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paolo giordani
paolo giordani
Professor of Financial Econometrics, Norwegian Business School, Oslo
Verifierad e-postadress på bi.no
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On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
MK Pitt, R dos Santos Silva, P Giordani, R Kohn
Journal of Econometrics 171 (2), 134-151, 2012
3632012
An alternative explanation of the price puzzle
P Giordani
Journal of Monetary Economics 51 (6), 1271-1296, 2004
2762004
Efficient Bayesian inference for multiple change-point and mixture innovation models
P Giordani, R Kohn
Journal of Business & Economic Statistics 26 (1), 66-77, 2008
2222008
Solution of macromodels with Hansen–Sargent robust policies: some extensions
P Giordani, P Söderlind
Journal of Economic Dynamics and control 28 (12), 2367-2397, 2004
1322004
Reconsidering the role of money for output, prices and interest rates
G Favara, P Giordani
Journal of Monetary Economics 56 (3), 419-430, 2009
1192009
A unified approach to nonlinearity, structural change, and outliers
P Giordani, R Kohn, D van Dijk
Journal of Econometrics 137 (1), 112-133, 2007
1192007
Adaptive independent Metropolis–Hastings by fast estimation of mixtures of normals
P Giordani, R Kohn
Journal of Computational and Graphical Statistics 19 (2), 243-259, 2010
1172010
Regression density estimation using smooth adaptive Gaussian mixtures
M Villani, R Kohn, P Giordani
Journal of Econometrics 153 (2), 155-173, 2009
1092009
Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle
P Giordani, P Söderlind
Journal of Economic Dynamics and Control 30 (6), 1027-1043, 2006
762006
Taking the twists into account: Predicting firm bankruptcy risk with splines of financial ratios
P Giordani, T Jacobson, E Von Schedvin, M Villani
Journal of Financial and Quantitative Analysis 49 (4), 1071-1099, 2014
682014
Evaluating New‐Keynesian Models of a Small Open Economy
P Giordani
Oxford Bulletin of economics and Statistics 66, 713-733, 2004
682004
Auxiliary particle filtering within adaptive Metropolis-Hastings sampling
M Pitt, R Silva, P Giordani, R Kohn
arXiv preprint arXiv:1006.1914, 2010
482010
Bayesian inference for time series state space models
P Giordani, M Pitt, R Kohn
The Oxford Handbook of Bayesian Econometrics, 2011
372011
Forecasting macroeconomic time series with locally adaptive signal extraction
P Giordani, M Villani
International Journal of Forecasting 26 (2), 312-325, 2010
372010
Adaptive hybrid Metropolis-Hastings samplers for DSGE models
I Strid, P Giordani, R Kohn
SSE/EFI Working Paper Series in Economics and Finance, 2010
22*2010
A unified approach to nonlinearity, outliers and structural breaks
P Giordani, R Kohn, D van Dijk
Journal of Econometrics 137, 112-137, 2007
202007
A new early warning indicator of financial fragility in Sweden
P Giordani, E Spector, X Zhang
Economic Commentaries, 1-17, 2017
182017
Solution of macromodels with Hansen-Sargent robust policies: summary and some extensions
P Giordani, P Söderlind
SSE/EFI Working Paper Series in Economics and Finance, 2002
172002
Constitutions and Central-Bank Independence: An Objection to'Mccallum's Second Fallacy'
P Giordani, G Spagnolo
Stockholm School of Econ./EFI Working Paper, 2001
172001
Is there evidence of pessimism and doubt in subjective distributions? A comment on abel
P Giordani, P Söderlind
CEPR Discussion Paper, 2003
152003
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Artiklar 1–20