15
H index
22
i10 index
1696
Citations
| 15 H index 22 i10 index 1696 Citations RESEARCH PRODUCTION: 28 Articles 32 Papers RESEARCH ACTIVITY: 24 years (1999 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pvi83 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 3 |
International Journal of Forecasting | 2 |
Journal of Time Series Analysis | 2 |
Econometric Reviews | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / Sveriges Riksbank (Central Bank of Sweden) | 22 |
Papers / arXiv.org | 2 |
Working Papers / University of Sydney Business School, Discipline of Business Analytics | 2 |
Year | Title of citing document |
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2023 | Sparse 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. Full description at Econpapers || Download paper |
2024 | Hamiltonian 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 |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2023 | Factor Model of Mixtures. (2023). Uryasev, Stanislav ; Peng, Cheng. In: Papers. RePEc:arx:papers:2301.13843. Full description at Econpapers || Download paper |
2024 | Quantifying neural network uncertainty under volatility clustering. (2024). Azizi, Lamiae. In: Papers. RePEc:arx:papers:2402.14476. Full description at Econpapers || Download paper |
2024 | Inference 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 |
2023 | Brazilian 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. Full description at Econpapers || Download paper |
2023 | Fiscal 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. Full description at Econpapers || Download paper |
2024 | Liquidity 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 |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Partial 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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2024 | Merging 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 |
2023 | Bounded 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. Full description at Econpapers || Download paper |
2024 | The 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 |
2023 | The Long-Run Phillips Curve is ... a Curve. (2023). Bonomolo, Paolo ; Haque, Qazi ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:789. Full description at Econpapers || Download paper |
2023 | DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768. Full description at Econpapers || Download paper |
2023 | Measuring 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. Full description at Econpapers || Download paper |
2023 | Commodity 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. Full description at Econpapers || Download paper |
2023 | Exploring 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. Full description at Econpapers || Download paper |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2023 | Banks, nonbanks, and business cycles. (2023). Gauthier, David ; Becard, Yvan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000375. Full description at Econpapers || Download paper |
2023 | Evidence 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. Full description at Econpapers || Download paper |
2024 | Identifying 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 |
2023 | Low 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. Full description at Econpapers || Download paper |
2023 | Data-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. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Measuring 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. Full description at Econpapers || Download paper |
2023 | Do term premiums matter? Transmission via exchange rate dynamics. (2023). Takahashi, Koji ; Katagiri, Mitsuru. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001481. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Understanding 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. Full description at Econpapers || Download paper |
2023 | Subsidizing 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. Full description at Econpapers || Download paper |
2023 | Macroeconomic 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. Full description at Econpapers || Download paper |
2024 | Effectiveness 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 |
2023 | Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Nicolo, Giovanni ; Bianchi, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96640. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2024 | Online Monitoring of Policy Optimality. (2024). Einarsson, Bjarni G. In: Economics. RePEc:ice:wpaper:wp95. Full description at Econpapers || Download paper |
2023 | Corporate 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. Full description at Econpapers || Download paper |
2023 | Global 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. Full description at Econpapers || Download paper |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2024 | Quantifying 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 |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:183. Full description at Econpapers || Download paper |
2023 | Modelo de Proyección Trimestral: Una Actualización Hasta 2019. (2023). Ledesma Arista, Alan ; Florián, David ; Arrieta, Johar ; Aguirre, John ; Velez, Amilcar ; Morales, Valeria ; Martinez, Jefferson ; Florian, David ; Castillo, Luis E. In: Revista Estudios Económicos. RePEc:rbp:esteco:ree-42-01. Full description at Econpapers || Download paper |
2023 | EnhancingtheQuarterlyProjectionModel. (2023). Pirozhkova, Ekaterina ; Rudi, Luchelle Soobyah ; Rakgalakane, Jeffrey. In: Working Papers. RePEc:rbz:wpaper:11044. Full description at Econpapers || Download paper |
2023 | Enhancing the Quarterly Projection Model. (2023). Soobyah, Luchelle ; Steinbach, Rudi ; Rakgalakane, Jeffrey ; Pirozhkova, Ekaterina. In: Working Papers. RePEc:rbz:wpaper:11048. Full description at Econpapers || Download paper |
2023 | New 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. Full description at Econpapers || Download paper |
2023 | Semiparametric 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. Full description at Econpapers || Download paper |
2023 | Applicability 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Structural 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. Full description at Econpapers || Download paper |
