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 1 1 1 124 1 2 9 273
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 4 9
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 1 1 2 0 3 13 24
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 1 1 150 0 2 9 335
A Shrinkage Instrumental Variable Estimator for Large Datasets 1 1 1 91 1 1 2 246
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 1 0 0 3 8
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 5 1 1 2 29
A Simple Test of the New Keynesian Phillips Curve 0 0 0 1 0 0 3 9
A Simple Test of the New Keynesian Phillips Curve 0 0 1 214 0 1 4 617
A comprehensive evaluation of macroeconomic forecasting methods 0 0 13 210 4 8 62 398
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 5 66 0 3 23 113
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 5 46 1 3 21 48
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 3 14 0 1 16 28
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 5 172 2 9 31 396
Bayesian VARs: specification choices and forecast accuracy 1 2 6 412 2 5 34 610
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 4 12 141 141 15 37 152 152
Common Drifting Volatility in Large Bayesian VARs 1 2 4 110 2 4 11 244
Common Drifting Volatility in Large Bayesian VARs 0 0 2 35 0 1 9 123
Common drifting volatility in large Bayesian VARs 0 0 5 84 3 4 16 221
Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks 0 7 14 57 9 26 62 166
Endogenous Uncertainty 0 5 20 145 5 43 98 293
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 148 0 0 4 584
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 1 123 0 0 6 540
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 2 301 0 0 10 1,031
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 2 7 0 1 8 20
Forecasting Exchange Rates with a Large Bayesian VAR 0 2 4 330 2 7 28 698
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 69 0 0 11 242
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 171 1 3 8 391
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 11 279 0 1 27 517
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 4 6 0 3 8 18
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 1 36 0 4 8 128
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 1 1 60 0 3 11 200
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 144 0 0 6 296
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 2 207 0 0 5 482
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 0 2 8
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 1 243 0 0 6 463
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 0 0 0 2 7
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 0 0 1 2 8
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 101 0 0 0 237
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 39 1 2 10 47
Have Standard VARs Remained Stable since the Crisis? 0 0 1 87 1 3 11 185
Have standard VARs remained stable since the crisis? 0 0 2 111 2 2 12 201
Large Vector Autoregressions with Asymmetric Priors 1 3 5 128 1 9 22 180
Large Vector Autoregressions with Asymmetric Priors 0 1 1 3 1 4 13 23
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 11 189 1 6 32 317
Measuring Uncertainty and Its Impact on the Economy 0 0 2 62 1 4 13 89
Measuring Uncertainty and Its Impact on the Economy 2 4 9 190 5 9 39 323
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 99 0 2 3 396
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 1 4 69 0 3 9 129
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 34 37 37 3 16 24 24
Nowcasting Tail Risks to Economic Activity with Many Indicators 9 15 50 50 18 38 86 86
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 5 67 2 4 18 144
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 2 4 215 2 11 25 385
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 49 0 1 4 239
Structural Analysis with Multivariate Autoregressive Index Models 0 1 2 82 0 1 9 104
The Global Component of Inflation Volatility 0 0 6 34 0 2 16 40
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 251 0 3 27 551
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 1 7 8 3 4 28 50
The global component of inflation volatility 1 4 12 126 5 15 64 293
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 1 2 7 65 4 8 27 152
UK Term Structure Decompositions at the Zero Lower Bound 1 1 1 4 2 2 13 29
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 67 1 1 12 120
UK term structure decompositions at the zero lower bound 0 0 1 64 1 2 13 110
Total Working Papers 23 110 427 6,401 105 331 1,266 14,429

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 1 5 37
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 54 0 0 6 147
A comprehensive evaluation of macroeconomic forecasting methods 1 1 7 7 6 12 29 29
A simple test of the New Keynesian Phillips Curve 0 0 0 77 0 0 3 169
Assessing international commonality in macroeconomic uncertainty and its effects 2 3 11 11 3 6 31 31
Bayesian VARs: Specification Choices and Forecast Accuracy 2 3 6 100 4 11 31 272
Common Drifting Volatility in Large Bayesian VARs 0 3 10 21 1 8 22 61
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 2 2 87 1 10 13 273
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 1 13 134
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 4 156 0 0 11 484
Forecasting exchange rates with a large Bayesian VAR 0 2 10 254 2 7 31 718
Forecasting government bond yields with large Bayesian vector autoregressions 0 3 20 107 0 5 40 273
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 1 2 7 124
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 1 11 39
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 12 2 4 12 71
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 3 115 0 3 8 296
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 4 20 59 66 11 39 131 146
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 10 0 0 2 43
Measuring Uncertainty and Its Impact on the Economy 8 18 42 79 17 44 125 261
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 4 38 2 5 19 128
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 1 2 77
Structural analysis with Multivariate Autoregressive Index models 0 1 4 37 0 2 15 160
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 2 47 0 3 18 151
UK term structure decompositions at the zero lower bound 0 0 3 8 3 7 37 104
Total Journal Articles 17 56 188 1,292 54 172 622 4,228

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 2021-01-03