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 4 10 10 27
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 1 10 12 37
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 8 3 11 14 53
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 2 6 11 28
A Simple Test of the New Keynesian Phillips Curve 0 0 0 3 7 14 14 29
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 2 45 3 15 29 125
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 0 2 6 79
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 3 10 17 136
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 1 16 0 9 13 53
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 186 1 6 14 444
Bayesian VARs: specification choices and forecast accuracy 1 1 5 434 2 10 30 695
Blended Identification in Structural VARs 0 0 0 8 3 4 11 31
Blended Identification in Structural VARs 0 0 2 66 5 10 16 64
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 2 6 19 0 6 17 60
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 4 9 274
Common Drifting Volatility in Large Bayesian VARs 1 1 1 41 1 4 5 150
Common drifting volatility in large Bayesian VARs 0 0 1 98 1 9 16 291
Endogenous Uncertainty 0 0 1 167 0 6 9 410
Expectations and term premia in EFSF bond yields 0 0 0 11 1 6 8 30
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 2 3 4 598
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 1 6 9 560
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 13 14 1,056
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 174 0 5 11 426
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 11 0 3 9 45
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 75 3 14 19 285
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 2 11 2 7 12 54
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 38 2 7 12 150
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 1 4 13 321
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 2 8 14 224
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 4 8 18
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 13 18 22 51
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 5 11 16 33
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 0 2 107 2 12 27 222
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 2 9 13 90
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 8 15 225
Have standard VARs remained stable since the crisis? 0 0 0 114 1 12 25 276
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 1 3 4 67
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 1 3 5 42
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 3 7 14 388
Macro Uncertainty in the Long Run 0 0 1 5 1 6 9 20
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 2 10 16 75
Macroeconomic Forecasting with Large Language Models 2 3 16 58 7 34 85 154
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 6 15 138
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 3 15 36 178
Measuring Uncertainty and Its Impact on the Economy 0 0 2 202 1 2 10 366
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 6 8 410
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 1 3 7 148
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 7 12 257
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 232 1 6 19 479
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 52 2 7 10 259
Shadow-rate VARs 0 0 5 36 4 10 24 88
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 7 17 5 9 30 50
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 3 82 1 4 9 86
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 2 9 11 131
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 1 1 16 2 10 16 117
The global component of inflation volatility 0 0 2 150 13 61 71 445
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 1 10 14 200
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 0 4 10 51
UK term structure decompositions at the zero lower bound 0 0 2 72 4 12 21 152
Total Working Papers 5 13 82 4,558 129 540 960 11,951
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 5 7 54
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 2 5 10 168
A comprehensive evaluation of macroeconomic forecasting methods 0 1 4 38 2 9 21 157
A simple test of the New Keynesian Phillips Curve 0 0 0 78 2 6 8 182
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 4 13 16 3 17 58 101
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 4 30 2 8 16 95
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 6 126 2 5 22 348
Blended identification in structural VARs 0 1 4 11 3 8 26 51
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 3 7 13 18 4 15 45 63
Common Drifting Volatility in Large Bayesian VARs 0 0 1 57 5 15 31 189
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 0 4 5 291
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 1 7 9 160
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 3 164 1 4 9 517
Forecasting exchange rates with a large Bayesian VAR 0 1 2 288 0 6 16 798
Forecasting government bond yields with large Bayesian vector autoregressions 1 1 3 141 1 11 23 371
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 2 7 8 152
Forecasting with Bayesian multivariate vintage-based VARs 2 2 2 7 3 5 9 96
Have Standard VARS Remained Stable Since the Crisis? 1 1 1 16 2 12 17 120
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 3 7 15 338
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 2 3 12 171 4 16 55 510
Macro uncertainty in the long run 0 0 2 3 0 8 12 15
Macroeconomic forecasting in a multi‐country context 0 1 4 18 4 9 18 50
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 1 14 2 10 15 88
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 0 3 5 1 5 13 16
Measuring Uncertainty and Its Impact on the Economy 2 12 28 217 9 34 82 668
Nowcasting tail risk to economic activity at a weekly frequency 0 1 4 34 2 7 22 95
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 2 8 13 42
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 1 8 13 223
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 6 13 18 98
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 7 7 3 8 23 28
Structural analysis with Multivariate Autoregressive Index models 0 1 3 46 1 6 14 213
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 3 73 1 8 13 228
The global component of inflation volatility 0 1 3 12 0 4 11 41
UK term structure decompositions at the zero lower bound 0 0 1 21 2 8 19 186
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 30 1 10 23 93
Total Journal Articles 12 40 131 1,969 77 318 719 6,845

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Statistics updated 2026-03-04