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 5 11 28
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 3 4 15 40
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 1 3 12 29
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 8 1 5 16 55
A Simple Test of the New Keynesian Phillips Curve 0 0 0 3 3 11 18 33
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 2 6 30 128
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 4 4 10 83
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 1 1 14 54
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 3 16 136
Bayesian VARs: Specification Choices and Forecast Accuracy 1 1 3 187 4 6 17 449
Bayesian VARs: specification choices and forecast accuracy 0 1 5 434 3 8 34 701
Blended Identification in Structural VARs 0 0 0 8 2 7 14 35
Blended Identification in Structural VARs 1 2 3 68 1 8 18 67
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 4 19 0 2 14 62
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 1 3 11 277
Common Drifting Volatility in Large Bayesian VARs 0 1 1 41 1 3 6 152
Common drifting volatility in large Bayesian VARs 0 0 1 98 2 5 17 295
Endogenous Uncertainty 0 0 1 167 1 1 10 411
Expectations and term premia in EFSF bond yields 0 0 0 11 2 4 11 33
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 2 4 12 563
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 5 10 12 606
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 4 4 18 1,060
Forecasting Exchange Rates with a Large Bayesian VAR 1 1 1 76 5 8 23 290
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 11 1 1 8 46
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 174 5 5 14 431
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 11 2 5 15 57
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 38 3 6 16 154
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 3 5 15 227
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 5 8 20 328
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 3 3 10 21
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 5 22 31 60
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 1 9 20 37
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 0 1 107 1 5 27 225
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 2 13 90
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 2 17 227
Have standard VARs remained stable since the crisis? 0 0 0 114 1 3 27 278
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 1 3 6 69
Large Vector Autoregressions with Asymmetric Priors 1 1 1 7 4 7 10 48
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 5 11 20 396
Macro Uncertainty in the Long Run 1 2 3 7 4 7 15 26
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 0 2 16 75
Macroeconomic Forecasting with Large Language Models 2 6 17 62 21 41 105 188
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 6 8 21 145
Measuring Uncertainty and Its Impact on the Economy 0 0 1 202 2 3 10 368
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 0 6 36 181
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 4 4 12 414
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 3 6 12 153
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 5 5 17 262
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 1 1 2 233 4 9 25 487
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 52 1 3 10 260
Shadow-rate VARs 0 0 2 36 2 8 22 92
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 2 82 2 4 11 89
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 6 17 2 9 30 54
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 0 2 10 131
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 16 5 8 22 123
The global component of inflation volatility 0 0 2 150 3 24 82 456
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 1 4 17 203
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 3 3 13 54
UK term structure decompositions at the zero lower bound 0 0 1 72 1 6 22 154
Total Working Papers 8 17 75 4,570 158 374 1,136 12,196
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 1 2 8 56
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 1 4 12 170
A comprehensive evaluation of macroeconomic forecasting methods 0 0 4 38 3 5 24 160
A simple test of the New Keynesian Phillips Curve 0 0 0 78 0 2 8 182
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 13 16 3 7 58 105
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 2 30 2 4 16 97
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 126 2 6 22 352
Blended identification in structural VARs 1 1 5 12 17 23 44 71
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 3 11 18 1 9 44 68
Common Drifting Volatility in Large Bayesian VARs 0 1 2 58 1 10 36 194
Directed acyclic graph representation of the demand–Supply model 0 0 3 3 1 3 13 13
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 5 5 10 296
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 1 3 11 162
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 2 164 3 4 11 520
Forecasting exchange rates with a large Bayesian VAR 0 1 2 289 3 6 19 804
Forecasting government bond yields with large Bayesian vector autoregressions 0 1 2 141 0 3 24 373
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 3 6 12 156
Forecasting with Bayesian multivariate vintage-based VARs 0 2 2 7 1 4 10 97
Forecasting with shadow rate VARs 0 0 0 0 1 4 32 32
Have Standard VARS Remained Stable Since the Crisis? 0 1 1 16 1 3 18 121
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 3 8 20 343
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 3 12 172 3 12 60 518
Macro uncertainty in the long run 0 0 2 3 1 1 13 16
Macroeconomic forecasting in a multi‐country context 1 3 7 21 1 9 23 55
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 1 14 1 4 17 90
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 0 2 5 5 7 17 22
Measuring Uncertainty and Its Impact on the Economy 3 5 26 220 8 20 83 679
Nowcasting tail risk to economic activity at a weekly frequency 0 0 4 34 1 3 21 96
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 3 7 18 47
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 1 1 2 50 2 4 14 226
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 7 18 99
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 7 7 3 7 27 32
Structural analysis with Multivariate Autoregressive Index models 0 0 2 46 2 4 15 216
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 2 73 2 8 19 235
The global component of inflation volatility 0 1 3 13 1 2 12 43
UK term structure decompositions at the zero lower bound 0 1 2 22 2 7 22 191
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 2 31 4 8 27 100
Total Journal Articles 6 26 127 1,986 93 231 858 7,037

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06