Paolo Giordani

Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

20

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3,543

SSRN CITATIONS
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Top 6,605

in Total Papers Citations

107

CROSSREF CITATIONS

92

Scholarly Papers (20)

1.

Valuation Ratios and Shape Predictability in the Distribution of Stock Returns

Swedish House of Finance Research Paper No. 17-5
Number of pages: 60 Posted: 19 Dec 2016 Last Revised: 22 Dec 2019
Paolo Giordani and Michael Halling
Norwegian Business School and University of Luxembourg
Downloads 496 (78,785)
Citation 4

Abstract:

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return predictability, valuation ratios, skewness

2.

An Alternative Explanation of the Price Puzzle

Stockholm School of Econ./EFI Working Paper No. 414
Number of pages: 40 Posted: 22 Apr 2001
Paolo Giordani
Norwegian Business School
Downloads 360 (114,356)
Citation 16

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VAR, monetary policy, misspecification, output gap, technology shocks

3.

Inflation Forecast Uncertainty

Stockholm School of Economics EFI Working Paper No. 384, European Economic Review, Vol. 47, pp.1037-1059, 2003
Number of pages: 37 Posted: 24 Nov 2001 Last Revised: 15 Jun 2013
Paolo Giordani and Paul Söderlind
Norwegian Business School and University of St. Gallen
Downloads 355 (116,095)
Citation 41

Abstract:

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survey data, Survey of Professional Forecasters, GDP growth, VAR, T-GARCH

4.

Constitutions and Central-Bank Independence: An Objection to 'Mccallum's Second Fallacy'

Stockholm School of Econ./EFI Working Paper No. 426
Number of pages: 18 Posted: 07 May 2001
Paolo Giordani and Giancarlo Spagnolo
Norwegian Business School and Stockholm School of Economics (SITE)
Downloads 294 (141,934)
Citation 6

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constitution, delegation, inertia, renegotiation costs, separation of powers

5.

Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions

Journal of Economic Dynamics and Control, Vol. 28, pp. 2367-2397, 2004, Stockholm School of Economics Working Paper No. 499
Number of pages: 38 Posted: 22 Jul 2002 Last Revised: 15 Jun 2013
Paolo Giordani and Paul Söderlind
Norwegian Business School and University of St. Gallen
Downloads 274 (152,550)
Citation 23

Abstract:

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robustness, model uncertainty, Schur decomposition, discretion, simple rules

6.

Smartboost Learning for Tabular Data

Number of pages: 33 Posted: 06 Dec 2021 Last Revised: 16 May 2022
Paolo Giordani
Norwegian Business School
Downloads 227 (183,398)

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nonlinear regression, boosting, smooth symmetric trees, oblivious trees, Bayesian priors, cross-validation, marginal effects

7.

Adaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals

Number of pages: 35 Posted: 12 Jan 2008
Paolo Giordani and Robert Kohn
Norwegian Business School and University of New South Wales - School of Economics and School of Banking and Finance
Downloads 219 (189,707)
Citation 3

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Clustering, Gibbs sampling, Markov chain, Monte Carlo

8.

Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models

Giordani, Paolo, and Robert, Kohn, “Efficient Bayesian Inference for Multiple Change Point and Mixture Innovation Models,” Journal of Business and Economic Statistics, 2008, 26, 66-77.
Number of pages: 28 Posted: 28 Feb 2006 Last Revised: 20 May 2019
Paolo Giordani and Robert Kohn
Norwegian Business School and University of New South Wales - School of Economics and School of Banking and Finance
Downloads 188 (218,140)
Citation 18

Abstract:

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Structural breaks, Parameter instability, Change-point, State-space, Mixtures, Discrete latent variables, Adaptive Metropolis-Hastings

9.

Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios

Riksbank Research Paper Series No. 87, Sveriges Riksbank Working Paper Series, No. 256
Number of pages: 47 Posted: 23 Feb 2012
Norwegian Business School, Sveriges Riksbank - Research Division, Sveriges Riksbank and Linkoping University
Downloads 167 (241,266)
Citation 7

Abstract:

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bankruptcy risk model, micro-data, logistic spline regression, financial ratios

10.

Structural Breaks, Parameter Uncertainty and Term Structure Puzzles

George Bulkley, and Paolo Giordani “Structural Breaks, Parameter Uncertainty, and Term Structure Puzzles” Journal of Financial Economics, 2011, 102, 222-232.
Number of pages: 41 Posted: 29 Dec 2010 Last Revised: 20 May 2019
George Bulkley and Paolo Giordani
University of Bristol and Norwegian Business School
Downloads 155 (256,810)

Abstract:

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Change-Point, Learning, Expectations Hypothesis

11.

