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 1 10 11 28
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 0 8 12 37
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 6 11 28
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 8 1 11 15 54
A Simple Test of the New Keynesian Phillips Curve 0 0 0 3 1 15 15 30
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 2 45 1 9 30 126
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 5 16 136
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 1 16 0 7 13 53
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 0 1 6 79
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 186 1 5 14 445
Bayesian VARs: specification choices and forecast accuracy 0 1 5 434 3 9 31 698
Blended Identification in Structural VARs 1 1 3 67 2 10 18 66
Blended Identification in Structural VARs 0 0 0 8 2 5 13 33
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 2 5 19 2 8 16 62
Common Drifting Volatility in Large Bayesian VARs 0 1 1 41 1 5 6 151
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 2 2 11 276
Common drifting volatility in large Bayesian VARs 0 0 1 98 2 9 17 293
Endogenous Uncertainty 0 0 1 167 0 2 9 410
Expectations and term premia in EFSF bond yields 0 0 0 11 1 6 9 31
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 1 5 10 561
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 9 14 1,056
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 3 6 7 601
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 75 0 13 19 285
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 11 0 2 8 45
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 174 0 3 9 426
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 38 1 8 13 151
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 11 1 5 13 55
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 2 5 15 323
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 0 6 13 224
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 3 7 18
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 4 21 26 55
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 3 12 19 36
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 0 1 107 2 11 27 224
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 6 13 90
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 6 16 226
Have standard VARs remained stable since the crisis? 0 0 0 114 1 7 26 277
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 1 4 5 68
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 2 5 7 44
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 3 9 16 391
Macro Uncertainty in the Long Run 1 1 2 6 2 4 11 22
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 0 3 16 75
Macroeconomic Forecasting with Large Language Models 2 4 16 60 13 29 89 167
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 6 16 139
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 3 18 38 181
Measuring Uncertainty and Its Impact on the Economy 0 0 1 202 0 2 8 366
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 4 8 410
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 2 5 9 150
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 5 12 257
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 232 4 8 22 483
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 52 0 5 10 259
Shadow-rate VARs 0 0 5 36 2 10 26 90
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 7 17 2 10 30 52
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 2 82 1 3 9 87
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 0 7 11 131
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 1 1 16 1 8 17 118
The global component of inflation volatility 0 0 2 150 8 67 79 453
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 2 11 16 202
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 0 1 10 51
UK term structure decompositions at the zero lower bound 0 0 2 72 1 10 22 153
Total Working Papers 4 13 80 4,562 87 495 1,015 12,038
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 5 8 55
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 1 6 11 169
A comprehensive evaluation of macroeconomic forecasting methods 0 0 4 38 0 7 21 157
A simple test of the New Keynesian Phillips Curve 0 0 0 78 0 6 8 182
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 3 13 16 1 15 58 102
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 3 30 0 7 15 95
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 6 126 2 6 23 350
Blended identification in structural VARs 0 0 4 11 3 8 28 54
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 6 13 18 4 17 47 67
Common Drifting Volatility in Large Bayesian VARs 1 1 2 58 4 12 35 193
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 8 10 161
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 3 164 0 3 9 517
Forecasting exchange rates with a large Bayesian VAR 1 2 3 289 3 9 17 801
Forecasting government bond yields with large Bayesian vector autoregressions 0 1 3 141 2 12 25 373
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 1 7 9 153
Forecasting with Bayesian multivariate vintage-based VARs 0 2 2 7 0 5 9 96
Have Standard VARS Remained Stable Since the Crisis? 0 1 1 16 0 10 17 120
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 2 9 17 340
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 1 3 12 172 5 16 59 515
Macro uncertainty in the long run 0 0 2 3 0 4 12 15
Macroeconomic forecasting in a multi‐country context 2 2 6 20 4 12 22 54
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 1 14 1 8 16 89
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 0 2 5 1 5 13 17
Measuring Uncertainty and Its Impact on the Economy 0 7 26 217 3 25 80 671
Nowcasting tail risk to economic activity at a weekly frequency 0 1 4 34 0 7 21 95
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 2 7 15 44
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 1 9 14 224
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 12 18 98
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 7 7 1 7 24 29
Structural analysis with Multivariate Autoregressive Index models 0 1 3 46 1 4 15 214
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 3 73 5 13 18 233
The global component of inflation volatility 1 2 4 13 1 4 12 42
UK term structure decompositions at the zero lower bound 1 1 2 22 3 9 22 189
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 1 1 2 31 3 12 24 96
Total Journal Articles 8 36 133 1,977 56 310 757 6,901

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Statistics updated 2026-04-09