Mattias Villani : Citation Profile

15

H index

22

i10 index

1758

Citations

RESEARCH PRODUCTION:

29

Articles

32

Papers

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 70
   Journals where Mattias Villani has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 26 (1.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi83
   Updated: 2025-04-12    RAS profile: 2025-03-14    
   Missing citations? Add them    Incorrect content? Let us know

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 (54)

Laséen, Stefan (46)

Benchimol, Jonathan (41)

Kolasa, Marcin (32)

Svensson, Lars (32)

Rubaszek, Michał (32)

Paccagnini, Alessia (24)

Warne, Anders (24)

Maria, José (23)

Clark, Todd (23)

Cites to:

Smets, Frank (52)

Wouters, Raf (52)

Geweke, John (38)

Kohn, Robert (31)

van Dijk, Herman (29)

Geweke, John (28)

Kleibergen, Frank (19)

Litterman, Robert (17)

Strachan, Rodney (17)

Giordani, Paolo (17)

Schorfheide, Frank (17)

Main data

Production by document typepaperarticle19992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405001,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250405101520h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Mattias Villani has published?

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

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

Recent works citing Mattias Villani (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data. (2021). Hansen, Stephen ; Battaglia, Laura ; Sacher, Szymon. In: Papers. RePEc:arx:papers:2107.08112.

Full description at Econpapers || Download paper

2024Quantifying neural network uncertainty under volatility clustering. (2024). Azizi, Lamiae. In: Papers. RePEc:arx:papers:2402.14476.

Full description at Econpapers || Download paper

2024Inference for Regression with Variables Generated from Unstructured Data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585.

Full description at Econpapers || Download paper

2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Song, Yong ; Ando, Tomohiro ; Li, Kunpeng ; Bai, Jushan. In: Papers. RePEc:arx:papers:2503.00772.

Full description at Econpapers || Download paper

2024Liquidity ratios and corporate failures. (2024). Li, Ken. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:1111-1134.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024On the Balassa-Samuelson Effect in Japan. (2024). Kishi, Naoya ; Hogen, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e22.

Full description at Econpapers || Download paper

2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

Full description at Econpapers || Download paper

2024The asymmetry puzzle: the supply chain disruptions news shocks effects on oil prices and inflation. (2024). Ruiz, Jesus ; Puch, Luis Antonio. In: UC3M Working papers. Economics. RePEc:cte:werepe:43758.

Full description at Econpapers || Download paper

2024International portfolio rebalancing and fiscal policy spillovers. (2024). Alpanda, Sami ; Kabaca, Serdar ; Aysun, Uluc. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001179.

Full description at Econpapers || Download paper

2024The paradox of fossil fuel subsidies. (2024). Ginn, William. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:333-358.

Full description at Econpapers || Download paper

2024Wells or Welfare? Macroeconomic implications of the Canadian oil subsidy. (2024). zoundi, zakaria. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001500.

Full description at Econpapers || Download paper

2024Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957.

Full description at Econpapers || Download paper

2024Modeling Turning Points in the Global Equity Market. (2024). Casarin, Roberto ; Billio, Monica ; Ahelegbey, Daniel Felix. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:60-75.

Full description at Econpapers || Download paper

2024The fiscal arithmetic of a slowdown in trend growth. (2024). Kulish, Mariano ; Yamout, Nadine. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001351.

Full description at Econpapers || Download paper

2024Identifying the external and internal drivers of exchange rate volatility in small open economies. (2024). Aysun, Uluc. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000900.

Full description at Econpapers || Download paper

2024The international dimension of trend inflation. (2024). Ascari, Guido ; Fosso, Luca. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000205.

Full description at Econpapers || Download paper

2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

Full description at Econpapers || Download paper

2024Informality, rule-of-thumb consumers, and the effectiveness of monetary policy in emerging economies. (2024). Chikonda, Mtendere Chilolo ; Chortareas, Georgios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000905.

Full description at Econpapers || Download paper

2024Effectiveness of ATM withdrawal forecasting methods under different market conditions. (2024). Gurgul, Henryk ; Suder, Marcin ; Lach, Ukasz ; Machno, Artur ; Barbosa, Belem. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007746.

