paolo giordani
paolo giordani
visiting professor, Norwegian Business School, Oslo
Verified email at bi.no
Title
Cited by
Cited by
Year
Inflation forecast uncertainty
P Giordani, P Söderlind
European Economic Review 47 (6), 1037-1059, 2003
4322003
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
2922012
An alternative explanation of the price puzzle
P Giordani
Journal of Monetary Economics 51 (6), 1271-1296, 2004
2402004
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
1932008
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
1232004
A unified approach to nonlinearity, structural change, and outliers
P Giordani, R Kohn, D van Dijk
Journal of Econometrics 137 (1), 112-133, 2007
1102007
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
982010
Reconsidering the role of money for output, prices and interest rates
G Favara, P Giordani
Journal of Monetary Economics 56 (3), 419-430, 2009
982009
Regression density estimation using smooth adaptive Gaussian mixtures
M Villani, R Kohn, P Giordani
Journal of Econometrics 153 (2), 155-173, 2009
932009
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
722006
Evaluating New‐Keynesian Models of a Small Open Economy
P Giordani
Oxford Bulletin of economics and Statistics 66, 713-733, 2004
632004
Up the stairs, down the elevator: valuation ratios and shape predictability in the distribution of stock returns
P Giordani, M Halling
Swedish House of Finance Research Paper, 2018
43*2018
Auxiliary particle filtering within adaptive Metropolis-Hastings sampling
M Pitt, R Silva, P Giordani, R Kohn
arXiv preprint arXiv:1006.1914, 2010
432010
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
402014
Forecasting macroeconomic time series with locally adaptive signal extraction
P Giordani, M Villani
International Journal of Forecasting 26 (2), 312-325, 2010
382010
Bayesian inference for time series state space models
P Giordani, M Pitt, R Kohn
The Oxford Handbook of Bayesian Econometrics, 2011
292011
A unified approach to nonlinearity, outliers and structural breaks
P Giordani, R Kohn, D van Dijk
Journal of Econometrics 137, 112-137, 2007
212007
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
152001
A new early warning indicator of financial fragility in Sweden
P Giordani, E Spector, X Zhang
Economic Commentaries, 1-17, 2017
112017
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Articles 1–20