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 2 3 14 31
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 0 3 17 44
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 8 2 2 17 57
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 1 2 14 31
A Simple Test of the New Keynesian Phillips Curve 0 0 0 3 1 2 20 35
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 0 45 0 0 24 132
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 3 4 11 87
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 3 5 18 59
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 1 68 1 3 16 140
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 1 187 0 2 14 452
Bayesian VARs: specification choices and forecast accuracy 0 0 4 436 2 2 28 710
Blended Identification in Structural VARs 0 0 0 8 1 2 14 37
Blended Identification in Structural VARs 0 0 2 68 3 6 20 73
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 1 1 3 20 1 1 10 64
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 2 3 12 280
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 1 4 12 158
Common drifting volatility in large Bayesian VARs 1 2 2 100 1 6 22 301
Double Descent and Benign Overfitting in Macroeconomic Forecasting 0 1 16 16 0 2 14 14
Endogenous Uncertainty 0 0 0 167 2 2 19 421
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 2 2 16 569
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 2 16 611
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 3 5 23 1,065
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 76 2 2 25 292
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 11 1 4 9 50
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 174 0 0 10 431
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 2 12 1 3 14 61
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 1 39 0 0 14 156
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 2 4 22 334
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 63 1 3 15 231
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 1 11 24
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 0 2 33 63
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 2 2 22 39
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 0 1 108 0 6 27 235
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 2 3 13 94
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 2 3 18 232
Have standard VARs remained stable since the crisis? 0 0 0 114 0 3 28 283
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 1 3 9 72
Large Vector Autoregressions with Asymmetric Priors 0 0 1 7 1 2 13 52
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 1 4 24 401
Macro Uncertainty in the Long Run 0 0 2 7 2 3 16 30
Macroeconomic Forecasting in a Multi-country Context 0 0 0 68 2 4 21 82
Macroeconomic Forecasting with Large Language Models 0 0 12 64 4 9 114 227
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 1 59 2 4 21 152
Measuring Uncertainty and Its Impact on the Economy 0 0 0 77 2 6 32 189
Measuring Uncertainty and Its Impact on the Economy 0 0 0 202 3 5 11 375
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 1 6 18 421
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 2 11 155
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 4 21 268
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 233 0 2 24 492
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 52 0 2 12 263
Shadow-rate VARs 0 0 0 36 3 6 24 101
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 1 17 1 1 20 56
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 2 4 13 95
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 2 4 14 136
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 16 1 2 20 125
The global component of inflation volatility 0 0 0 150 0 1 83 461
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 75 0 1 18 205
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 2 4 16 61
UK term structure decompositions at the zero lower bound 0 0 0 72 4 5 22 159
Total Working Papers 3 7 57 4,587 79 183 1,209 12,474
15 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 9 58
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 0 1 11 171
A comprehensive evaluation of macroeconomic forecasting methods 1 1 4 39 5 7 27 170
A simple test of the New Keynesian Phillips Curve 0 0 0 78 0 0 7 183
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 10 19 5 7 48 124
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 0 30 2 3 15 100
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 127 1 4 22 360
Blended identification in structural VARs 0 0 2 12 6 15 49 90
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 3 13 24 6 11 49 87
Common Drifting Volatility in Large Bayesian VARs 0 0 4 60 1 7 37 207
Directed acyclic graph representation of the demand–Supply model 0 0 3 3 1 2 16 17
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 0 0 11 298
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 1 2 14 166
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 0 164 1 2 10 523
Forecasting exchange rates with a large Bayesian VAR 0 2 4 291 3 6 21 812
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 1 141 0 2 21 378
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 1 2 14 158
Forecasting with Bayesian multivariate vintage-based VARs 0 0 2 7 2 2 10 100
Forecasting with shadow rate VARs 0 0 1 1 2 3 29 37
Have Standard VARS Remained Stable Since the Crisis? 0 1 2 17 1 3 19 125
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 1 1 17 348
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 1 7 175 5 11 55 537
Macro uncertainty in the long run 0 0 0 3 2 2 13 19
Macroeconomic forecasting in a multi‐country context 0 0 5 21 1 2 21 60
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 14 0 1 14 91
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 0 1 5 4 8 24 33
Measuring Uncertainty and Its Impact on the Economy 0 2 19 223 2 6 65 693
Nowcasting tail risk to economic activity at a weekly frequency 0 1 4 37 2 3 20 103
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 3 6 23 56
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 50 0 2 17 230
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 1 17 101
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 4 7 2 3 24 38
Structural analysis with Multivariate Autoregressive Index models 0 0 1 46 0 1 14 220
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 2 74 2 6 22 242
The global component of inflation volatility 0 0 2 13 0 2 10 46
UK term structure decompositions at the zero lower bound 0 0 1 22 2 3 18 194
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 1 31 1 2 24 105
Total Journal Articles 2 13 98 2,013 67 140 837 7,280

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Statistics updated 2026-11-12