Full description at Econpapers || Download paper

2024Online Monitoring of Policy Optimality. (2024). Einarsson, Bjarni G. In: Economics. RePEc:ice:wpaper:wp95.

Full description at Econpapers || Download paper

2024Improving Cointegration-Based Pairs Trading Strategy with Asymptotic Analyses and Convergence Rate Filters. (2024). Sun, You-Jia ; Chang, Hao-Han ; Wang, Kuan-Lun ; Dai, Tian-Shyr ; Ti, Yen-Wu. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10539-4.

Full description at Econpapers || Download paper

2024Forecasting House Prices through Credit Conditions: A Bayesian Approach. (2024). Drift, Rosa ; Boelhouwer, Peter ; Haan, Jan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10542-9.

Full description at Econpapers || Download paper

2025Germany’s macroeconomic drivers during the pandemic and inflation surge. (2025). Hohberger, Stefan. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00651-7.

Full description at Econpapers || Download paper

2024Quantifying the Role Automatic Stabilisers Play in New Zealand Using a Macro-Simulation Approach. (2024). Binning, Andrew. In: Treasury Working Paper Series. RePEc:nzt:nztwps:24/02.

Full description at Econpapers || Download paper

2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Song, Yong ; Li, Kunpeng ; Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:123815.

Full description at Econpapers || Download paper

2025The Fiscal Theory of Income Distribution in Action: South African Low-income vs. High-Income Earners Response to Fiscal Policy Shocks. (2025). Zungu, Lindokuhle T. In: Working Papers. RePEc:rza:wpaper:898.

Full description at Econpapers || Download paper

2024General Equilibrium Model for Monetary Policy Responses to Macroeconomic Instabilities in Developing Economy: A Ghanaian Perspective. (2024). Schaling, Eric ; Alagidede, Imhotep Paul ; Akosah, Nana Kwame. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:13:y:2024:i:2:p:213-272.

Full description at Econpapers || Download paper

2024Variational Bayesian Lasso for spline regression. (2024). Alves, Larissa C ; Migon, Helio S ; Dias, Ronaldo. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:4:d:10.1007_s00180-024-01470-9.

Full description at Econpapers || Download paper

2024Holding the economy by the tail: analysis of short- and long-run macroeconomic risks. (2024). Libich, Jan ; Franta, Michal. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02514-7.

Full description at Econpapers || Download paper

2024Optimizing Large-Scale Educational Assessment with a “Divide-and-Conquer” Strategy: Fast and Efficient Distributed Bayesian Inference in IRT Models. (2024). Lu, Jing ; Xu, Sainan ; Wang, Chun ; Zhang, Jiwei. In: Psychometrika. RePEc:spr:psycho:v:89:y:2024:i:4:d:10.1007_s11336-024-09978-1.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

Works by Mattias Villani:

Year  ↓Title  ↓Type  ↓Cited  ↓
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]		article13
2004A Bayesian Approach to Modelling Graphical Vector Autoregressions.(2004) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2013Efficient Bayesian Multivariate Surface Regression In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article4
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]		paper285
2008Evaluating an estimated new Keynesian small open economy model.(2008) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 285		article
2007Evaluating An Estimated New Keynesian Small Open Economy Model.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 285		paper
2005BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article30
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]		article13
2011Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2008EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article30
2003Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs In: Working Paper Series.
[Full Text][Citation analysis]		paper29
2003Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs.(2003) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2001A distance measure between cointegration spaces In: Economics Letters.
[Full Text][Citation analysis]		article5
2006Bayesian point estimation of the cointegration space In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
2009Regression density estimation using smooth adaptive Gaussian mixtures In: Journal of Econometrics.
[Full Text][Citation analysis]		article29
2012Generalized smooth finite mixtures In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2024Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2007Bayesian estimation of an open economy DSGE model with incomplete pass-through In: Journal of International Economics.
[Full Text][Citation analysis]		article662
2005Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 662		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.
[Full Text][Citation analysis]
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]		article24
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: 24		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]		paper125
2007Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks.(2007) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 125		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.
[Full Text][Citation analysis]
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]		paper14
2016Speeding up MCMC by Efficient Data Subsampling.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2019Speeding Up MCMC by Efficient Data Subsampling.(2019) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		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]		paper2
2009Steady-state priors for vector autoregressions In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article163
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]		article124
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]		article46

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team