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 1 2 27
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 8 0 0 3 40
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 0 17
A Simple Test of the New Keynesian Phillips Curve 0 0 0 3 0 0 1 15
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 4 44 1 5 20 105
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 2 3 4 123
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 1 1 2 41
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 1 1 5 75
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 2 185 1 1 6 435
Bayesian VARs: specification choices and forecast accuracy 0 2 7 431 2 7 25 676
Blended Identification in Structural VARs 0 0 3 8 1 1 12 23
Blended Identification in Structural VARs 0 1 3 66 0 2 11 51
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 2 10 17 0 6 30 54
Common Drifting Volatility in Large Bayesian VARs 0 0 1 116 0 1 6 267
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 0 2 146
Common drifting volatility in large Bayesian VARs 0 1 1 98 0 1 7 279
Endogenous Uncertainty 0 1 1 167 0 1 4 402
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 1 1 1 552
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 0 0 1,042
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 1 1 1 595
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 11 1 3 5 41
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 174 0 1 8 420
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 75 0 0 2 267
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 1 10 2 3 5 45
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 2 38 1 1 4 140
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 1 1 63 0 2 5 214
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 2 2 2 310
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 1 1 2 12
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 0 0 0 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 0 8 107 0 3 20 203
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 1 1 1 78
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 2 3 212
Have standard VARs remained stable since the crisis? 0 0 0 114 0 0 12 252
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 0 1 38
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 0 0 5 376
Macro Uncertainty in the Long Run 0 1 2 5 0 1 4 13
Macroeconomic Forecasting in a Multi-country Context 0 0 1 67 0 0 4 59
Macroeconomic Forecasting with Large Language Models 1 4 32 50 4 15 85 103
Measuring Uncertainty and Its Effects in the COVID-19 Era 1 1 2 58 1 3 9 129
Measuring Uncertainty and Its Impact on the Economy 0 1 2 202 1 2 8 360
Measuring Uncertainty and Its Impact on the Economy 0 2 4 77 1 5 18 151
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 1 1 1 403
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 1 1 3 143
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 1 2 246
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 3 231 0 0 5 462
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 52 0 0 3 251
Shadow-rate VARs 0 1 8 35 0 3 24 73
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 12 12 1 3 30 30
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 7 80 0 2 15 80
Structural Analysis with Multivariate Autoregressive Index Models 0 0 2 87 0 0 3 121
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 15 0 1 6 102
The global component of inflation volatility 2 2 3 150 2 2 6 377
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 1 1 75 0 1 1 187
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 1 2 4 44
UK term structure decompositions at the zero lower bound 0 1 3 72 1 3 12 136
Total Working Papers 6 24 135 4,529 34 98 467 11,191
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 1 48
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 57 0 0 3 159
A comprehensive evaluation of macroeconomic forecasting methods 0 1 1 35 1 4 9 140
A simple test of the New Keynesian Phillips Curve 0 0 0 78 1 1 1 175
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 2 5 5 4 11 63 63
Assessing international commonality in macroeconomic uncertainty and its effects 1 2 4 30 1 3 6 84
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 7 124 1 2 15 334
Blended identification in structural VARs 0 2 9 9 0 5 34 34
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 2 9 9 1 7 34 34
Common Drifting Volatility in Large Bayesian VARs 0 0 2 56 2 7 14 165
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 0 0 1 286
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 0 1 152
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 2 3 164 1 4 6 513
Forecasting exchange rates with a large Bayesian VAR 0 0 3 287 0 2 8 787
Forecasting government bond yields with large Bayesian vector autoregressions 0 1 3 140 4 6 9 355
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 1 1 2 88
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 0 0 3 104
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 1 5 17 166 3 11 45 472
Macro uncertainty in the long run 0 2 2 3 0 2 2 5
Macroeconomic forecasting in a multi‐country context 0 1 3 16 0 2 7 36
Macroeconomic information, structural change, and the prediction of fiscal aggregates 1 1 1 14 2 3 7 76
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 1 4 4 0 2 7 7
Measuring Uncertainty and Its Impact on the Economy 1 5 17 200 3 15 55 613
Nowcasting tail risk to economic activity at a weekly frequency 0 3 10 33 1 6 21 81
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 2 2 3 31
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 0 0 6 213
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 0 3 82
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 2 2 2 0 5 10 10
Structural analysis with Multivariate Autoregressive Index models 0 0 1 44 1 3 7 204
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 4 72 0 2 14 218
The global component of inflation volatility 0 1 2 11 0 1 6 34
UK term structure decompositions at the zero lower bound 0 1 2 21 0 2 5 171
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 2 30 3 5 11 79
Total Journal Articles 4 36 115 1,900 32 114 421 6,320

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Statistics updated 2025-09-05