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 0 123 0 0 3 261
A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates 0 0 0 0 2 2 3 3
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 1 1 0 2 8 8
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 1 4 148 1 2 9 322
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 0 0 1 4 4
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 90 1 3 10 234
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 5 0 1 4 26
A Simple Test of the New Keynesian Phillips Curve 0 1 1 1 1 4 5 5
A Simple Test of the New Keynesian Phillips Curve 0 0 1 213 0 3 9 609
A comprehensive evaluation of macroeconomic forecasting methods 1 5 19 189 5 24 75 301
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 29 54 1 5 58 76
Bayesian VARs: Specification Choices and Forecast Accuracy 0 3 6 167 0 6 25 355
Bayesian VARs: specification choices and forecast accuracy 2 4 22 404 2 9 47 568
Common Drifting Volatility in Large Bayesian VARs 0 1 2 106 1 6 14 231
Common Drifting Volatility in Large Bayesian VARs 0 0 1 33 0 1 6 112
Common drifting volatility in large Bayesian VARs 0 1 3 78 1 2 6 203
Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries 0 2 25 41 1 8 66 88
Endogenous Uncertainty 4 7 54 111 8 19 118 166
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 1 148 0 0 5 576
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 122 0 2 5 531
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 1 299 1 4 8 1,016
Forecasting Exchange Rates with a Large Bayesian VAR 0 2 4 4 1 3 7 7
Forecasting Exchange Rates with a Large Bayesian VAR 0 2 6 325 2 12 38 655
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 170 0 1 2 377
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 1 68 1 3 6 226
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 0 0 3 7 7
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 4 35 0 1 13 116
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 11 264 2 3 21 482
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 4 141 0 2 10 284
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 58 0 2 9 187
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 1 2 4 4
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 1 204 0 1 8 475
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 1 242 0 1 7 455
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 0 0 0 2 2
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 1 100 0 2 6 232
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 0 0 2 3 3
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 39 1 1 3 34
Have Standard VARs Remained Stable since the Crisis? 0 1 4 84 0 8 22 168
Have standard VARs remained stable since the crisis? 0 0 1 109 2 4 18 181
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 4 1 1 5 30
Large Vector Autoregressions with Asymmetric Priors 0 1 2 2 0 2 9 9
Large Vector Autoregressions with Asymmetric Priors 0 0 6 118 2 8 27 149
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 4 30 169 1 18 85 257
Measuring Uncertainty and Its Impact on the Economy 0 0 7 57 0 3 25 65
Measuring Uncertainty and Its Impact on the Economy 1 2 27 172 6 21 84 263
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 3 99 1 1 4 392
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 65 0 2 5 118
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 1 1 2 60 1 4 11 120
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 6 209 1 5 20 356
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 49 0 1 4 233
Structural Analysis with Multivariate Autoregressive Index Models 0 0 4 80 2 4 12 92
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 2 3 9 248 4 9 39 509
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 0 0 3 4 8 8
The global component of inflation volatility 1 6 52 102 9 30 118 135
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 1 2 5 57 2 7 21 117
UK Term Structure Decompositions at the Zero Lower Bound 0 1 1 2 3 5 10 11
UK Term Structure Decompositions at the Zero Lower Bound 0 1 1 66 2 3 11 103
UK term structure decompositions at the zero lower bound 0 0 1 62 1 1 9 90
Total Working Papers 13 54 366 5,797 74 284 1,181 12,647

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 1 1 0 0 8 30
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 0 53 1 2 6 139
A simple test of the New Keynesian Phillips Curve 0 0 1 77 1 3 6 157
Bayesian VARs: Specification Choices and Forecast Accuracy 2 3 13 93 2 7 43 231
Common Drifting Volatility in Large Bayesian VARs 0 3 7 10 1 4 24 35
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 1 85 0 1 2 260
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 0 8 119
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 1 1 152 2 3 4 470
Forecasting exchange rates with a large Bayesian VAR 3 3 10 241 3 6 24 677
Forecasting government bond yields with large Bayesian vector autoregressions 0 2 7 84 0 6 23 221
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 2 4 11 114
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 2 3 4 26
Have Standard VARS Remained Stable Since the Crisis? 0 2 3 11 1 4 18 47
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 1 112 3 3 10 283
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 10 0 0 1 41
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 7 34 1 3 19 103
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 0 1 74
Structural analysis with Multivariate Autoregressive Index models 1 5 11 32 7 11 26 135
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 1 1 4 40 3 6 27 118
UK term structure decompositions at the zero lower bound 0 0 1 4 3 11 28 47
Total Journal Articles 7 21 68 1,044 32 77 293 3,327

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 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

Statistics updated 2019-09-09