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Details about Paolo Giordani

E-mail:
Homepage:http://www.riksbank.com/templates/Page.aspx?id=22013
Workplace:Sveriges Riksbank (Central Bank of Sweden), (more information at EDIRC)

Access statistics for papers by Paolo Giordani.

Last updated 2015-11-25. Update your information in the RePEc Author Service.

Short-id: pgi30


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Working Papers

2011

  1. Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (8)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2014)

2010

  1. Adaptive hybrid Metropolis-Hastings samplers for DSGE models
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (6)

2009

  1. Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2010)

2007

  1. Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (2)

2006

  1. Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (23)
    See also Journal Article in Journal of Business & Economic Statistics (2008)

2003

  1. Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel
    SIFR Research Report Series, Institute for Financial Research Downloads View citations (6)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2003) Downloads View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (9)
  2. Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (12)
    See also Journal Article in Journal of Economic Dynamics and Control (2004)

2002

  1. Reconsidering the Role of Money for Output, Prices and Interest Rates
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (16)
    See also Journal Article in Journal of Monetary Economics (2009)

2001

  1. An Alternative Explanation of the Price Puzzle
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (4)
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2001) Downloads View citations (6)

    See also Journal Article in Journal of Monetary Economics (2004)
  2. Constitutions and Central Bank Independence: An Objection to McCallum's Second Fallacy
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (2)
  3. Inflation Forecast Uncertainty
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (1)
    See also Journal Article in European Economic Review (2003)
  4. Stronger evidence of long-run neutrality: a comment on Bernanke and Mihov
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads

Journal Articles

2014

  1. Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios
    Journal of Financial and Quantitative Analysis, 2014, 49, (04), 1071-1099 Downloads View citations (3)
    See also Working Paper (2011)

2012

  1. Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage
    Journal of Financial Econometrics, 2012, 11, (1), 154-192 Downloads View citations (2)
  2. On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
    Journal of Econometrics, 2012, 171, (2), 134-151 Downloads View citations (23)

2011

  1. Structural breaks, parameter uncertainty, and term structure puzzles
    Journal of Financial Economics, 2011, 102, (1), 222-232 Downloads

2010

  1. Forecasting macroeconomic time series with locally adaptive signal extraction
    International Journal of Forecasting, 2010, 26, (2), 312-325 Downloads View citations (12)
    See also Working Paper (2009)

2009

  1. Reconsidering the role of money for output, prices and interest rates
    Journal of Monetary Economics, 2009, 56, (3), 419-430 Downloads View citations (54)
    See also Working Paper (2002)
  2. Regression density estimation using smooth adaptive Gaussian mixtures
    Journal of Econometrics, 2009, 153, (2), 155-173 Downloads View citations (9)

2008

  1. Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
    Journal of Business & Economic Statistics, 2008, 26, 66-77 Downloads View citations (49)
    See also Working Paper (2006)

2007

  1. A unified approach to nonlinearity, structural change, and outliers
    Journal of Econometrics, 2007, 137, (1), 112-133 Downloads View citations (52)

2006

  1. A cautionary note on outlier robust estimation of threshold models
    Journal of Forecasting, 2006, 25, (1), 37-47 Downloads View citations (2)
  2. Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle
    Journal of Economic Dynamics and Control, 2006, 30, (6), 1027-1043 Downloads View citations (24)

2004

  1. An alternative explanation of the price puzzle
    Journal of Monetary Economics, 2004, 51, (6), 1271-1296 Downloads View citations (117)
    See also Working Paper (2001)
  2. Evaluating New-Keynesian Models of a Small Open Economy
    Oxford Bulletin of Economics and Statistics, 2004, 66, (s1), 713-733 Downloads View citations (27)
  3. Solution of macromodels with Hansen-Sargent robust policies: some extensions
    Journal of Economic Dynamics and Control, 2004, 28, (12), 2367-2397 Downloads View citations (64)
    See also Working Paper (2003)

2003

  1. Inflation forecast uncertainty
    European Economic Review, 2003, 47, (6), 1037-1059 Downloads View citations (129)
    See also Working Paper (2001)
  2. On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence
    The B.E. Journal of Macroeconomics, 2003, 3, (1), 1-15 Downloads View citations (4)
 
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