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Villani, Mattias
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6
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Bayesian point estimation of the cointegration space
Villani, Mattias
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 645-664
Persistent link: https://www.econbiz.de/10007279800
Saved in:
2
Steady-state priors for vector autoregressions
Villani, Mattias
- In:
Journal of applied econometrics
24
(
2009
)
4
,
pp. 630-650
Persistent link: https://www.econbiz.de/10008248042
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3
Mixed frequency models: Bayesian approaches to estimation and prediction
Giordani, Paolo
;
Villani, Mattias
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 293-312
Persistent link: https://www.econbiz.de/10008391794
Saved in:
4
Forecasting Performance of an Open Economy DSGE Model
Adolfson, Malin
;
Lindé, Jesper
;
Villani, Mattias
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 289-328
Persistent link: https://www.econbiz.de/10007730237
Saved in:
5
Bayesian Analysis of DSGE Models - Some Comments
Adolfson, Malin
;
Lindé, Jesper
;
Villani, Mattias
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 173-186
Persistent link: https://www.econbiz.de/10007730245
Saved in:
6
Bayesian estimation of an open economy DSGE model with incomplete pass-through
Adolfson, Malin
;
Laséen, Stefan
;
Lindé, Jesper
; …
- In:
Journal of international economics
72
(
2007
)
2
,
pp. 481-511
Persistent link: https://www.econbiz.de/10007739000
Saved in:
7
Generalized smooth finite mixtures
Villani, Mattias
;
Kohn, Robert
;
Nott, David J.
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 121-134
Persistent link: https://www.econbiz.de/10010034683
Saved in:
8
Bayesian assessment of dimensionality in reduced rank regression
Corander, Jukka
;
Villani, Mattias
- In:
Statistica Neerlandica : journal of the Netherlands …
58
(
2004
)
3
,
pp. 255-270
Persistent link: https://www.econbiz.de/10006428673
Saved in:
9
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
Villani, Mattias
- In:
Econometric theory
21
(
2005
)
2
,
pp. 326-357
Persistent link: https://www.econbiz.de/10006960163
Saved in:
10
Bayesian prediction with cointegrated vector autoregressions
Villani, Mattias
- In:
International journal of forecasting
17
(
2001
)
4
,
pp. 585-606
Persistent link: https://www.econbiz.de/10006977006
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