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 1 12 29
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 1 3 17 44
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 1 1 13 30
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 8 0 0 15 55
A Simple Test of the New Keynesian Phillips Curve 0 0 0 3 0 1 19 34
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 0 0 27 132
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 2 2 15 56
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 0 1 9 84
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 1 1 1 68 1 2 16 139
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 1 187 2 2 16 452
Bayesian VARs: specification choices and forecast accuracy 0 1 5 436 0 4 30 708
Blended Identification in Structural VARs 0 0 0 8 1 1 13 36
Blended Identification in Structural VARs 0 0 2 68 1 3 18 70
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 2 19 0 0 9 63
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 1 1 11 278
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 0 3 11 157
Common drifting volatility in large Bayesian VARs 1 1 1 99 3 5 21 300
Double Descent and Benign Overfitting in Macroeconomic Forecasting 0 2 16 16 0 3 14 14
Endogenous Uncertainty 0 0 0 167 0 1 17 419
Expectations and term premia in EFSF bond yields 0 0 0 11 0 1 12 34
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 1 2 20 1,062
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 0 1 15 567
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 4 16 611
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 174 0 0 11 431
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 11 2 3 8 49
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 76 0 0 23 290
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 1 11 1 2 14 60
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 1 39 0 0 15 156
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 63 1 2 16 230
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 1 3 22 332
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 1 1 12 24
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 0 2 33 63
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 0 0 20 37
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 0 1 108 0 6 32 235
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 1 13 92
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 1 17 230
Have standard VARs remained stable since the crisis? 0 0 0 114 0 3 30 283
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 2 8 71
Large Vector Autoregressions with Asymmetric Priors 0 0 1 7 0 1 13 51
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 1 3 24 400
Macro Uncertainty in the Long Run 0 0 2 7 0 2 15 28
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 0 3 21 80
Macroeconomic Forecasting with Large Language Models 0 0 12 64 1 8 114 223
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 1 59 0 3 19 150
Measuring Uncertainty and Its Impact on the Economy 0 0 0 202 1 2 12 372
Measuring Uncertainty and Its Impact on the Economy 0 0 0 77 0 4 33 187
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 5 17 420
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 2 12 155
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 4 21 267
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 233 2 2 28 492
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 52 1 3 12 263
Shadow-rate VARs 0 0 0 36 0 3 24 98
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 0 2 13 93
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 17 0 0 21 55
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 1 2 12 134
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 16 0 1 19 124
The global component of inflation volatility 0 0 0 150 0 1 84 461
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 75 1 1 18 205
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 0 4 15 59
UK term structure decompositions at the zero lower bound 0 0 0 72 0 1 19 155
Total Working Papers 2 6 58 4,595 31 125 1,206 12,429
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 0 9 57
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 1 1 11 171
A comprehensive evaluation of macroeconomic forecasting methods 0 0 3 38 2 4 23 165
A simple test of the New Keynesian Phillips Curve 0 0 0 78 0 1 8 183
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 10 18 1 5 51 119
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 0 30 0 1 13 98
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 127 1 4 25 359
Blended identification in structural VARs 0 0 2 12 4 10 47 84
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 1 5 13 24 3 7 43 81
Common Drifting Volatility in Large Bayesian VARs 0 1 4 60 1 7 39 206
Directed acyclic graph representation of the demand–Supply model 0 0 3 3 0 2 16 16
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 0 0 12 298
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 1 13 165
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 0 164 1 2 9 522
Forecasting exchange rates with a large Bayesian VAR 1 2 4 291 2 5 21 809
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 1 141 2 3 23 378
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 1 13 157
Forecasting with Bayesian multivariate vintage-based VARs 0 0 2 7 0 1 10 98
Forecasting with shadow rate VARs 0 1 1 1 1 2 29 35
Have Standard VARS Remained Stable Since the Crisis? 0 1 2 17 0 2 20 124
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 3 18 347
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 1 9 175 2 7 60 532
Macro uncertainty in the long run 0 0 0 3 0 0 11 17
Macroeconomic forecasting in a multi‐country context 0 0 5 21 0 3 22 59
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 14 1 1 15 91
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 0 1 5 0 5 21 29
Measuring Uncertainty and Its Impact on the Economy 2 2 23 223 3 6 73 691
Nowcasting tail risk to economic activity at a weekly frequency 0 2 4 37 0 2 20 101
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 4 21 53
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 50 1 2 17 230
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 1 17 100
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 7 0 3 26 36
Structural analysis with Multivariate Autoregressive Index models 0 0 2 46 0 2 16 220
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 2 74 3 5 21 240
The global component of inflation volatility 0 0 2 13 1 2 12 46
UK term structure decompositions at the zero lower bound 0 0 1 22 0 1 16 192
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 1 31 0 3 24 104
Total Journal Articles 4 16 105 2,011 31 109 845 7,213

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11