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 0 17
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 0 0 2 27
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 5 5 5 22
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 8 2 2 4 42
A Simple Test of the New Keynesian Phillips Curve 0 0 0 3 0 0 1 15
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 1 4 45 2 5 20 110
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 1 2 6 77
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 2 3 7 126
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 3 3 5 44
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 3 186 0 3 9 438
Bayesian VARs: specification choices and forecast accuracy 1 2 4 433 3 9 25 685
Blended Identification in Structural VARs 0 0 2 66 1 3 10 54
Blended Identification in Structural VARs 0 0 2 8 4 4 10 27
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 7 17 0 0 17 54
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 0 2 146
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 2 3 8 270
Common drifting volatility in large Bayesian VARs 0 0 1 98 3 3 9 282
Endogenous Uncertainty 0 0 1 167 2 2 4 404
Expectations and term premia in EFSF bond yields 0 0 0 11 2 2 4 24
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 0 1 595
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 1 1 1 1,043
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 1 2 3 554
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 11 1 1 6 42
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 75 4 4 5 271
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 174 0 1 7 421
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 1 10 0 2 6 47
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 38 1 3 5 143
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 0 2 7 216
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 5 7 9 317
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 1 2 4 14
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 3 4 4 33
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 1 3 5 5 6 22
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 0 2 107 2 7 17 210
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 3 4 81
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 3 5 7 217
Have standard VARs remained stable since the crisis? 0 0 0 114 9 12 18 264
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 1 1 2 64
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 1 2 39
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 4 5 9 381
Macro Uncertainty in the Long Run 0 0 1 5 0 1 4 14
Macroeconomic Forecasting in a Multi-country Context 0 1 1 68 4 6 9 65
Macroeconomic Forecasting with Large Language Models 3 5 17 55 7 17 67 120
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 3 9 132
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 6 12 23 163
Measuring Uncertainty and Its Impact on the Economy 0 0 2 202 0 4 10 364
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 1 1 2 404
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 1 2 5 145
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 3 4 6 250
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 4 232 5 11 15 473
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 52 1 1 4 252
Shadow-rate VARs 0 1 7 36 1 5 24 78
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 80 0 2 14 82
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 4 13 16 5 11 35 41
Structural Analysis with Multivariate Autoregressive Index Models 0 0 1 87 0 1 3 122
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 0 15 2 5 8 107
The global component of inflation volatility 0 0 3 150 6 7 12 384
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 3 3 4 190
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 2 3 6 47
UK term structure decompositions at the zero lower bound 0 0 2 72 3 4 13 140
Total Working Papers 4 16 98 4,545 124 220 544 11,411
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 2 49
A comparison of methods for the construction of composite coincident and leading indexes for the UK 1 1 1 58 3 4 5 163
A comprehensive evaluation of macroeconomic forecasting methods 2 2 3 37 5 8 13 148
A simple test of the New Keynesian Phillips Curve 0 0 0 78 0 1 2 176
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 3 7 10 12 8 21 53 84
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 4 30 2 3 8 87
Bayesian VARs: Specification Choices and Forecast Accuracy 2 2 9 126 5 9 21 343
Blended identification in structural VARs 0 1 5 10 2 9 26 43
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 2 7 11 10 14 38 48
Common Drifting Volatility in Large Bayesian VARs 1 1 2 57 4 9 20 174
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 0 1 1 287
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 1 1 2 153
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 3 164 0 0 5 513
Forecasting exchange rates with a large Bayesian VAR 0 0 3 287 1 5 12 792
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 2 140 3 5 12 360
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 1 1 1 145
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 1 3 5 91
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 2 4 6 108
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 8 9 331
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 2 13 168 12 22 51 494
Macro uncertainty in the long run 0 0 2 3 1 2 4 7
Macroeconomic forecasting in a multi‐country context 1 1 4 17 2 5 10 41
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 1 14 1 2 8 78
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 1 1 5 5 2 4 11 11
Measuring Uncertainty and Its Impact on the Economy 1 5 22 205 6 21 66 634
Nowcasting tail risk to economic activity at a weekly frequency 0 0 9 33 5 7 25 88
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 3 5 34
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 2 2 6 215
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 3 5 85
Specification Choices in Quantile Regression for Empirical Macroeconomics 2 3 5 5 6 10 20 20
Structural analysis with Multivariate Autoregressive Index models 0 1 2 45 1 3 10 207
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 2 72 0 2 9 220
The global component of inflation volatility 0 0 2 11 1 3 9 37
UK term structure decompositions at the zero lower bound 0 0 1 21 2 7 11 178
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 30 2 4 14 83
Total Journal Articles 14 29 120 1,929 93 207 505 6,527

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Statistics updated 2025-12-06