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 11 28
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 1 4 14 41
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 8 0 1 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 3 18 33
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 2 6 31 132
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 1 17 137
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 0 4 9 83
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 0 1 14 54
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 2 187 1 5 16 450
Bayesian VARs: specification choices and forecast accuracy 0 1 5 435 2 6 33 704
Blended Identification in Structural VARs 0 1 2 68 0 1 16 67
Blended Identification in Structural VARs 0 0 0 8 0 2 13 35
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 3 19 0 1 10 63
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 1 11 277
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 0 3 8 154
Common drifting volatility in large Bayesian VARs 0 0 0 98 0 2 16 295
Double Descent and Benign Overfitting in Macroeconomic Forecasting 6 14 14 14 4 11 11 11
Endogenous Uncertainty 0 0 1 167 0 8 17 418
Expectations and term premia in EFSF bond yields 0 0 0 11 0 2 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 1 6 13 607
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 2 5 15 566
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 174 0 5 12 431
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 11 0 1 7 46
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 1 76 0 5 23 290
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 11 0 3 15 58
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 2 39 0 5 17 156
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 0 6 21 329
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 0 4 15 228
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 5 12 23
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 0 6 32 61
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 0 1 20 37
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 1 1 1 108 3 5 28 229
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 1 1 14 91
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 3 17 229
Have standard VARs remained stable since the crisis? 0 0 0 114 1 3 28 280
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 1 6 69
Large Vector Autoregressions with Asymmetric Priors 0 1 1 7 0 6 12 50
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 0 6 21 397
Macro Uncertainty in the Long Run 0 1 3 7 0 4 14 26
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 0 2 18 77
Macroeconomic Forecasting with Large Language Models 2 4 17 64 10 48 125 215
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 8 21 147
Measuring Uncertainty and Its Impact on the Economy 0 0 1 202 1 4 12 370
Measuring Uncertainty and Its Impact on the Economy 0 0 1 77 1 2 34 183
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 1 5 13 415
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 3 11 153
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 6 18 263
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 2 233 2 7 28 490
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 52 0 1 9 260
Shadow-rate VARs 0 0 1 36 3 5 22 95
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 17 0 3 27 55
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 2 4 12 91
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 1 1 11 132
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 16 0 5 21 123
The global component of inflation volatility 0 0 2 150 1 7 85 460
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 75 1 2 17 204
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 1 4 12 55
UK term structure decompositions at the zero lower bound 0 0 1 72 0 1 21 154
Total Working Papers 9 27 76 4,589 45 266 1,180 12,304
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 2 9 57
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 0 1 11 170
A comprehensive evaluation of macroeconomic forecasting methods 0 0 3 38 0 4 23 161
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 2 14 18 1 12 60 114
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 2 30 0 2 16 97
Bayesian VARs: Specification Choices and Forecast Accuracy 1 1 3 127 1 5 22 355
Blended identification in structural VARs 0 1 4 12 1 20 43 74
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 1 12 19 1 7 45 74
Common Drifting Volatility in Large Bayesian VARs 1 1 3 59 1 6 40 199
Directed acyclic graph representation of the demand–Supply model 0 0 3 3 1 2 14 14
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 0 7 12 298
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 3 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 0 2 289 0 3 19 804
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 2 141 0 2 25 375
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 3 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 0 2 33 33
Have Standard VARS Remained Stable Since the Crisis? 0 0 1 16 0 2 18 122
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 4 21 344
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 2 10 174 3 10 60 525
Macro uncertainty in the long run 0 0 1 3 0 2 13 17
Macroeconomic forecasting in a multi‐country context 0 1 6 21 0 2 22 56
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 1 14 0 1 17 90
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 0 1 5 2 7 17 24
Measuring Uncertainty and Its Impact on the Economy 1 4 25 221 3 14 79 685
Nowcasting tail risk to economic activity at a weekly frequency 1 1 5 35 2 4 23 99
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 5 20 49
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 1 50 2 4 15 228
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 6 7 0 4 24 33
Structural analysis with Multivariate Autoregressive Index models 0 0 2 46 0 4 17 218
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 2 73 0 2 18 235
The global component of inflation volatility 0 0 3 13 0 2 11 44
UK term structure decompositions at the zero lower bound 0 0 1 22 0 2 20 191
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 31 0 5 27 101
Total Journal Articles 5 15 120 1,995 20 160 864 7,104

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Statistics updated 2026-07-10