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 0 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 2 2 3 3
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 1 1 0 2 8 8
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 1 4 148 1 2 9 322
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 0 0 1 4 4
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 90 1 3 10 234
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 5 0 1 4 26
A Simple Test of the New Keynesian Phillips Curve 0 1 1 1 1 4 5 5
A Simple Test of the New Keynesian Phillips Curve 0 0 1 213 0 3 9 609
A comprehensive evaluation of macroeconomic forecasting methods 1 5 19 189 5 24 75 301
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 29 54 1 5 58 76
Bayesian VARs: Specification Choices and Forecast Accuracy 0 3 6 167 0 6 25 355
Bayesian VARs: specification choices and forecast accuracy 2 4 22 404 2 9 47 568
Common Drifting Volatility in Large Bayesian VARs 0 1 2 106 1 6 14 231
Common Drifting Volatility in Large Bayesian VARs 0 0 1 33 0 1 6 112
Common drifting volatility in large Bayesian VARs 0 1 3 78 1 2 6 203
Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries 0 2 25 41 1 8 66 88
Endogenous Uncertainty 4 7 54 111 8 19 118 166
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 5 531
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 1 299 1 4 8 1,016
Forecasting Exchange Rates with a Large Bayesian VAR 0 2 4 4 1 3 7 7
Forecasting Exchange Rates with a Large Bayesian VAR 0 2 6 325 2 12 38 655
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 170 0 1 2 377
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 1 68 1 3 6 226
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 0 0 3 7 7
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 4 35 0 1 13 116
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 11 264 2 3 21 482
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 4 141 0 2 10 284
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 58 0 2 9 187
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 1 2 4 4
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 1 204 0 1 8 475
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 1 242 0 1 7 455
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 0 0 0 2 2
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 1 100 0 2 6 232
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 0 0 2 3 3
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 39 1 1 3 34
Have Standard VARs Remained Stable since the Crisis? 0 1 4 84 0 8 22 168
Have standard VARs remained stable since the crisis? 0 0 1 109 2 4 18 181
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 4 1 1 5 30
Large Vector Autoregressions with Asymmetric Priors 0 1 2 2 0 2 9 9
Large Vector Autoregressions with Asymmetric Priors 0 0 6 118 2 8 27 149
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 4 30 169 1 18 85 257
Measuring Uncertainty and Its Impact on the Economy 0 0 7 57 0 3 25 65
Measuring Uncertainty and Its Impact on the Economy 1 2 27 172 6 21 84 263
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 3 99 1 1 4 392
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 65 0 2 5 118
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 1 1 2 60 1 4 11 120
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 6 209 1 5 20 356
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 49 0 1 4 233
Structural Analysis with Multivariate Autoregressive Index Models 0 0 4 80 2 4 12 92
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 2 3 9 248 4 9 39 509
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 0 0 3 4 8 8
The global component of inflation volatility 1 6 52 102 9 30 118 135
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 1 2 5 57 2 7 21 117
UK Term Structure Decompositions at the Zero Lower Bound 0 1 1 2 3 5 10 11
UK Term Structure Decompositions at the Zero Lower Bound 0 1 1 66 2 3 11 103
UK term structure decompositions at the zero lower bound 0 0 1 62 1 1 9 90
Total Working Papers 13 54 366 5,797 74 284 1,181 12,647


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 0 8 30
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 0 53 1 2 6 139
A simple test of the New Keynesian Phillips Curve 0 0 1 77 1 3 6 157
Bayesian VARs: Specification Choices and Forecast Accuracy 2 3 13 93 2 7 43 231
Common Drifting Volatility in Large Bayesian VARs 0 3 7 10 1 4 24 35
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 1 85 0 1 2 260
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 0 8 119
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 1 1 152 2 3 4 470
Forecasting exchange rates with a large Bayesian VAR 3 3 10 241 3 6 24 677
Forecasting government bond yields with large Bayesian vector autoregressions 0 2 7 84 0 6 23 221
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 2 4 11 114
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 2 3 4 26
Have Standard VARS Remained Stable Since the Crisis? 0 2 3 11 1 4 18 47
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 1 112 3 3 10 283
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 0 1 7 34 1 3 19 103
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 0 1 74
Structural analysis with Multivariate Autoregressive Index models 1 5 11 32 7 11 26 135
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 1 1 4 40 3 6 27 118
UK term structure decompositions at the zero lower bound 0 0 1 4 3 11 28 47
Total Journal Articles 7 21 68 1,044 32 77 293 3,327


Statistics updated 2019-09-09