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 1 1 1 18
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 2 2 4 29
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 5 5 22
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 8 1 3 5 43
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 1 4 45 7 12 27 117
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 1 3 7 78
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 5 8 12 131
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 2 5 7 46
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 186 2 4 11 440
Bayesian VARs: specification choices and forecast accuracy 0 2 4 433 4 11 27 689
Blended Identification in Structural VARs 0 0 2 8 1 5 10 28
Blended Identification in Structural VARs 0 0 2 66 2 4 9 56
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 7 17 0 0 16 54
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 0 2 146
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 4 7 12 274
Common drifting volatility in large Bayesian VARs 0 0 1 98 2 5 11 284
Endogenous Uncertainty 0 0 1 167 4 6 8 408
Expectations and term premia in EFSF bond yields 0 0 0 11 1 3 4 25
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 2 4 5 556
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 4 5 5 1,047
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 0 1 595
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 75 1 5 6 272
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 11 1 2 7 43
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 174 2 3 9 423
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 38 0 2 5 143
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 2 11 3 4 9 50
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 1 8 10 318
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 2 4 9 218
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 1 3 5 15
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 1 4 5 34
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 1 3 2 7 8 24
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 0 2 107 3 10 19 213
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 3 5 7 84
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 3 7 10 220
Have standard VARs remained stable since the crisis? 0 0 0 114 6 17 21 270
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 1 2 64
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 1 2 39
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 1 6 9 382
Macro Uncertainty in the Long Run 0 0 1 5 4 5 8 18
Macroeconomic Forecasting in a Multi-country Context 0 1 1 68 7 13 15 72
Macroeconomic Forecasting with Large Language Models 1 4 16 56 18 29 79 138
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 2 10 133
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 0 9 22 163
Measuring Uncertainty and Its Impact on the Economy 0 0 2 202 0 4 9 364
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 2 3 4 406
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 2 5 145
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 2 6 8 252
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 4 232 2 11 17 475
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 52 2 3 6 254
Shadow-rate VARs 0 0 6 36 2 6 23 80
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 1 5 81 2 4 14 84
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 13 17 1 8 33 42
Structural Analysis with Multivariate Autoregressive Index Models 0 0 1 87 2 2 5 124
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 0 15 3 5 10 110
The global component of inflation volatility 0 0 3 150 2 9 14 386
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 1 4 5 191
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 3 6 9 50
UK term structure decompositions at the zero lower bound 0 0 2 72 3 7 16 143
Total Working Papers 4 12 97 4,549 132 320 645 11,543
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 3 50
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 1 1 58 0 3 5 163
A comprehensive evaluation of macroeconomic forecasting methods 1 3 4 38 2 8 14 150
A simple test of the New Keynesian Phillips Curve 0 0 0 78 0 1 2 176
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 5 11 13 3 19 55 87
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 4 30 1 3 9 88
Bayesian VARs: Specification Choices and Forecast Accuracy 0 2 8 126 1 10 21 344
Blended identification in structural VARs 1 1 6 11 3 9 27 46
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 1 1 8 12 2 12 38 50
Common Drifting Volatility in Large Bayesian VARs 0 1 1 57 7 14 26 181
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 0 1 1 287
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 1 2 153
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 3 164 1 1 6 514
Forecasting exchange rates with a large Bayesian VAR 0 0 3 287 0 4 12 792
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 2 140 1 6 13 361
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 1 2 2 146
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 3 5 91
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 2 6 8 110
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 2 9 331
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 1 3 14 169 5 27 54 499
Macro uncertainty in the long run 0 0 2 3 4 5 8 11
Macroeconomic forecasting in a multi‐country context 1 2 4 18 1 5 10 42
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 1 14 3 5 11 81
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 1 5 5 1 4 12 12
Measuring Uncertainty and Its Impact on the Economy 5 10 25 210 12 28 71 646
Nowcasting tail risk to economic activity at a weekly frequency 0 0 8 33 0 7 24 88
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 3 5 8 37
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 0 2 6 215
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 3 6 86
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 4 6 6 2 12 22 22
Structural analysis with Multivariate Autoregressive Index models 0 1 2 45 3 6 13 210
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 2 72 0 1 8 220
The global component of inflation volatility 0 0 2 11 1 4 10 38
UK term structure decompositions at the zero lower bound 0 0 1 21 2 4 13 180
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 30 1 4 15 84
Total Journal Articles 12 35 126 1,941 64 229 549 6,591

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Statistics updated 2026-01-09