Details about Paolo Giordani

Access statistics for papers by Paolo Giordani.

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

Short-id: pgi30

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) View citations (13)
   See also Journal Article Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios, Journal of Financial and Quantitative Analysis, Cambridge University Press (2014) View citations (14) (2014)

2010

2. Adaptive hybrid Metropolis-Hastings samplers for DSGE models
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (8)

2009

3. Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (1)
   See also Journal Article Forecasting macroeconomic time series with locally adaptive signal extraction, International Journal of Forecasting, Elsevier (2010) View citations (23) (2010)

2007

4. Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (3)

2006

5. Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (23)
   See also Journal Article Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models, Journal of Business & Economic Statistics, American Statistical Association (2008) View citations (106) (2008)

2003

6. Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
   Also in SIFR Research Report Series, Institute for Financial Research (2003) View citations (6)
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2003) View citations (6)
7. Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (11)
   See also Journal Article Solution of macromodels with Hansen-Sargent robust policies: some extensions, Journal of Economic Dynamics and Control, Elsevier (2004) View citations (114) (2004)

2002

8. Reconsidering the Role of Money for Output, Prices and Interest Rates
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (16)
   See also Journal Article Reconsidering the role of money for output, prices and interest rates, Journal of Monetary Economics, Elsevier (2009) View citations (81) (2009)

2001

9. An Alternative Explanation of the Price Puzzle
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (5)
   Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2001) View citations (7)
   See also Journal Article An alternative explanation of the price puzzle, Journal of Monetary Economics, Elsevier (2004) View citations (180) (2004)
10. 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 View citations (5)
11. Inflation Forecast Uncertainty
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (1)
    See also Journal Article Inflation forecast uncertainty, European Economic Review, Elsevier (2003) View citations (234) (2003)
12. 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 View citations (1)

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, (4), 1071-1099 View citations (14)
   See also Working Paper Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios, Working Paper Series (2011) View citations (13) (2011)

2012

2. Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage
   Journal of Financial Econometrics, 2012, 11, (1), 154-192 View citations (3)
3. On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
   Journal of Econometrics, 2012, 171, (2), 134-151 View citations (91)

2011

4. Structural breaks, parameter uncertainty, and term structure puzzles
   Journal of Financial Economics, 2011, 102, (1), 222-232 View citations (2)

2010

5. Forecasting macroeconomic time series with locally adaptive signal extraction
   International Journal of Forecasting, 2010, 26, (2), 312-325 View citations (23)
   See also Working Paper Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction, Working Paper Series (2009) View citations (1) (2009)

2009

6. Reconsidering the role of money for output, prices and interest rates
   Journal of Monetary Economics, 2009, 56, (3), 419-430 View citations (81)
   See also Working Paper Reconsidering the Role of Money for Output, Prices and Interest Rates, SSE/EFI Working Paper Series in Economics and Finance (2002) View citations (16) (2002)
7. Regression density estimation using smooth adaptive Gaussian mixtures
   Journal of Econometrics, 2009, 153, (2), 155-173 View citations (31)

2008

8. Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
   Journal of Business & Economic Statistics, 2008, 26, 66-77 View citations (106)
   See also Working Paper Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models, Working Paper Series (2006) View citations (23) (2006)

2007

9. A unified approach to nonlinearity, structural change, and outliers
   Journal of Econometrics, 2007, 137, (1), 112-133 View citations (77)

2006

10. A cautionary note on outlier robust estimation of threshold models
    Journal of Forecasting, 2006, 25, (1), 37-47 View citations (4)
11. 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 View citations (43)

2004

12. An alternative explanation of the price puzzle
    Journal of Monetary Economics, 2004, 51, (6), 1271-1296 View citations (180)
    See also Working Paper An Alternative Explanation of the Price Puzzle, Working Paper Series (2001) View citations (5) (2001)
13. Evaluating New‐Keynesian Models of a Small Open Economy
    Oxford Bulletin of Economics and Statistics, 2004, 66, (s1), 713-733 View citations (32)
14. Solution of macromodels with Hansen-Sargent robust policies: some extensions
    Journal of Economic Dynamics and Control, 2004, 28, (12), 2367-2397 View citations (114)
    See also Working Paper Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions, SSE/EFI Working Paper Series in Economics and Finance (2003) View citations (11) (2003)

2003

15. Inflation forecast uncertainty
    European Economic Review, 2003, 47, (6), 1037-1059 View citations (234)
    See also Working Paper Inflation Forecast Uncertainty, SSE/EFI Working Paper Series in Economics and Finance (2001) View citations (1) (2001)
16. On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence
    The B.E. Journal of Macroeconomics, 2003, 3, (1), 15 View citations (6)