Mattias Villani - Central Bank Research Hub

Papers by year: All | 2011 | 2010 | 2009 | 2007 | 2005 | 2004

	Title	Other author(s)
Abstract Full text	Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios Sveriges Riksbank Working Papers [View] (Paper: 256, 28.11.2011)	Paolo Giordani Tor Jacobson Erik von Schedvin
Abstract Full text	Modeling Conditional Densities Using Finite Smooth Mixtures Sveriges Riksbank Working Papers [View] (Paper: 245, 29.09.2010)	Robert Kohn Feng Li
Abstract Full text	Bayesian Inference in Structural Second-Price common Value Auctions Sveriges Riksbank Working Papers [View] (Paper: 242, 18.06.2010)	Bertil Wegmann
Abstract Full text	Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities Sveriges Riksbank Working Papers [View] (Paper: 233, 09.11.2009)	Robert Kohn Feng Li
Abstract	Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction Sveriges Riksbank Working Papers [View] (Paper: 234, 09.11.2009)	Paolo Giordani
Abstract Full text	Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks IJCB International Journal of Central Banking [View] (Paper: 07q4a4, 30.11.2007) JEL: E37, E47, E52	Michael K. Andersson Malin Adolfson Jesper Lindé Anders Vredin
Abstract Full text	Nonparametric Regression Density Estimation Using a Mixture of Adaptive Heteroscedastic Experts Sveriges Riksbank Working Papers [View] (Paper: 211, 04.10.2007)	Robert Kohn Paolo Giordani
Abstract Full text	Evaluating An Estimated New Keynesian Small Open Economy Model Sveriges Riksbank Working Papers [View] (Paper: 203, 01.03.2007) JEL: C11, C53, E17	Jesper Lindé Stefan Laséen Malin Adolfson
Abstract Full text	Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks Sveriges Riksbank Working Papers [View] (Paper: 188, 01.10.2005) JEL: E37, E47, E52	Michael K. Andersson Anders Vredin Jesper Lindé Malin Adolfson
Abstract Full text	Bayesian Inference of General Linear Restrictions on the Cointegration Space Sveriges Riksbank Working Papers [View] (Paper: 189, 01.10.2005) JEL: C11, C12
Abstract Full text	Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model Sveriges Riksbank Working Papers [View] (Paper: 190, 01.10.2005) JEL: C11, C32, E37, E47	Jesper Lindé Malin Adolfson
Abstract Full text	Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through Sveriges Riksbank Working Papers [View] (Paper: 179, 01.04.2005) JEL: C11, E40, E47, E52	Jesper Lindé Stefan Laséen Malin Adolfson
Abstract Full text	Inference in Vector Autoregressive Models with an Informative Prior on the Steady State Sveriges Riksbank Working Papers [View] (Paper: 181, 01.04.2005) JEL: C11, C32, C53, E50
Abstract Full text	Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area Sveriges Riksbank Working Papers [View] (Paper: 180, 01.04.2005) JEL: C11, C53, E47, E52	Jesper Lindé Stefan Laséen Malin Adolfson
Abstract Full text	The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis Sveriges Riksbank Working Papers [View] (Paper: 175, 21.12.2004) JEL: C11	Rolf Larsson
Abstract Full text	A Bayesian Approach to Modelling Graphical Vector Autoregressions Sveriges Riksbank Working Papers [View] (Paper: 171, 02.11.2004) JEL: C11, C22, C52	Jukka Corander
Abstract Full text	Bayes Estimators of the Cointegration Space Sveriges Riksbank Working Papers [View] (Paper: 150, 22.05.2004) JEL: C11, C13, C32
Abstract Full text	Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs Sveriges Riksbank Working Papers [View] (Paper: 156, 22.05.2004) JEL: C11, C32, E52	Anders Warne
Full text	Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs European Central Bank Working papers [View] (Paper: 0296, 13.04.2004) JEL: C32, E52	Anders Warne

Papers by year: All | 2011 | 2010 | 2009 | 2007 | 2005 | 2004