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 11 28
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 2 3 16 43
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 12 29
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 8 0 0 15 55
A Simple Test of the New Keynesian Phillips Curve 0 0 0 3 1 1 19 34
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 0 2 27 132
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 1 1 15 138
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 0 0 13 54
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 1 1 9 84
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 2 187 0 1 15 450
Bayesian VARs: specification choices and forecast accuracy 0 1 5 436 0 6 32 708
Blended Identification in Structural VARs 0 0 0 8 0 0 12 35
Blended Identification in Structural VARs 0 0 2 68 2 2 18 69
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 2 19 0 0 9 63
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 0 10 277
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 3 3 11 157
Common drifting volatility in large Bayesian VARs 0 0 0 98 2 2 18 297
Double Descent and Benign Overfitting in Macroeconomic Forecasting 1 8 16 16 2 7 14 14
Endogenous Uncertainty 0 0 0 167 0 1 17 419
Expectations and term premia in EFSF bond yields 0 0 0 11 1 1 12 34
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 2 5 16 611
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 0 3 15 567
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 1 1 19 1,061
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 174 0 0 11 431
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 76 0 0 23 290
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 11 1 1 6 47
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 1 39 0 0 16 156
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 1 11 1 1 14 59
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 63 1 1 15 229
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 1 2 21 331
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 0 11 23
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 2 2 34 63
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 0 0 20 37
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 1 1 108 6 9 32 235
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 1 2 14 92
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 1 17 229
Have standard VARs remained stable since the crisis? 0 0 0 114 3 4 31 283
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 2 2 8 71
Large Vector Autoregressions with Asymmetric Priors 0 0 1 7 1 1 13 51
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 2 2 23 399
Macro Uncertainty in the Long Run 0 0 2 7 1 2 15 28
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 2 3 21 80
Macroeconomic Forecasting with Large Language Models 0 2 14 64 4 17 119 222
Measuring Uncertainty and Its Effects in the COVID-19 Era 1 1 1 59 2 4 21 150
Measuring Uncertainty and Its Impact on the Economy 0 0 0 202 1 2 11 371
Measuring Uncertainty and Its Impact on the Economy 0 0 0 77 4 5 36 187
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 5 6 17 420
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 2 2 12 155
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 2 4 20 266
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 233 0 2 28 490
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 52 1 2 11 262
Shadow-rate VARs 0 0 1 36 3 6 25 98
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 17 0 0 25 55
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 2 4 13 93
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 1 2 12 133
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 16 1 1 22 124
The global component of inflation volatility 0 0 0 150 1 2 84 461
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 75 0 1 17 204
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 2 5 15 59
UK term structure decompositions at the zero lower bound 0 0 0 72 1 1 19 155
Total Working Papers 2 13 64 4,593 74 139 1,207 12,398
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 1 9 57
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 0 0 11 170
A comprehensive evaluation of macroeconomic forecasting methods 0 0 3 38 0 2 23 163
A simple test of the New Keynesian Phillips Curve 0 0 0 78 0 1 8 183
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 13 18 1 5 55 118
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 0 30 1 1 14 98
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 3 127 2 4 24 358
Blended identification in structural VARs 0 0 3 12 5 7 46 80
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 2 4 14 23 2 5 44 78
Common Drifting Volatility in Large Bayesian VARs 0 2 4 60 5 7 40 205
Directed acyclic graph representation of the demand–Supply model 0 0 3 3 1 3 16 16
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 0 0 12 298
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 1 1 13 165
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 0 164 0 1 8 521
Forecasting exchange rates with a large Bayesian VAR 1 1 3 290 1 3 20 807
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 1 141 0 1 21 376
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 1 1 13 157
Forecasting with Bayesian multivariate vintage-based VARs 0 0 2 7 0 1 10 98
Forecasting with shadow rate VARs 0 1 1 1 0 1 33 34
Have Standard VARS Remained Stable Since the Crisis? 1 1 2 17 2 2 20 124
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 3 24 347
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 1 1 9 175 4 8 58 530
Macro uncertainty in the long run 0 0 0 3 0 0 12 17
Macroeconomic forecasting in a multi‐country context 0 0 5 21 1 3 23 59
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 14 0 0 14 90
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 0 1 5 4 7 22 29
Measuring Uncertainty and Its Impact on the Economy 0 1 21 221 1 6 75 688
Nowcasting tail risk to economic activity at a weekly frequency 1 3 4 37 1 4 20 101
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 2 4 21 52
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 50 1 3 16 229
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 1 18 100
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 7 1 3 26 36
Structural analysis with Multivariate Autoregressive Index models 0 0 2 46 1 2 16 220
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 1 1 2 74 1 2 19 237
The global component of inflation volatility 0 0 2 13 1 1 11 45
UK term structure decompositions at the zero lower bound 0 0 1 22 1 1 21 192
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 1 31 1 3 25 104
Total Journal Articles 7 17 107 2,007 42 98 861 7,182

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Statistics updated 2026-09-10