Stronger Evidence of Long-Run Neutrality: A Comment on Bernanke and Mihov

SSE/EFI Economics and Finance Working Paper No. 441
Number of pages: 12 Posted: 04 May 2001
Paolo Giordani
Norwegian Business School
Downloads 145 (271,028)

Abstract:

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long-run money neutrality, technology shocks, output gap, VAR misspecification

12.

A Unified Approach to Nonlinearity, Structural Change, and Outliers

Econometric Institute Report EI 2005-09
Number of pages: 37 Posted: 24 Jan 2006
Paolo Giordani, Robert Kohn and Dick J. C. van Dijk
Norwegian Business School, University of New South Wales - School of Economics and School of Banking and Finance and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 128 (298,222)
Citation 4

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State-space models, Markov-switching models, Threshold models, Bayesian inference, Business cycle asymmetry

13.

Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures

Riksbank Research Paper Series No. 211
Number of pages: 46 Posted: 27 Oct 2007
Mattias Villani, Robert Kohn and Paolo Giordani
Sveriges Riksbank - Research Division, University of New South Wales - School of Economics and School of Banking and Finance and Norwegian Business School
Downloads 116 (320,152)
Citation 4

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Bayesian inference, Markov Chain Monte Carlo, Mixture of Experts, Predictive inference, Splines, Value-at-Risk, Variable selection

14.

Reconsidering the Role of Money for Output, Prices and Interest Rates

SSE/EFI Economics and Finance Working Paper No. 514
Number of pages: 32 Posted: 25 Mar 2003
Paolo Giordani and Giovanni Favara
Norwegian Business School and HEC University of Lausanne
Downloads 104 (345,126)
Citation 17

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New-Keynesian models, LM shocks, VAR, Block-exogeneity

15.

Forecasting Macroeconomic Time Series with Locally Adaptive Signal Extraction

Riksbank Research Paper Series No. 65, Sveriges Riksbank Working Paper Series No. 234
Number of pages: 23 Posted: 08 Mar 2010
Paolo Giordani and Mattias Villani
Norwegian Business School and Sveriges Riksbank - Research Division
Downloads 95 (365,778)
Citation 8

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Bayesian inference, Forecast evaluation, Regime switching, State space modeling, Dynamic mixture models

16.

On Some Properties of Markov Chain Monte Carlo Simulation Methods Based on the Particle Filter

Journal of Econometrics, Vol. 171, No. 2, 2012, UNSW Business School Research Paper Forthcoming
Number of pages: 38 Posted: 05 Jun 2019
Michael K. Pitt, Ralph Silva, Paolo Giordani and Robert Kohn
University of Warwick, Universidade Federal do Rio de Janeiro (UFRJ), Norwegian Business School and University of New South Wales - School of Economics and School of Banking and Finance
Downloads 88 (383,692)
Citation 2

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Auxiliary variables; Adapted filtering; Bayesian inference; Simulated likelihood

17.

Is There Evidence of Pessimism and Doubt in Subjective Distributions? Implications for the Equity Premium Puzzle

Journal of Economic Dynamics and Control, Vol. 30, pp. 1027-1043, 2006
Number of pages: 27 Posted: 03 Jun 2009 Last Revised: 11 Jun 2013
Paolo Giordani and Paul Söderlind
Norwegian Business School and University of St. Gallen
Downloads 64 (457,749)
Citation 2

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equity premium, riskfree rate, aggregation of beliefs, Survey of Professional Forecasters, Livingston Survey

18.

Evaluating New-Keynesian Models of a Small Open Economy

Number of pages: 21 Posted: 25 Sep 2004
Paolo Giordani
Norwegian Business School
Downloads 34 (591,546)

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19.

Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel

Number of pages: 22 Posted: 19 Nov 2003
Paolo Giordani and Paul Söderlind
Norwegian Business School and University of St. Gallen
Downloads 20 (684,083)
Citation 1
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Abstract:

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Equity premium, risk-free rate, aggregation of beliefs, survey of professional forecasters, Livingston survey

20.

Regression Density Estimation Using Smooth Adaptive Gaussian Mixtures

Journal of Econometrics, Vol. 153, No. 2, 2009, UNSW Business School Research Paper Forthcoming
Number of pages: 25 Posted: 05 Jun 2019
Mattias Villani, Robert Kohn and Paolo Giordani
Sveriges Riksbank - Research Division, University of New South Wales - School of Economics and School of Banking and Finance and Norwegian Business School
Downloads 14 (731,283)
Citation 2

Abstract:

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Bayesian inference, Markov Chain Monte Carlo, Mixture of Experts, Nonparametric estimation, Splines, Value-at-Risk, Variable selection