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 1 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 3 0 0 0 16
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 7 0 0 1 37
A Simple Test of the New Keynesian Phillips Curve 0 0 0 2 0 0 1 13
A comprehensive evaluation of macroeconomic forecasting methods 1 1 3 226 4 4 15 492
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 0 2 39
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 50 0 0 1 69
Bayesian VARs: Specification Choices and Forecast Accuracy 0 2 3 182 0 3 8 426
Bayesian VARs: specification choices and forecast accuracy 0 0 2 424 0 0 13 649
Common Drifting Volatility in Large Bayesian VARs 0 0 1 115 0 0 2 261
Common Drifting Volatility in Large Bayesian VARs 0 0 2 40 0 0 3 144
Common drifting volatility in large Bayesian VARs 0 0 0 96 1 1 3 271
Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks 1 2 4 76 4 6 22 327
Endogenous Uncertainty 0 0 0 166 0 0 10 397
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 1 303 2 2 3 1,042
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 2 126 0 0 3 551
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 172 0 2 2 411
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 72 0 1 3 263
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 10 1 4 4 32
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 36 0 0 1 136
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 9 1 1 12 40
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 0 2 3 308
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 62 0 1 1 209
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 1 1 10
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 0 0 2 27
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 1 0 0 2 15
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 1 6 34 92 1 16 87 173
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 1 2 4 77
Have Standard VARs Remained Stable since the Crisis? 0 0 2 91 0 1 4 209
Have standard VARs remained stable since the crisis? 0 0 0 114 1 5 11 239
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 0 1 61
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 1 3 37
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 1 5 205 2 3 11 369
Macroeconomic Forecasting in a Multi-country Context 1 1 1 66 1 1 7 54
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 3 56 1 1 8 120
Measuring Uncertainty and Its Impact on the Economy 0 0 1 200 0 0 1 352
Measuring Uncertainty and Its Impact on the Economy 0 0 6 73 2 3 18 132
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 0 1 401
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 1 72 0 0 2 140
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 3 74 0 0 19 242
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 228 0 1 10 454
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 51 0 0 1 247
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 84 0 0 1 117
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 13 1 1 7 94
The global component of inflation volatility 0 0 2 147 0 1 7 370
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 74 1 1 1 184
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 0 1 3 40
UK term structure decompositions at the zero lower bound 0 0 0 68 1 1 1 121
Total Working Papers 4 13 83 4,432 25 67 327 11,173
12 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 1 47
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 56 0 0 3 156
A comprehensive evaluation of macroeconomic forecasting methods 2 2 11 33 3 7 34 127
A simple test of the New Keynesian Phillips Curve 0 0 1 78 0 0 2 174
Assessing international commonality in macroeconomic uncertainty and its effects 0 1 2 26 0 1 3 76
Bayesian VARs: Specification Choices and Forecast Accuracy 0 2 8 115 1 4 17 316
Common Drifting Volatility in Large Bayesian VARs 0 2 13 51 0 5 23 143
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 90 0 0 0 284
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 0 3 150
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 1 1 4 161 1 1 5 505
Forecasting exchange rates with a large Bayesian VAR 0 1 3 281 0 3 9 775
Forecasting government bond yields with large Bayesian vector autoregressions 2 2 4 137 2 5 9 344
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 1 2 144
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 1 8 86
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 0 1 6 100
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 0 8 321
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 2 7 18 146 6 15 41 417
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 1 13 1 3 9 69
Measuring Uncertainty and Its Impact on the Economy 7 9 28 179 12 16 62 541
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 0 0 4 28
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 3 48 0 0 15 204
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 0 0 79
Structural analysis with Multivariate Autoregressive Index models 0 0 0 43 1 1 2 196
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 1 2 10 66 2 5 21 199
UK term structure decompositions at the zero lower bound 1 3 4 18 1 4 11 163
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 9 26 0 3 22 64
Total Journal Articles 16 33 120 1,717 30 76 320 5,708


Statistics updated 2024-06-06