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 0 0 2 27
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 0 17
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 8 0 0 2 40
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 1 1 4 45 3 4 18 108
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 1 2 41
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 1 2 5 76
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 1 3 5 124
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 3 186 2 4 9 438
Bayesian VARs: specification choices and forecast accuracy 1 1 6 432 4 8 26 682
Blended Identification in Structural VARs 0 0 3 8 0 1 8 23
Blended Identification in Structural VARs 0 0 2 66 1 2 10 53
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 9 17 0 0 20 54
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 1 1 6 268
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 0 2 146
Common drifting volatility in large Bayesian VARs 0 0 1 98 0 0 6 279
Endogenous Uncertainty 0 0 1 167 0 0 2 402
Expectations and term premia in EFSF bond yields 0 0 0 11 0 0 2 22
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 1 2 2 553
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 1 1 595
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 0 0 1,042
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 75 0 0 1 267
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 174 1 1 8 421
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 11 0 1 5 41
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 2 38 1 3 5 142
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 1 10 1 4 6 47
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 2 2 7 216
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 2 4 4 312
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 1 2 3 13
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 0 1 1 30
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 0 0 2 107 5 5 17 208
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 2 4 4 81
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 2 4 214
Have standard VARs remained stable since the crisis? 0 0 0 114 2 3 12 255
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 0 1 63
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 1 1 2 39
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 1 1 5 377
Macro Uncertainty in the Long Run 0 0 1 5 1 1 4 14
Macroeconomic Forecasting in a Multi-country Context 1 1 1 68 2 2 5 61
Macroeconomic Forecasting with Large Language Models 0 3 15 52 4 14 64 113
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 1 58 0 3 8 131
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 3 7 17 157
Measuring Uncertainty and Its Impact on the Economy 0 0 2 202 4 5 11 364
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 1 1 403
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 1 2 4 144
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 2 3 247
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 4 232 4 6 10 468
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 52 0 0 3 251
Shadow-rate VARs 0 1 8 36 3 4 24 77
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 4 16 16 2 7 35 36
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 7 80 2 2 16 82
Structural Analysis with Multivariate Autoregressive Index Models 0 0 1 87 0 1 3 122
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 0 15 0 3 7 105
The global component of inflation volatility 0 2 3 150 1 3 6 378
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 0 0 1 187
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 1 2 4 45
UK term structure decompositions at the zero lower bound 0 0 2 72 1 2 10 137
Total Working Papers 4 18 108 4,541 64 130 452 11,287
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 1 2 49
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 57 0 1 3 160
A comprehensive evaluation of macroeconomic forecasting methods 0 0 1 35 1 4 9 143
A simple test of the New Keynesian Phillips Curve 0 0 0 78 1 2 2 176
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 4 7 9 8 17 53 76
Assessing international commonality in macroeconomic uncertainty and its effects 0 1 4 30 0 2 6 85
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 7 124 4 5 17 338
Blended identification in structural VARs 0 1 6 10 4 7 26 41
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 2 8 11 0 5 29 38
Common Drifting Volatility in Large Bayesian VARs 0 0 1 56 3 7 16 170
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 1 1 1 287
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 0 1 152
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 3 164 0 1 5 513
Forecasting exchange rates with a large Bayesian VAR 0 0 3 287 3 4 11 791
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 2 140 2 6 9 357
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 2 3 4 90
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 2 2 4 106
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 2 8 9 331
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 2 3 17 168 10 13 46 482
Macro uncertainty in the long run 0 0 2 3 0 1 3 6
Macroeconomic forecasting in a multi‐country context 0 0 3 16 2 3 8 39
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 1 1 14 1 3 7 77
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 0 4 4 1 2 9 9
Measuring Uncertainty and Its Impact on the Economy 4 5 21 204 10 18 64 628
Nowcasting tail risk to economic activity at a weekly frequency 0 0 9 33 2 3 21 83
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 4 4 33
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 0 0 4 213
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 2 4 84
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 1 3 3 4 4 14 14
Structural analysis with Multivariate Autoregressive Index models 1 1 2 45 2 3 9 206
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 3 72 1 2 11 220
The global component of inflation volatility 0 0 2 11 2 2 8 36
UK term structure decompositions at the zero lower bound 0 0 1 21 0 5 9 176
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 30 1 5 12 81
Total Journal Articles 9 19 114 1,915 72 146 440 6,434

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Statistics updated 2025-11-08