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Information about:
Mattias Villani

Personal Details | Affiliation | Works
This is information that was supplied by Mattias Villani in registering through RePEc. If you are Mattias Villani , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Mattias
Middle Name:
Last Name: Villani
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RePEc Short-ID: pvi83

Email: [This author has chosen not to make the email address public]
Homepage: http://villani.wordpress.com
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Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2007. "Evaluating An Estimated New Keynesian Small Open Economy Model," CEPR Discussion Papers 6027, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    Published as:

  2. Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2007. "Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures," Working Paper Series 211, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]

  3. Villani, Mattias, 2005. "Bayesian Inference of General Linear Restrictions on the Cointegration Space," Working Paper Series 189, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]

  4. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005. "Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through," Working Paper Series 179, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    Published as:

  5. Adolfson, Malin & Lindé, Jesper & Villani, Mattias, 2005. "Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model," Working Paper Series 190, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006. [Downloadable!]
    Other versions:

  6. Villani, Mattias, 2005. "Inference in Vector Autoregressive Models with an Informative Prior on the Steady State," Working Paper Series 181, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]

  7. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2005. "Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area," Working Paper Series 180, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]

  8. Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders, 2005. "Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks," Working Paper Series 188, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006. [Downloadable!]
    Published as:

  9. Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004. "Bayesian Approaches to Cointegration," Discussion Papers in Economics 04/27, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:

  10. Corander, Jukka & Villani, Mattias, 2004. "A Bayesian Approach to Modelling Graphical Vector Autoregressions," Working Paper Series 171, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    Published as:

  11. Villani, Mattias & Larsson, Rolf, 2004. "The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis," Working Paper Series 175, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]

  12. Mattias Villani & Anders Warne, 2003. "Monetary policy analysis in a small open economy using bayesian cointegrated structural VARs?," Working Paper Series 296, European Central Bank. [Downloadable!]
    Other versions:

  13. Villani, Mattias, 2003. "Bayes Estimators of the Cointegration Space," Working Paper Series 150, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]

  14. Salabasis, Mickael & Villani, Mattias, 2000. "Panel Regression with Unobserved Classes," Working Paper Series in Economics and Finance 353, Stockholm School of Economics. [Downloadable!]

  15. Villani, Mattias, 1999. "Bayesian Prediction with a Cointegrated Vector Autoregression," Working Paper Series 97, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]

Articles

  1. Mattias Villani, 2009. "Steady-state priors for vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 630-650. [Downloadable!]

  2. Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias, 2008. "Evaluating an estimated new Keynesian small open economy model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2690-2721, August. [Downloadable!] (restricted)
    Other versions:

  3. Adolfson, Malin & Las?En, Stefan & Lind?, Jesper & Villani, Mattias, 2008. "Empirical Properties Of Closed- And Open-Economy Dsge Models Of The Euro Area," Macroeconomic Dynamics, Cambridge University Press, vol. 12(S1), pages 2-19, April. [Downloadable!]

  4. Malin Adolfson & Jesper Lindé & Mattias Villani, 2007. "Bayesian Analysis of DSGE Models - Some Comments," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 173-185. [Downloadable!] (restricted)

  5. Adolfson, Malin & Laseen, Stefan & Linde, Jesper & Villani, Mattias, 2007. "Bayesian estimation of an open economy DSGE model with incomplete pass-through," Journal of International Economics, Elsevier, vol. 72(2), pages 481-511, July. [Downloadable!] (restricted)
    Other versions:

  6. Malin Adolfson & Jesper Lindé & Mattias Villani, 2007. "Forecasting Performance of an Open Economy DSGE Model," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 289-328. [Downloadable!] (restricted)

  7. Malin Adolfson & Michael K. Andersson & Jesper Lindé & Mattias Villani & Anders Vredin, 2007. "Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 111-144, December. [Downloadable!]
    Other versions:

  8. Villani, Mattias, 2006. "Bayesian point estimation of the cointegration space," Journal of Econometrics, Elsevier, vol. 134(2), pages 645-664, October. [Downloadable!] (restricted)

  9. Jukka Corander & Mattias Villani, 2006. "A Bayesian Approach to Modelling Graphical Vector Autoregressions," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(1), pages 141-156, 01. [Downloadable!] (restricted)
    Other versions:

  10. Malin Adolfson & Stefan Laséen & Jesper Lindé & Mattias Villani, 2005. "Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open-Economy Model," International Finance, Blackwell Publishing, vol. 8(3), pages 509-544, December. [Downloadable!] (restricted)

  11. Villani, Mattias, 2005. "Bayesian Reference Analysis Of Cointegration," Econometric Theory, Cambridge University Press, vol. 21(02), pages 326-357, April. [Downloadable!]

  12. Malin Adolfson & Stefan Laséen & Jesper Lindé & Mattias Villani, 2005. "The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 444-457, 04/05. [Downloadable!] (restricted)

  13. Malin Adolfson & Stefan Laseen & Jesper Lindé & Mattias Villani, 2005. "An estimated New Keynesian small open economy model," Proceedings, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  14. Jukka Corander & Mattias Villani, 2004. "Bayesian assessment of dimensionality in reduced rank regression," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 58(3), pages 255-270. [Downloadable!] (restricted)

  15. Larsson, Rolf & Villani, Mattias, 2001. "A distance measure between cointegration spaces," Economics Letters, Elsevier, vol. 70(1), pages 21-27, January. [Downloadable!] (restricted)

  16. Villani, Mattias, 2001. "Bayesian prediction with cointegrated vector autoregressions," International Journal of Forecasting, Elsevier, vol. 17(4), pages 585-605. [Downloadable!] (restricted)

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2005-10-15 2007-01-28 2007-02-17
  2. NEP-DGE: Dynamic General Equilibrium (4) 2005-03-20 2005-03-20 2005-10-15 2006-03-05 Author is listed
  3. NEP-ECM: Econometrics (11) 2000-02-21 2003-10-05 2004-01-25 2004-09-30 2005-01-02 2005-03-20 2005-03-20 2005-10-15 2005-10-15 2005-10-15 2007-11-24 Author is listed
  4. NEP-EEC: European Economics (1) 2005-03-20
  5. NEP-ETS: Econometric Time Series (11) 2001-10-16 2003-10-05 2004-01-12 2004-09-30 2004-11-07 2005-03-20 2005-03-20 2005-03-20 2005-10-15 2005-10-15 2006-03-05 Author is listed
  6. NEP-FIN: Finance (1) 2005-01-02
  7. NEP-FMK: Financial Markets (1) 2005-10-04
  8. NEP-FOR: Forecasting (4) 2005-10-15 2005-10-15 2006-03-05 2007-11-24 Author is listed
  9. NEP-IFN: International Finance (2) 2007-01-28 2007-02-17
  10. NEP-MAC: Macroeconomics (10) 2004-01-12 2005-03-20 2005-03-20 2005-03-20 2005-10-04 2005-10-15 2005-10-15 2007-01-28 2007-02-17 2007-11-24 Author is listed
  11. NEP-MON: Monetary Economics (4) 2005-10-04 2005-10-15 2007-01-28 2007-02-17 Author is listed
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This page was last updated on 2009-11-5.

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