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 1 1 1 26
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 1 17
A Shrinkage Instrumental Variable Estimator for Large Datasets 1 1 1 8 1 1 3 40
A Simple Test of the New Keynesian Phillips Curve 0 0 1 3 0 0 2 15
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 1 7 44 2 4 22 100
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 0 1 40
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 1 1 120
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 1 1 1 51 1 1 5 74
Bayesian VARs: Specification Choices and Forecast Accuracy 1 2 3 185 2 4 8 434
Bayesian VARs: specification choices and forecast accuracy 0 0 5 429 2 4 20 669
Blended Identification in Structural VARs 0 1 6 65 0 1 13 49
Blended Identification in Structural VARs 0 0 5 8 1 2 13 22
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 2 8 15 0 5 26 48
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 1 2 146
Common Drifting Volatility in Large Bayesian VARs 0 0 1 116 0 1 5 266
Common drifting volatility in large Bayesian VARs 0 0 1 97 0 3 7 278
Endogenous Uncertainty 0 0 0 166 0 0 4 401
Expectations and term premia in EFSF bond yields 0 0 0 11 0 0 4 22
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 0 0 0 551
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 0 0 0 594
Forecasting Exchange Rates with a Large Bayesian VAR 1 1 2 174 2 4 8 419
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 1 11 0 2 6 38
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 3 75 0 1 4 267
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 9 0 0 2 42
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 1 37 1 1 3 139
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 62 0 2 3 212
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 0 0 0 308
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 1 1 11
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 0 0 2 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 1 2 15 107 2 5 27 200
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 0 0 77
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 0 1 210
Have standard VARs remained stable since the crisis? 0 0 0 114 1 1 13 252
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 1 1 38
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 1 206 0 2 7 376
Macro Uncertainty in the Long Run 0 0 1 4 1 1 3 12
Macroeconomic Forecasting in a Multi-country Context 0 0 1 67 0 0 5 59
Macroeconomic Forecasting with Large Language Models 1 4 46 46 5 19 88 88
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 57 2 3 6 126
Measuring Uncertainty and Its Impact on the Economy 0 1 1 201 0 2 6 358
Measuring Uncertainty and Its Impact on the Economy 1 1 2 75 1 4 14 146
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 0 1 402
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 1 1 2 142
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 0 3 245
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 3 231 0 2 8 462
Sectoral Survey-based Confidence Indicators for Europe 1 1 1 52 1 2 4 251
Shadow-rate VARs 0 3 10 34 0 6 27 70
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 12 12 3 7 27 27
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 7 80 0 1 17 78
Structural Analysis with Multivariate Autoregressive Index Models 0 0 3 87 0 1 4 121
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 2 15 0 0 7 101
The global component of inflation volatility 0 0 1 148 1 1 5 375
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 74 0 0 2 186
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 1 1 2 42
UK term structure decompositions at the zero lower bound 0 1 3 71 1 2 12 133
Total Working Papers 10 29 158 4,505 33 102 463 11,093
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 1 1 48
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 57 1 1 3 159
A comprehensive evaluation of macroeconomic forecasting methods 0 0 1 34 0 0 9 136
A simple test of the New Keynesian Phillips Curve 0 0 0 78 0 0 0 174
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 3 3 5 9 52 52
Assessing international commonality in macroeconomic uncertainty and its effects 0 2 2 28 0 2 5 81
Bayesian VARs: Specification Choices and Forecast Accuracy 1 4 9 124 2 6 16 332
Blended identification in structural VARs 0 0 7 7 2 4 29 29
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 2 7 7 3 9 27 27
Common Drifting Volatility in Large Bayesian VARs 0 0 5 56 0 0 15 158
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 1 91 0 0 2 286
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 1 1 2 152
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 1 1 162 0 1 4 509
Forecasting exchange rates with a large Bayesian VAR 0 1 6 287 0 3 10 785
Forecasting government bond yields with large Bayesian vector autoregressions 0 1 2 139 0 1 5 349
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 0 0 1 87
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 1 1 4 104
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 2 15 161 3 6 44 461
Macro uncertainty in the long run 0 0 0 1 0 0 0 3
Macroeconomic forecasting in a multi‐country context 1 1 3 15 2 2 6 34
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 13 0 0 4 73
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 1 3 3 0 2 5 5
Measuring Uncertainty and Its Impact on the Economy 1 6 16 195 2 12 57 598
Nowcasting tail risk to economic activity at a weekly frequency 0 0 8 30 0 2 17 75
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 0 0 1 29
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 1 1 1 49 1 3 9 213
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 2 3 82
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 0 0 0 0 5 5
Structural analysis with Multivariate Autoregressive Index models 0 1 1 44 0 2 5 201
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 5 71 0 1 17 216
The global component of inflation volatility 0 1 1 10 2 3 5 33
UK term structure decompositions at the zero lower bound 0 0 2 20 0 2 6 169
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 3 29 1 4 10 74
Total Journal Articles 5 26 103 1,864 27 80 381 6,206

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

Statistics updated 2025-06-06