Mattias Villani
Names
first: 
Mattias 
last: 
Villani 
Contact
Affiliations

Statistiska institutionen, Stockholms universitet (weight: 50%)
 English name: Department of Statistics, Stockholm University
 website
 location: Sweden, Stockholm

Institutionen för datavetenskap (weight: 50%)
 English name: Department of Computer and Information Science
 website
 location: Sweden, Linköping
Research profile
author of:

Bayesian Inference of General Linear Restrictions on the Cointegration Space
by Villani, Mattias

Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
by Adolfson, Malin & Lindé, Jesper & Villani, Mattias

Bayesian prediction with cointegrated vector autoregressions
by Villani, Mattias

Are Constant Interest Rate Forecasts Modest Policy Interventions? Evidence from a Dynamic Open‐Economy Model
by Malin Adolfson & Stefan Laséen & Jesper Lindé & Mattias Villani

Bayesian Estimation of an Open Economy DSGE Model with Incomplete PassThrough
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

A distance measure between cointegration spaces
by Larsson, Rolf & Villani, Mattias

Bayes Estimators of the Cointegration Space
by Villani, Mattias

Bayesian Prediction with a Cointegrated Vector Autoregression
by Villani, Mattias

Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
by Villani, Mattias

Panel Regression with Unobserved Classes
by Salabasis, Mickael & Villani, Mattias

The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
by Villani, Mattias & Larsson, Rolf

Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks
by Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders

A Bayesian Approach to Modelling Graphical Vector Autoregressions
by Jukka Corander & Mattias Villani

Are Constant Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

A Bayesian Approach to Modelling Graphical Vector Autoregressions
by Corander, Jukka & Villani, Mattias

The Role of Sticky Prices in an Open Economy DSGE Model: A Bayesian Investigation
by Malin Adolfson & Stefan Laséen & Jesper Lindé & Mattias Villani

Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs
by Villani, Mattias & Warne, Anders

Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
by Mattias Villani & Malin Adolfson & Jesper Linde

Bayesian point estimation of the cointegration space
by Villani, Mattias

Evaluating An Estimated New Keynesian Small Open Economy Model
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

Evaluating An Estimated New Keynesian Small Open Economy Model
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

Bayesian assessment of dimensionality in reduced rank regression
by Jukka Corander & Mattias Villani

Bayesian estimation of an open economy DSGE model with incomplete passthrough
by Adolfson, Malin & Laseen, Stefan & Linde, Jesper & Villani, Mattias

Forecasting Performance of an Open Economy DSGE Model
by Malin Adolfson & Jesper Linde & Mattias Villani

Bayesian Analysis of DSGE Models—Some Comments
by Malin Adolfson & Jesper Linde & Mattias Villani

Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures
by Villani, Mattias & Kohn, Robert & Giordani, Paolo

Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks
by Malin Adolfson & Michael K. Andersson & Jesper Lindé & Mattias Villani & Anders Vredin

EMPIRICAL PROPERTIES OF CLOSED AND OPENECONOMY DSGE MODELS OF THE EURO AREA
by ADOLFSON, MALIN & LASÃ‰EN, STEFAN & LINDÃ‰, JESPER & VILLANI, MATTIAS

An estimated New Keynesian small open economy model
by Malin Adolfson & Stefan Laseen & Jesper Linde & Mattias Villani

Evaluating an estimated new Keynesian small open economy model
by Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Villani, Mattias

BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
by Villani, Mattias

Steadystate priors for vector autoregressions
by Mattias Villani

Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities
by Li, Feng & Villani, Mattias & Kohn, Robert

Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction
by Giordani, Paolo & Villani, Mattias

Regression density estimation using smooth adaptive Gaussian mixtures
by Villani, Mattias & Kohn, Robert & Giordani, Paolo

Forecasting macroeconomic time series with locally adaptive signal extraction
by Giordani, Paolo & Villani, Mattias

Bayesian Inference in Structural SecondPrice common Value Auctions
by Wegmann , Bertil & Villani, Mattias

Modeling Conditional Densities Using Finite Smooth Mixtures
by Li, Feng & Villani, Mattias & Kohn, Robert

Bayesian Inference in Structural SecondPrice Common Value Auctions
by Wegmann, Bertil & Villani, Mattias

Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios
by Giordani, Paolo & Jacobson, Tor & von Schedvin , Erik & Villani, Mattias

Generalized smooth finite mixtures
by Villani, Mattias & Kohn, Robert & Nott, David J.

Dynamic mixtureofexperts models for longitudinal and discretetime survival data
by Quiroz, Matias & Villani, Mattias

Bayesian Approaches to Cointegration
by Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani

Bayesian optimisation for fast approximate inference in statespace models with intractable likelihoods
by Johan Dahlin & Mattias Villani & Thomas B. Sch\"on

SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING
by Quiroz, Matias & Villani, Mattias & Kohn, Robert

Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios
by Giordani, Paolo & Jacobson, Tor & Schedvin, Erik von & Villani, Mattias

Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs
by Warne, Anders & Villani, Mattias

Bayesian Inference in Structural SecondPrice Common Value Auctions
by Bertil Wegmann & Mattias Villani

Subsampling MCMC  an Introduction for the Survey Statistician
by Matias Quiroz & Mattias Villani & Robert Kohn & MinhNgoc Tran & KhueDung Dang

Speeding up MCMC by Efficient Data Subsampling
by Kohn, Robert & Quiroz, Matias & Tran, MinhNgoc & Villani, Mattias

Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes
by Mattias Villani

SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR
by Quiroz, Matias & Villani, Mattias & Kohn, Robert

Bayesian approaches to cointegratrion
by Koop, G. & Strachan, R. W. & van Dijk, H. K. & Villani, M.

BlockWise PseudoMarginal MetropolisHastings
by Kohn, R. & Quiroz, M. & Tran, M.N. & Villani, M.

Efficient Bayesian Multivariate Surface Regression
by Feng Li & Mattias Villani