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 0 123 0 2 3 261
A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates 0 0 0 0 0 1 1 1
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 1 1 1 1 3 6 6
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 1 1 3 147 1 2 9 320
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 5 0 1 4 25
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 0 0 2 3 3
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 90 0 2 7 231
A Simple Test of the New Keynesian Phillips Curve 0 0 0 0 1 1 1 1
A Simple Test of the New Keynesian Phillips Curve 1 1 1 213 2 3 7 606
A comprehensive evaluation of macroeconomic forecasting methods 2 5 34 184 5 15 187 277
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 3 9 34 53 4 14 64 71
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 8 164 1 8 27 349
Bayesian VARs: specification choices and forecast accuracy 1 7 23 400 1 15 53 559
Common Drifting Volatility in Large Bayesian VARs 1 1 1 33 2 3 7 111
Common Drifting Volatility in Large Bayesian VARs 0 0 3 105 0 2 14 225
Common drifting volatility in large Bayesian VARs 2 2 3 77 2 3 7 201
Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries 2 5 27 39 4 13 70 80
Endogenous Uncertainty 1 10 57 104 11 32 125 147
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 1 148 0 0 5 576
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 122 0 2 3 529
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 1 299 0 3 4 1,012
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 170 0 1 2 376
Forecasting Exchange Rates with a Large Bayesian VAR 1 2 2 2 1 3 4 4
Forecasting Exchange Rates with a Large Bayesian VAR 1 1 6 323 7 12 31 643
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 67 0 2 5 223
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 0 0 2 4 4
Forecasting Government Bond Yields with Large Bayesian VARs 1 4 13 264 2 7 32 479
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 5 35 2 5 13 115
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 58 2 5 9 185
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 1 5 141 1 3 13 282
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 2 204 0 2 8 474
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 2 2 2
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 1 1 242 1 3 8 454
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 0 0 1 2 2
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 2 100 0 1 5 230
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 0 0 1 1 1
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 39 0 1 4 33
Have Standard VARs Remained Stable since the Crisis? 1 1 4 83 3 6 20 160
Have standard VARs remained stable since the crisis? 0 0 5 109 3 6 24 177
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 4 0 1 4 29
Large Vector Autoregressions with Asymmetric Priors 2 4 10 118 3 8 29 141
Large Vector Autoregressions with Asymmetric Priors 0 1 1 1 1 4 7 7
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 2 10 32 165 5 21 86 239
Measuring Uncertainty and Its Impact on the Economy 2 2 8 57 3 6 25 62
Measuring Uncertainty and Its Impact on the Economy 5 12 28 170 9 20 74 242
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 1 3 99 0 1 3 391
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 1 65 0 2 5 116
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 1 59 0 3 7 116
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 6 208 1 5 19 351
Sectoral Survey-based Confidence Indicators for Europe 0 1 2 49 1 2 4 232
Structural Analysis with Multivariate Autoregressive Index Models 1 2 4 80 2 4 9 88
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 0 0 0 3 4 4
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 3 8 245 2 10 46 500
The global component of inflation volatility 6 26 89 96 9 48 103 105
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 1 3 55 1 5 21 110
UK Term Structure Decompositions at the Zero Lower Bound 0 0 1 65 2 4 12 100
UK Term Structure Decompositions at the Zero Lower Bound 0 0 1 1 2 2 6 6
UK term structure decompositions at the zero lower bound 0 1 1 62 1 4 13 89
Total Working Papers 37 119 444 5,743 99 343 1,271 12,363


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 1 1 0 2 8 30
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 2 53 0 1 8 137
A simple test of the New Keynesian Phillips Curve 0 1 1 77 1 2 4 154
Bayesian VARs: Specification Choices and Forecast Accuracy 2 4 11 90 4 14 46 224
Common Drifting Volatility in Large Bayesian VARs 2 4 6 7 4 7 26 31
Explaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework 0 1 1 85 0 1 2 259
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 1 12 119
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 0 151 0 0 1 467
Forecasting exchange rates with a large Bayesian VAR 1 3 10 238 2 8 28 671
Forecasting government bond yields with large Bayesian vector autoregressions 0 2 6 82 3 8 24 215
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 1 4 10 110
Forecasting with Bayesian multivariate vintage-based VARs 0 0 1 5 0 1 3 23
Have Standard VARS Remained Stable Since the Crisis? 0 0 3 9 1 6 24 43
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 1 1 112 0 5 8 280
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 10 0 0 1 41
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 1 4 7 33 2 7 18 100
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 1 3 74
Structural analysis with Multivariate Autoregressive Index models 3 5 7 27 5 10 19 124
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 1 1 5 39 1 2 26 112
UK term structure decompositions at the zero lower bound 0 1 4 4 2 4 36 36
Total Journal Articles 10 27 66 1,023 27 84 307 3,250


Statistics updated 2019-06-03