Concepedia

Mattias Villani

MV

Statistics

Publications

54

Citations

3K

H-Index

27

Active since

2001

Affiliations

Stockholm University(Current)

Swedish National Bank

Linköping University

UNSW Sydney

Australian Institute of Business

Mattias Villani is an author at Stockholm University specializing in econometrics, economics, and bayesian econometrics.

ORCID

Publications per year

2001–2022

54

Publications

54

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 · 805 citations

, , +16

Steady‐state priors for vector autoregressions

Mattias Villani · Journal of Applied Econometrics · 2009 · 217 citations

, , +16

Forecasting Performance of an Open Economy DSGE Model

Malin Adolfson, Jesper Lindé, Mattias Villani · Econometric Reviews · 2007 · 171 citations

, , +17

Speeding Up MCMC by Efficient Data Subsampling

Matias Quiroz, Robert Kohn, Mattias Villani et al. · Journal of the American Statistical Association · 2018 · 160 citations · Full text

, , +16

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

, , +16

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