Mattias Villani

Bayesian estimation of an open economy DSGE model with incomplete pass-through

Malin Adolfson, Stefan Laséen, Jesper Lindé et al. · Journal of International Economics · 2007 · 797 citations

Dynamic Economic Model, Economics, Econometric Model +10

Steady‐state priors for vector autoregressions

Mattias Villani · Journal of Applied Econometrics · 2009 · 214 citations

Engineering, Macroeconomic Forecasting, Applied Econometrics +18

Forecasting Performance of an Open Economy DSGE Model

Malin Adolfson, Jesper Lindé, Mattias Villani · Econometric Reviews · 2007 · 167 citations

Forecasting Methodology, Engineering, Forecasting Performance +20

Speeding Up MCMC by Efficient Data Subsampling

Matias Quiroz, Robert Kohn, Mattias Villani et al. · Journal of the American Statistical Association · 2018 · 156 citations · Full text

Evaluating an Estimated New Keynesian Small Open Economy Model

Malin Adolfson, Jesper Lindé, Stefan Laséen et al. · SSRN Electronic Journal · 2007 · 123 citations · Full text

Monetary Policy, Economics, Open Economy Macroeconomics +5