| Bayesian estimation of an open economy DSGE model with incomplete pass-through M Adolfson, S Laséen, J Lindé, M Villani Journal of International Economics 72 (2), 481-511, 2007 | 1330 | 2007 |
| Evaluating an estimated new Keynesian small open economy model M Adolfson, S Laséen, J Lindé, M Villani Journal of Economic Dynamics and Control 32 (8), 2690-2721, 2008 | 528 | 2008 |
| Steady‐state priors for vector autoregressions M Villani Journal of Applied Econometrics 24 (4), 630-650, 2009 | 308 | 2009 |
| Speeding up MCMC by efficient data subsampling M Quiroz, R Kohn, M Villani, MN Tran Journal of the American Statistical Association 114 (526), 831-843, 2019 | 281 | 2019 |
| Modern forecasting methods in action: improving macroeconomic analyses at central banks M Adolfson, M Andersson, J Lindé, M Villani, A Vredin International Journal of Central Banking 3 (4), 111-144, 2007 | 223* | 2007 |
| Forecasting performance of an open economy DSGE model M Adolfson, J Lindé, M Villani Econometric Reviews 26 (2-4), 289-328, 2007 | 215 | 2007 |
| Regression density estimation using smooth adaptive Gaussian mixtures M Villani, R Kohn, P Giordani Journal of Econometrics 153 (2), 155-173, 2009 | 125 | 2009 |
| RAMSES-a new general equilibrium model for monetary policy analysis M Adolfson, S Laséen, J Lindé, M Villani Sveriges Riksbank Economic Review 2, 2007 | 113 | 2007 |
| BROCCOLI: Software for fast fMRI analysis on many-core CPUs and GPUs A Eklund, P Dufort, M Villani, S LaConte Frontiers in Neuroinformatics, 208, 2015 | 103 | 2015 |
| Bayesian reference analysis of cointegration M Villani Econometric Theory 21 (2), 326-357, 2005 | 91 | 2005 |
| The role of sticky prices in an open economy DSGE model: a Bayesian investigation M Adolfson, S Laséen, J Lindé, M Villani Journal of the European Economic Association 3 (2-3), 444-457, 2005 | 90 | 2005 |
| Bayesian approaches to cointegration G Koop, R Strachan, H Van Dijk, M Villani Palgrave Handbook of Econometrics, 871-898, 2006 | 84 | 2006 |
| 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, 2011 | 82 | 2011 |
| Regression density estimation with variational methods and stochastic approximation DJ Nott, SL Tan, M Villani, R Kohn Journal of Computational and Graphical Statistics 21 (3), 797-820, 2012 | 67 | 2012 |
| The block-Poisson estimator for optimally tuned exact subsampling MCMC M Quiroz, MN Tran, M Villani, R Kohn, KD Dang Journal of Computational and Graphical Statistics, 2021, 2021 | 62* | 2021 |
| Hamiltonian Monte Carlo with energy conserving subsampling KD Dang, M Quiroz, R Kohn, MN Tran, M Villani Journal of Machine Learning Research 100, 2019 | 59 | 2019 |
| Empirical properties of closed and open-economy DSGE models of the euro area M Adolfson, S Laséen, J Lindé, M Villani Macroeconomic Dynamics 12 (S1), 2-19, 2008 | 56 | 2008 |
| The block pseudo-marginal sampler MN Tran, R Kohn, M Quiroz, M Villani arXiv preprint arXiv:1603.02485, 2016 | 55* | 2016 |
| The multivariate split normal distribution and asymmetric principal components analysis M Villani, R Larsson Communications in Statistics-Theory and Methods 35 (6), 1123-1140, 2006 | 55 | 2006 |
| Speeding up MCMC by delayed acceptance and data subsampling M Quiroz, MN Tran, M Villani, R Kohn Journal of Computational and Graphical Statistics 27 (1), 12-22, 2018 | 52 | 2018 |
robert kohnProfessor of Economics University of New South WalesVerified email at unsw.edu.au
