Mattias Villani - Central Bank Research Hub

Papers by year: All | 2013 | 2011 | 2010 | 2009 | 2007 | 2005 | 2004

Title Other author(s)

Dynamic mixture-of-experts models for longitudinal and discrete-time survival data

Sveriges Riksbank Working Papers [View] (Paper: 268, 24.07.2013)

Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios

Sveriges Riksbank Working Papers [View] (Paper: 256, 28.11.2011)

Modeling Conditional Densities Using Finite Smooth Mixtures

Sveriges Riksbank Working Papers [View] (Paper: 245, 29.09.2010)

Bayesian Inference in Structural Second-Price common Value Auctions

Sveriges Riksbank Working Papers [View] (Paper: 242, 18.06.2010)

Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction

Sveriges Riksbank Working Papers [View] (Paper: 234, 09.11.2009)

Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities

Sveriges Riksbank Working Papers [View] (Paper: 233, 09.11.2009)

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

Nonparametric Regression Density Estimation Using a Mixture of Adaptive Heteroscedastic Experts

Sveriges Riksbank Working Papers [View] (Paper: 211, 04.10.2007)

Evaluating An Estimated New Keynesian Small Open Economy Model

Sveriges Riksbank Working Papers [View] (Paper: 203, 01.03.2007)

JEL: C11, C53, E17

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

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

Bayesian Inference of General Linear Restrictions on the Cointegration Space

Sveriges Riksbank Working Papers [View] (Paper: 189, 01.10.2005)

JEL: C11, C12

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

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

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

The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis

Sveriges Riksbank Working Papers [View] (Paper: 175, 21.12.2004)

JEL: C11

A Bayesian Approach to Modelling Graphical Vector Autoregressions

Sveriges Riksbank Working Papers [View] (Paper: 171, 02.11.2004)

JEL: C11, C22, C52

Bayes Estimators of the Cointegration Space

Sveriges Riksbank Working Papers [View] (Paper: 150, 22.05.2004)

JEL: C11, C13, C32

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

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

Papers by year: All | 2013 | 2011 | 2010 | 2009 | 2007 | 2005 | 2004