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paolo giordani
paolo giordani
Professor of Financial Econometrics, Norwegian Business School, Oslo
Verified email at bi.no
Title
Cited by
Cited by
Year
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
3222012
An alternative explanation of the price puzzle
P Giordani
Journal of Monetary Economics 51 (6), 1271-1296, 2004
2732004
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
2112008
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
1272004
A unified approach to nonlinearity, structural change, and outliers
P Giordani, R Kohn, D van Dijk
Journal of Econometrics 137 (1), 112-133, 2007
1172007
Reconsidering the role of money for output, prices and interest rates
G Favara, P Giordani
Journal of Monetary Economics 56 (3), 419-430, 2009
1072009
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
1062010
Regression density estimation using smooth adaptive Gaussian mixtures
M Villani, R Kohn, P Giordani
Journal of Econometrics 153 (2), 155-173, 2009
1012009
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
732006
Evaluating New‐Keynesian Models of a Small Open Economy
P Giordani
Oxford Bulletin of economics and Statistics 66, 713-733, 2004
652004
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
532014
Auxiliary particle filtering within adaptive Metropolis-Hastings sampling
M Pitt, R Silva, P Giordani, R Kohn
arXiv preprint arXiv:1006.1914, 2010
462010
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
342011
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
162001
Is there evidence of pessimism and doubt in subjective distributions? A comment on abel
P Giordani, P Söderlind
CEPR Discussion Paper, 2003
152003
A new early warning indicator of financial fragility in Sweden
P Giordani, E Spector, X Zhang
Economic Commentaries, 1-17, 2017
122017
Copula-type estimators for flexible multivariate density modeling using mixtures
MN Tran, P Giordani, X Mun, R Kohn, MK Pitt
Journal of Computational and Graphical Statistics 23 (4), 1163-1178, 2014
122014
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