMC - an Introduction for the Survey Statistician In: Sankhya A: The Indian Journal of Statistics.
[Full Text][Citation analysis]		article0
2016Block-Wise Pseudo-Marginal Metropolis-Hastings In: Working Papers.
[Full Text][Citation analysis]		paper3
2007Bayesian Analysis of DSGE Models—Some Comments In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2007Forecasting Performance of an Open Economy DSGE Model In: Econometric Reviews.
[Full Text][Citation analysis]		article117
2005The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article45

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