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 1 11 28
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 0 3 14 40
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 8 0 2 15 55
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 1 12 29
A Simple Test of the New Keynesian Phillips Curve 0 0 0 3 0 4 18 33
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 2 5 30 130
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 0 1 14 54
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 1 1 17 137
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 0 4 9 83
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 2 187 0 5 15 449
Bayesian VARs: specification choices and forecast accuracy 1 1 6 435 1 7 33 702
Blended Identification in Structural VARs 0 0 0 8 0 4 13 35
Blended Identification in Structural VARs 0 2 3 68 0 3 18 67
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 4 19 1 3 15 63
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 2 4 8 154
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 3 11 277
Common drifting volatility in large Bayesian VARs 0 0 1 98 0 4 17 295
Endogenous Uncertainty 0 0 1 167 7 8 17 418
Expectations and term premia in EFSF bond yields 0 0 0 11 0 3 11 33
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 4 18 1,060
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 8 12 606
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 1 4 13 564
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 11 0 1 8 46
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 1 76 0 5 23 290
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 174 0 5 12 431
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 2 39 2 6 17 156
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 11 1 4 16 58
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 1 4 16 228
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 1 8 21 329
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 2 5 12 23
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 1 10 32 61
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 0 4 20 37
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 0 0 107 1 4 26 226
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 0 13 90
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 3 18 228
Have standard VARs remained stable since the crisis? 0 0 0 114 1 3 27 279
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 2 6 69
Large Vector Autoregressions with Asymmetric Priors 0 1 1 7 2 8 12 50
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 1 9 21 397
Macro Uncertainty in the Long Run 0 2 3 7 0 6 14 26
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 2 2 18 77
Macroeconomic Forecasting with Large Language Models 0 4 16 62 17 51 117 205
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 8 20 146
Measuring Uncertainty and Its Impact on the Economy 0 0 2 77 1 4 36 182
Measuring Uncertainty and Its Impact on the Economy 0 0 1 202 1 3 11 369
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 4 12 414
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 5 11 153
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 5 17 262
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 2 233 1 9 26 488
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 52 0 1 9 260
Shadow-rate VARs 0 0 2 36 0 4 22 92
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 0 3 11 89
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 17 1 5 28 55
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 0 0 10 131
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 16 0 6 22 123
The global component of inflation volatility 0 0 2 150 3 14 84 459
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 0 3 17 203
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 0 3 12 54
UK term structure decompositions at the zero lower bound 0 0 1 72 0 2 21 154
Total Working Papers 2 14 67 4,572 56 301 1,159 12,252
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 2 8 56
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 0 2 11 170
A comprehensive evaluation of macroeconomic forecasting methods 0 0 4 38 1 4 25 161
A simple test of the New Keynesian Phillips Curve 0 0 0 78 0 0 8 182
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 14 17 8 12 61 113
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 2 30 0 2 16 97
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 2 126 2 6 22 354
Blended identification in structural VARs 0 1 5 12 2 22 44 73
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 1 1 12 19 5 10 46 73
Common Drifting Volatility in Large Bayesian VARs 0 1 2 58 4 9 40 198
Directed acyclic graph representation of the demand–Supply model 0 0 3 3 0 2 13 13
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 2 7 12 298
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 2 4 12 164
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 2 164 0 3 11 520
Forecasting exchange rates with a large Bayesian VAR 0 1 2 289 0 6 19 804
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 2 141 2 4 26 375
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 4 12 156
Forecasting with Bayesian multivariate vintage-based VARs 0 0 2 7 0 1 10 97
Forecasting with shadow rate VARs 0 0 0 0 1 5 33 33
Have Standard VARS Remained Stable Since the Crisis? 0 0 1 16 1 2 18 122
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 1 6 21 344
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 2 3 13 174 4 12 61 522
Macro uncertainty in the long run 0 0 2 3 1 2 14 17
Macroeconomic forecasting in a multi‐country context 0 3 6 21 1 6 22 56
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 1 14 0 2 17 90
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 0 2 5 0 6 17 22
Measuring Uncertainty and Its Impact on the Economy 0 3 25 220 3 14 84 682
Nowcasting tail risk to economic activity at a weekly frequency 0 0 4 34 1 2 22 97
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 6 19 48
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 1 50 0 3 13 226
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 1 17 99
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 7 7 1 5 28 33
Structural analysis with Multivariate Autoregressive Index models 0 0 2 46 2 5 17 218
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 2 73 0 7 19 235
The global component of inflation volatility 0 1 3 13 1 3 11 44
UK term structure decompositions at the zero lower bound 0 1 2 22 0 5 22 191
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 2 31 1 8 27 101
Total Journal Articles 4 18 126 1,990 47 200 878 7,084

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Statistics updated 2026-06-04