2023 | Real?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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Active 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Bayesian 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 | |
2011 | Bayesian Inference in Structural Second-Price Common Value Auctions In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2010 | Bayesian 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 | |
2011 | Bayesian 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 | |
2005 | Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open?Economy Model In: International Finance. [Full Text][Citation analysis] | article | 20 |
2001 | Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
2006 | A Bayesian Approach to Modelling Graphical Vector Autoregressions In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 12 |
2004 | A Bayesian Approach to Modelling Graphical Vector Autoregressions.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2013 | Efficient Bayesian Multivariate Surface Regression In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 3 |
2004 | Bayesian assessment of dimensionality in reduced rank regression In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 4 |
2007 | Evaluating An Estimated New Keynesian Small Open Economy Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 275 |
2008 | Evaluating 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: 275 | article | |
2007 | Evaluating An Estimated New Keynesian Small Open Economy Model.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 275 | paper | |
2005 | BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 27 |
2014 | Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 13 |
2011 | Taking 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 | |
2008 | EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 30 |
2003 | Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs In: Working Paper Series. [Full Text][Citation analysis] | paper | 30 |
2003 | Monetary 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: 30 | paper | |
2001 | A distance measure between cointegration spaces In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2006 | Bayesian point estimation of the cointegration space In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
2009 | Regression density estimation using smooth adaptive Gaussian mixtures In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
2012 | Generalized smooth finite mixtures In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
2007 | Bayesian estimation of an open economy DSGE model with incomplete pass-through In: Journal of International Economics. [Full Text][Citation analysis] | article | 635 |
2005 | Bayesian 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: 635 | paper | |
2001 | Bayesian prediction with cointegrated vector autoregressions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
1999 | Bayesian Prediction with a Cointegrated Vector Autoregression.(1999) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2010 | Forecasting macroeconomic time series with locally adaptive signal extraction In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
2009 | Forecasting 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 | |
2005 | Bayesian approaches to cointegratrion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 10 |
2004 | Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2005 | An estimated New Keynesian small open economy model In: Proceedings. [Full Text][Citation analysis] | article | 24 |
2000 | Panel Regression with Unobserved Classes In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
2003 | Bayes Estimators of the Cointegration Space In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2004 | The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2005 | Are 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] | paper | 10 |
2005 | Inference in Vector Autoregressive Models with an Informative Prior on the Steady State In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2006 | Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks In: Working Paper Series. [Full Text][Citation analysis] | paper | 126 |
2007 | Modern 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: 126 | article | |
2005 | Bayesian Inference of General Linear Restrictions on the Cointegration Space In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2006 | Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model In: Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
2005 | Forecasting 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 | |
2007 | Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2009 | Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Modeling Conditional Densities Using Finite Smooth Mixtures In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2013 | Dynamic mixture-of-experts models for longitudinal and discrete-time survival data In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2015 | SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2016 | Speeding up MCMC by Efficient Data Subsampling.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2019 | Speeding 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: 11 | article | |
2015 | SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Hamiltonian Monte Carlo with Energy Conserving Subsampling In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2009 | Steady-state priors for vector autoregressions In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 154 |
2020 | DOLDA: a regularized supervised topic model for high-dimensional multi-class regression In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
2018 | Subsampling MCMC - an Introduction for the Survey Statistician In: Sankhya A: The Indian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
2016 | Block-Wise Pseudo-Marginal Metropolis-Hastings In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Bayesian Analysis of DSGE Models—Some Comments In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2007 | Forecasting Performance of an Open Economy DSGE Model In: Econometric Reviews. [Full Text][Citation analysis] | article | 120 |
2005 | The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 45 |
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