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 5 6 6 23
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 7 9 11 36
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 8 7 10 12 50
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 4 9 9 26
A Simple Test of the New Keynesian Phillips Curve 0 0 0 3 7 7 8 22
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 4 45 5 14 32 122
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 1 3 6 79
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 1 1 1 16 7 12 13 53
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 2 9 14 133
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 186 3 5 14 443
Bayesian VARs: specification choices and forecast accuracy 0 1 4 433 4 11 29 693
Blended Identification in Structural VARs 0 0 1 8 0 5 9 28
Blended Identification in Structural VARs 0 0 2 66 3 6 11 59
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 2 2 8 19 6 6 21 60
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 6 12 274
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 3 3 4 149
Common drifting volatility in large Bayesian VARs 0 0 1 98 6 11 15 290
Endogenous Uncertainty 0 0 1 167 2 8 10 410
Expectations and term premia in EFSF bond yields 0 0 0 11 4 7 7 29
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 9 14 14 1,056
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 1 1 2 596
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 3 6 8 559
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 11 2 4 9 45
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 75 10 15 16 282
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 174 3 5 12 426
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 2 11 2 5 10 52
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 38 5 6 10 148
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 2 8 12 320
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 4 6 13 222
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 3 5 8 18
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 4 8 9 38
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 4 11 11 28
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 0 2 107 7 12 25 220
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 4 7 11 88
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 5 11 15 225
Have standard VARs remained stable since the crisis? 0 0 0 114 5 20 25 275
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 2 3 3 66
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 2 2 4 41
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 3 8 11 385
Macro Uncertainty in the Long Run 0 0 1 5 1 5 8 19
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 1 12 16 73
Macroeconomic Forecasting with Large Language Models 0 4 15 56 9 34 84 147
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 4 6 14 137
Measuring Uncertainty and Its Impact on the Economy 0 0 2 202 1 1 10 365
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 12 18 34 175
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 4 7 8 410
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 2 3 6 147
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 5 10 12 257
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 232 3 10 18 478
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 52 3 6 9 257
Shadow-rate VARs 0 0 5 36 4 7 24 84
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 3 81 1 3 9 85
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 8 17 3 9 29 45
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 5 7 9 129
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 1 1 1 16 5 10 15 115
The global component of inflation volatility 0 0 3 150 46 54 59 432
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 8 12 13 199
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 1 6 10 51
UK term structure decompositions at the zero lower bound 0 0 2 72 5 11 21 148
Total Working Papers 4 12 86 4,553 279 535 879 11,822
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 4 5 7 54
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 1 1 58 3 6 8 166
A comprehensive evaluation of macroeconomic forecasting methods 0 3 4 38 5 12 19 155
A simple test of the New Keynesian Phillips Curve 0 0 0 78 4 4 6 180
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 3 7 14 16 11 22 63 98
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 4 30 5 8 14 93
Bayesian VARs: Specification Choices and Forecast Accuracy 0 2 6 126 2 8 21 346
Blended identification in structural VARs 0 1 5 11 2 7 28 48
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 3 4 11 15 9 21 44 59
Common Drifting Volatility in Large Bayesian VARs 0 1 1 57 3 14 28 184
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 4 4 5 291
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 6 7 8 159
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 3 164 2 3 8 516
Forecasting exchange rates with a large Bayesian VAR 1 1 2 288 6 7 16 798
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 2 140 9 13 22 370
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 4 6 6 150
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 2 3 6 93
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 8 12 16 118
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 4 4 12 335
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 1 13 169 7 24 55 506
Macro uncertainty in the long run 0 0 2 3 4 9 12 15
Macroeconomic forecasting in a multi‐country context 0 2 4 18 4 7 14 46
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 1 14 5 9 14 86
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 1 3 5 3 6 13 15
Measuring Uncertainty and Its Impact on the Economy 5 11 28 215 13 31 78 659
Nowcasting tail risk to economic activity at a weekly frequency 1 1 8 34 5 10 27 93
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 3 7 11 40
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 7 9 13 222
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 6 8 12 92
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 3 6 6 3 11 25 25
Structural analysis with Multivariate Autoregressive Index models 1 1 3 46 2 6 15 212
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 1 1 3 73 7 7 13 227
The global component of inflation volatility 1 1 3 12 3 5 11 41
UK term structure decompositions at the zero lower bound 0 0 1 21 4 8 17 184
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 30 8 11 22 92
Total Journal Articles 16 42 131 1,957 177 334 689 6,768

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Statistics updated 2026-02-12