| 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 | 377 | 2012 |
| An alternative explanation of the price puzzle P Giordani Journal of Monetary Economics 51 (6), 1271-1296, 2004 | 294 | 2004 |
| 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 | 226 | 2008 |
| 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 | 135 | 2004 |
| A unified approach to nonlinearity, structural change, and outliers P Giordani, R Kohn, D van Dijk Journal of Econometrics 137 (1), 112-133, 2007 | 124 | 2007 |
| Reconsidering the role of money for output, prices and interest rates G Favara, P Giordani Journal of Monetary Economics 56 (3), 419-430, 2009 | 118 | 2009 |
| 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 | 117 | 2010 |
| Regression density estimation using smooth adaptive Gaussian mixtures M Villani, R Kohn, P Giordani Journal of Econometrics 153 (2), 155-173, 2009 | 113 | 2009 |
| 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 | 80 | 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 49 (4), 1071-1099, 2014 | 71 | 2014 |
| Evaluating New‐Keynesian Models of a Small Open Economy P Giordani Oxford Bulletin of economics and Statistics 66, 713-733, 2004 | 70 | 2004 |
| Auxiliary particle filtering within adaptive Metropolis-Hastings sampling M Pitt, R Silva, P Giordani, R Kohn arXiv preprint arXiv:1006.1914, 2010 | 48 | 2010 |
| Bayesian inference for time series state space models P Giordani, M Pitt, R Kohn The Oxford Handbook of Bayesian Econometrics, 2011 | 39 | 2011 |
| Forecasting macroeconomic time series with locally adaptive signal extraction P Giordani, M Villani International Journal of Forecasting 26 (2), 312-325, 2010 | 37 | 2010 |
| Adaptive hybrid Metropolis-Hastings samplers for DSGE models I Strid, P Giordani, R Kohn SSE/EFI Working Paper Series in Economics and Finance, 2010 | 23* | 2010 |
| A unified approach to nonlinearity, outliers and structural breaks P Giordani, R Kohn, D van Dijk Journal of Econometrics 137, 112-137, 2007 | 20 | 2007 |
| A new early warning indicator of financial fragility in Sweden P Giordani, E Spector, X Zhang Economic Commentaries, 1-17, 2017 | 17 | 2017 |
| 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 | 17 | 2002 |
| Constitutions and Central-Bank Independence: An Objection to'Mccallum's Second Fallacy' P Giordani, G Spagnolo Stockholm School of Econ./EFI Working Paper, 2001 | 17 | 2001 |
| Is there evidence of pessimism and doubt in subjective distributions? A comment on abel P Giordani, P Söderlind CEPR Discussion Paper, 2003 | 14 | 2003 |
robert kohnProfessor of Economics University of New South WalesEmail verificata su unsw.edu.au
