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 0 25
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 1 17
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 7 0 1 2 39
A Simple Test of the New Keynesian Phillips Curve 0 0 1 3 0 1 2 15
Addressing COVID-19 outliers in BVARs with stochastic volatility 1 3 8 44 2 8 23 98
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 1 1 120
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 50 0 0 4 73
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 0 1 40
Bayesian VARs: Specification Choices and Forecast Accuracy 1 1 2 184 1 3 6 432
Bayesian VARs: specification choices and forecast accuracy 0 0 5 429 0 3 18 667
Blended Identification in Structural VARs 1 1 7 65 1 1 16 49
Blended Identification in Structural VARs 0 1 5 8 1 2 13 21
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 1 4 8 15 2 9 26 48
Common Drifting Volatility in Large Bayesian VARs 0 0 1 116 1 4 5 266
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 1 1 2 146
Common drifting volatility in large Bayesian VARs 0 0 1 97 2 3 8 278
Endogenous Uncertainty 0 0 0 166 0 1 4 401
Expectations and term premia in EFSF bond yields 0 0 0 11 0 0 5 22
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 0 0 0 551
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 0 2 1,042
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 0 0 594
Forecasting Exchange Rates with a Large Bayesian VAR 1 1 1 11 1 2 7 38
Forecasting Exchange Rates with a Large Bayesian VAR 1 1 3 75 1 1 4 267
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 173 0 3 6 417
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 36 0 0 2 138
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 9 0 0 3 42
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 0 0 0 308
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 62 1 3 3 212
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 1 1 11
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 0 0 2 29
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 2 3 0 0 2 17
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 1 15 106 1 3 26 198
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 0 1 77
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 0 1 210
Have standard VARs remained stable since the crisis? 0 0 0 114 0 1 13 251
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 0 2 63
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 1 1 1 38
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 1 206 1 2 9 376
Macro Uncertainty in the Long Run 0 0 1 4 0 0 2 11
Macroeconomic Forecasting in a Multi-country Context 0 0 2 67 0 2 6 59
Macroeconomic Forecasting with Large Language Models 1 4 45 45 5 20 83 83
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 57 1 1 5 124
Measuring Uncertainty and Its Impact on the Economy 0 0 1 74 2 4 15 145
Measuring Uncertainty and Its Impact on the Economy 0 1 1 201 0 3 6 358
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 0 1 402
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 0 1 141
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 0 3 245
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 1 1 3 231 1 2 8 462
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 51 1 2 3 250
Shadow-rate VARs 3 3 10 34 6 10 30 70
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 11 11 2 8 24 24
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 2 7 80 0 2 19 78
Structural Analysis with Multivariate Autoregressive Index Models 0 0 3 87 1 1 4 121
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 2 15 0 1 8 101
The global component of inflation volatility 0 1 1 148 0 1 4 374
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 74 0 0 3 186
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 0 0 1 41
UK term structure decompositions at the zero lower bound 1 1 3 71 1 5 12 132
Total Working Papers 13 28 152 4,495 37 117 460 11,060
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 1 1 48
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 57 0 0 2 158
A comprehensive evaluation of macroeconomic forecasting methods 0 0 3 34 0 0 12 136
A simple test of the New Keynesian Phillips Curve 0 0 0 78 0 0 0 174
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 3 3 3 12 47 47
Assessing international commonality in macroeconomic uncertainty and its effects 1 2 2 28 1 2 5 81
Bayesian VARs: Specification Choices and Forecast Accuracy 3 3 8 123 3 5 15 330
Blended identification in structural VARs 0 1 7 7 1 7 27 27
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 2 3 7 7 4 9 24 24
Common Drifting Volatility in Large Bayesian VARs 0 0 5 56 0 2 15 158
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 1 91 0 0 2 286
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 0 1 151
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 1 1 2 162 1 1 5 509
Forecasting exchange rates with a large Bayesian VAR 1 1 6 287 1 3 10 785
Forecasting government bond yields with large Bayesian vector autoregressions 1 1 4 139 1 1 7 349
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 0 0 144
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 0 1 87
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 0 1 3 103
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 0 0 2 323
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 4 16 160 2 7 47 458
Macro uncertainty in the long run 0 0 0 1 0 0 0 3
Macroeconomic forecasting in a multi‐country context 0 0 3 14 0 0 6 32
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 13 0 1 5 73
Measuring Uncertainty and Its Impact on the Economy 3 7 22 194 5 15 67 596
Nowcasting tail risk to economic activity at a weekly frequency 0 4 8 30 1 9 19 75
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 0 0 1 29
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 0 48 2 3 8 212
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 1 2 81
Structural analysis with Multivariate Autoregressive Index models 1 1 1 44 2 4 6 201
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 1 1 6 71 1 2 19 216
The global component of inflation volatility 1 1 1 10 1 1 3 31
UK term structure decompositions at the zero lower bound 0 0 3 20 2 2 7 169
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 3 29 1 3 9 73
Total Journal Articles 15 32 112 1,856 34 92 378 6,169

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Statistics updated 2025-05-12