Professor Mattias Villani
Professor, Linköping UniversityLinköping, Sweden
Research field: Mathematics - Statistics
Bayesian inference, computational statistics.
Publications
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Journal Article (20)
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Bertil Wegmann, Mattias Villani (2011) Bayesian Inference in Structural Second-Price Common Value Auctions, 1-15. In Journal of Business and Economic Statistics.
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Feng Li, Mattias Villani, Robert Kohn (2010) Flexible modeling of conditional distributions using smooth mixtures of asymmetric student t densities, 3638-3654. In Journal of Statistical Planning and Inference 140 (12).
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Paolo Giordani, Mattias Villani (2010) Forecasting macroeconomic time series with locally adaptive signal extraction☆, 312-325. In International Journal of Forecasting 26 (2).
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Mattias Villani, Robert Kohn, Paolo Giordani (2009) Regression density estimation using smooth adaptive Gaussian mixtures, 155-173. In Journal of Econometrics 153 (2).
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Mattias Villani (2009) Steady-state priors for vector autoregressions, 630-650. In Journal of Applied Econometrics 24 (4).
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MALIN ADOLFSON, STEFAN LASÉEN, JESPER LINDÉ et al. (2008) EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA, 2-19. In Macroeconomic Dynamics 12 (S1).
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Malin Adolfson, Stefan Laséen, Jesper Lindé et al. (2008) Evaluating an estimated new Keynesian small open economy model, 2690-2721. In Journal of Economic Dynamics and Control 32 (8).
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M ADOLFSON, S LASEEN, J LINDE et al. (2007) Bayesian estimation of an open economy DSGE model with incomplete pass-through, 481-511. In Journal of International Economics 72 (2).
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Jukka Corander, Mattias Villani (2006) A Bayesian Approach to Modelling Graphical Vector Autoregressions, 141-156. In Journal of Time Series Analysis 27 (1).
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M VILLANI (2006) Bayesian point estimation of the cointegration space, 645-664. In Journal of Econometrics 134 (2).
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Report (3)
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Feng Li, Mattias Villani Efficient Bayesian Multivariate Surface Regression.
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Mattias Villani, Robert Kohn, David Nott Generalized Smooth Finite Mixtures.
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Paolo Giordani, Tor Jacobson, Erik von Schedvin et al. Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratio.
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Web Page (1)
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M., Andersson, M., Lindé, J., Villani, M., and Vredin, A. Adolfson Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks. In International Journal of Central Banking.Download HTML (59.66 KB)
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CV
Professional Experience
2011 - Present
May 2003 - May 2011
Researcher at Sveriges Riksbank
Stockholm, Sweden
Stockholm, Sweden
Education
Sep 1996 - May 2000
Department of Statistics, Stockholm University
in Stockholm, Sweden
Ph.D.
Ph.D.
Contact Information
| Webpage: | villani.wordpress.com |
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