Access Statistics for Andrea Carriero

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates 0 0 0 4 0 0 0 17
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 0 0 0 25
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 7 1 1 2 39
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 1 17
A Simple Test of the New Keynesian Phillips Curve 0 0 1 3 1 1 2 15
Addressing COVID-19 outliers in BVARs with stochastic volatility 2 2 10 43 6 6 29 96
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 0 0 119
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 1 1 40
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 50 0 2 4 73
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 183 1 1 7 430
Bayesian VARs: specification choices and forecast accuracy 0 0 5 429 1 5 16 665
Blended Identification in Structural VARs 1 2 5 8 1 3 12 20
Blended Identification in Structural VARs 0 0 9 64 0 4 22 48
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 2 3 6 13 4 6 22 43
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 1 1 145
Common Drifting Volatility in Large Bayesian VARs 0 0 1 116 3 3 4 265
Common drifting volatility in large Bayesian VARs 0 0 1 97 0 2 5 275
Endogenous Uncertainty 0 0 0 166 1 1 4 401
Expectations and term premia in EFSF bond yields 0 0 0 11 0 2 5 22
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 0 0 594
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 0 2 1,042
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 0 0 0 551
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 173 1 1 6 415
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 2 74 0 0 4 266
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 10 0 0 8 36
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 9 0 1 3 42
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 36 0 0 2 138
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 62 1 1 2 210
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 0 0 2 308
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 0 1 10
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 0 0 2 29
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 1 2 3 0 1 2 17
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 0 19 105 0 2 38 195
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 0 2 77
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 0 2 210
Have standard VARs remained stable since the crisis? 0 0 0 114 1 5 17 251
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 1 2 63
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 0 1 37
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 2 206 0 2 8 374
Macro Uncertainty in the Long Run 0 0 1 4 0 1 2 11
Macroeconomic Forecasting in a Multi-country Context 0 0 2 67 2 3 6 59
Macroeconomic Forecasting with Large Language Models 1 4 42 42 6 16 69 69
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 57 0 0 4 123
Measuring Uncertainty and Its Impact on the Economy 0 0 0 200 1 2 4 356
Measuring Uncertainty and Its Impact on the Economy 0 0 1 74 1 2 13 142
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 0 1 402
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 1 1 141
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 1 3 245
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 2 2 230 0 2 7 460
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 51 1 1 2 249
Shadow-rate VARs 0 2 9 31 4 10 31 64
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 7 10 10 4 14 20 20
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 4 9 79 1 9 24 77
Structural Analysis with Multivariate Autoregressive Index Models 0 1 3 87 0 1 3 120
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 2 15 1 2 8 101
The global component of inflation volatility 1 1 1 148 1 2 5 374
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 74 0 0 3 186
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 0 0 2 41
UK term structure decompositions at the zero lower bound 0 0 2 70 4 4 11 131
Total Working Papers 9 29 152 4,476 48 124 460 10,991
14 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 0 1 0 0 0 47
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 57 0 0 2 158
A comprehensive evaluation of macroeconomic forecasting methods 0 0 3 34 0 1 16 136
A simple test of the New Keynesian Phillips Curve 0 0 0 78 0 0 0 174
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 3 3 8 12 43 43
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 1 26 0 0 4 79
Bayesian VARs: Specification Choices and Forecast Accuracy 0 3 7 120 1 4 14 326
Blended identification in structural VARs 1 2 7 7 5 8 25 25
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 1 1 5 5 3 8 18 18
Common Drifting Volatility in Large Bayesian VARs 0 1 7 56 2 4 20 158
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 1 91 0 0 2 286
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 0 1 151
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 1 161 0 0 4 508
Forecasting exchange rates with a large Bayesian VAR 0 2 6 286 0 2 10 782
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 3 138 0 0 9 348
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 0 1 144
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 1 2 87
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 1 1 4 103
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 1 2 323
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 3 4 20 159 4 12 53 455
Macro uncertainty in the long run 0 0 0 1 0 0 1 3
Macroeconomic forecasting in a multi‐country context 0 1 5 14 0 1 9 32
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 13 1 3 7 73
Measuring Uncertainty and Its Impact on the Economy 2 6 19 189 5 18 61 586
Nowcasting tail risk to economic activity at a weekly frequency 4 6 10 30 7 10 20 73
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 0 0 1 29
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 0 48 1 1 6 210
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 0 1 80
Structural analysis with Multivariate Autoregressive Index models 0 0 0 43 2 2 4 199
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 6 70 1 4 21 215
The global component of inflation volatility 0 0 2 9 0 2 5 30
UK term structure decompositions at the zero lower bound 0 0 5 20 0 0 8 167
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 3 28 0 1 9 70
Total Journal Articles 12 27 115 1,836 41 96 383 6,118

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Statistics updated 2025-03-03