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 0 1 38
A Simple Test of the New Keynesian Phillips Curve 0 0 1 3 0 0 1 14
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 8 41 0 0 23 90
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 0 0 119
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 50 2 2 4 73
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 1 1 1 40
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 183 0 0 6 429
Bayesian VARs: specification choices and forecast accuracy 0 3 6 429 2 8 17 664
Blended Identification in Structural VARs 1 2 4 7 1 4 11 19
Blended Identification in Structural VARs 0 0 12 64 1 5 26 48
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 1 3 4 11 1 5 20 39
Common Drifting Volatility in Large Bayesian VARs 0 0 1 116 0 0 1 262
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 1 1 1 145
Common drifting volatility in large Bayesian VARs 0 0 1 97 2 2 5 275
Endogenous Uncertainty 0 0 0 166 0 0 5 400
Expectations and term premia in EFSF bond yields 0 0 0 11 1 2 6 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 0 150 0 0 0 594
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 1 303 0 0 3 1,042
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 2 74 0 0 5 266
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 173 0 1 5 414
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 10 0 0 8 36
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 9 1 1 3 42
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 36 0 1 2 138
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 62 0 0 1 209
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 0 0 2 308
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 0 1 10
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 1 2 2 3 1 2 2 17
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 0 23 105 1 4 46 195
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 0 2 77
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 0 2 210
Have standard VARs remained stable since the crisis? 0 0 0 114 1 7 17 250
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 1 1 2 63
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 0 1 37
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 2 206 1 2 9 374
Macro Uncertainty in the Long Run 0 0 2 4 1 1 3 11
Macroeconomic Forecasting in a Multi-country Context 0 0 2 67 0 1 4 57
Macroeconomic Forecasting with Large Language Models 1 4 41 41 4 14 63 63
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 57 0 0 5 123
Measuring Uncertainty and Its Impact on the Economy 0 0 0 200 0 2 3 355
Measuring Uncertainty and Its Impact on the Economy 0 0 2 74 0 1 13 141
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 1 1 1 141
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 1 3 245
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 2 2 2 230 2 2 8 460
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 51 0 0 1 248
Shadow-rate VARs 1 3 9 31 3 7 29 60
Specification Choices in Quantile Regression for Empirical Macroeconomics 2 5 8 78 6 10 23 76
Specification Choices in Quantile Regression for Empirical Macroeconomics 5 9 9 9 7 15 16 16
Structural Analysis with Multivariate Autoregressive Index Models 1 1 3 87 1 1 4 120
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 2 15 0 2 7 100
The global component of inflation volatility 0 0 0 147 1 1 4 373
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 2 41
UK term structure decompositions at the zero lower bound 0 0 2 70 0 0 7 127
Total Working Papers 15 34 154 4,467 45 108 442 10,943
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 0 47
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 1 1 57 0 1 3 158
A comprehensive evaluation of macroeconomic forecasting methods 0 0 5 34 0 2 19 136
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 0 2 2 3 12 35 35
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 2 26 0 0 5 79
Bayesian VARs: Specification Choices and Forecast Accuracy 2 3 7 120 2 4 13 325
Blended identification in structural VARs 1 2 6 6 1 5 20 20
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 1 4 4 3 6 15 15
Common Drifting Volatility in Large Bayesian VARs 0 1 9 56 1 2 21 156
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 0 0 1 161 0 0 4 508
Forecasting exchange rates with a large Bayesian VAR 2 2 7 286 2 2 12 782
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 3 138 0 0 9 348
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 0 1 144
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 1 1 2 87
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 0 0 4 102
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 1 1 2 323
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 1 5 17 156 6 15 50 451
Macro uncertainty in the long run 0 0 0 1 0 0 1 3
Macroeconomic forecasting in a multi‐country context 0 1 8 14 0 1 13 32
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 13 2 2 6 72
Measuring Uncertainty and Its Impact on the Economy 2 4 19 187 6 17 64 581
Nowcasting tail risk to economic activity at a weekly frequency 1 2 7 26 2 4 15 66
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 0 0 2 29
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 48 0 0 8 209
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 0 1 80
Structural analysis with Multivariate Autoregressive Index models 0 0 0 43 0 0 2 197
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 6 70 2 5 22 214
The global component of inflation volatility 0 0 2 9 2 2 5 30
UK term structure decompositions at the zero lower bound 0 0 5 20 0 0 8 167
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 4 28 1 1 11 70
Total Journal Articles 9 23 117 1,824 35 83 376 6,077


Statistics updated 2025-02-05