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 1 2 2 27
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 1 1 8 0 1 3 40
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 0 0 2 15
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 1 6 44 1 5 21 101
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 0 1 120
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 1 51 0 1 4 74
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 0 1 40
Bayesian VARs: Specification Choices and Forecast Accuracy 0 2 3 185 0 3 6 434
Bayesian VARs: specification choices and forecast accuracy 1 1 6 430 2 4 22 671
Blended Identification in Structural VARs 0 0 5 8 0 2 13 22
Blended Identification in Structural VARs 1 2 7 66 2 3 15 51
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 1 2 9 16 5 7 30 53
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 1 2 146
Common Drifting Volatility in Large Bayesian VARs 0 0 1 116 0 1 5 266
Common drifting volatility in large Bayesian VARs 1 1 2 98 1 3 8 279
Endogenous Uncertainty 0 0 0 166 0 0 4 401
Expectations and term premia in EFSF bond yields 0 0 0 11 0 0 3 22
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 0 0 0 551
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 0 1,042
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 2 174 0 2 8 419
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 1 11 1 2 7 39
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 3 75 0 1 4 267
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 1 37 0 1 3 139
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 9 1 1 3 43
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 0 0 0 308
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 62 1 2 4 213
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 0 1 11
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 0 2 3 0 0 2 17
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 1 14 107 1 4 24 201
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 0 0 77
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 2 2 3 212
Have standard VARs remained stable since the crisis? 0 0 0 114 0 1 13 252
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 0 2 63
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 1 1 38
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 1 206 0 1 6 376
Macro Uncertainty in the Long Run 0 0 1 4 0 1 3 12
Macroeconomic Forecasting in a Multi-country Context 0 0 1 67 0 0 5 59
Macroeconomic Forecasting with Large Language Models 1 3 47 47 2 12 90 90
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 57 0 3 6 126
Measuring Uncertainty and Its Impact on the Economy 1 2 3 76 3 6 17 149
Measuring Uncertainty and Its Impact on the Economy 0 0 1 201 0 0 6 358
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 0 0 402
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 1 2 142
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 0 2 245
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 3 231 0 1 7 462
Sectoral Survey-based Confidence Indicators for Europe 0 1 1 52 0 2 3 251
Shadow-rate VARs 1 4 11 35 3 9 29 73
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 2 12 12 1 6 28 28
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 7 80 1 1 16 79
Structural Analysis with Multivariate Autoregressive Index Models 0 0 3 87 0 1 4 121
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 2 15 1 1 7 102
The global component of inflation volatility 0 0 1 148 0 1 5 375
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 1 1 1 75 1 1 2 187
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 1 2 3 43
UK term structure decompositions at the zero lower bound 0 1 2 71 0 2 9 133
Total Working Papers 8 31 163 4,513 31 101 470 11,124
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 1 1 48
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 57 0 1 3 159
A comprehensive evaluation of macroeconomic forecasting methods 1 1 2 35 2 2 8 138
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 4 4 2 10 54 54
Assessing international commonality in macroeconomic uncertainty and its effects 0 1 2 28 0 1 4 81
Bayesian VARs: Specification Choices and Forecast Accuracy 0 4 8 124 1 6 16 333
Blended identification in structural VARs 1 1 8 8 2 5 31 31
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 2 7 7 2 9 29 29
Common Drifting Volatility in Large Bayesian VARs 0 0 2 56 1 1 11 159
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 1 1 152
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 1 1 162 0 1 3 509
Forecasting exchange rates with a large Bayesian VAR 0 1 5 287 0 1 9 785
Forecasting government bond yields with large Bayesian vector autoregressions 0 1 2 139 1 2 5 350
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 0 0 144
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 0 1 87
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 0 1 4 104
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 0 2 323
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 3 4 16 164 4 9 42 465
Macro uncertainty in the long run 1 1 1 2 1 1 1 4
Macroeconomic forecasting in a multi‐country context 0 1 2 15 0 2 5 34
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 13 0 0 4 73
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 1 1 4 4 2 3 7 7
Measuring Uncertainty and Its Impact on the Economy 1 5 16 196 8 15 61 606
Nowcasting tail risk to economic activity at a weekly frequency 0 0 8 30 1 2 18 76
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 1 1 49 0 3 8 213
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 2 3 82
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 1 1 1 4 4 9 9
Structural analysis with Multivariate Autoregressive Index models 0 1 1 44 0 2 4 201
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 4 71 1 2 16 217
The global component of inflation volatility 0 1 1 10 0 3 5 33
UK term structure decompositions at the zero lower bound 1 1 2 21 2 4 6 171
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 29 0 2 9 74
Total Journal Articles 11 31 102 1,875 34 96 383 6,240

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Statistics updated 2025-07-04