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 2 27
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 8 0 0 2 40
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 0 17
A Simple Test of the New Keynesian Phillips Curve 0 0 0 3 0 0 1 15
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 4 44 0 4 17 105
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 3 4 123
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 1 2 41
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 0 1 4 75
Bayesian VARs: Specification Choices and Forecast Accuracy 1 1 3 186 1 2 7 436
Bayesian VARs: specification choices and forecast accuracy 0 1 7 431 2 7 27 678
Blended Identification in Structural VARs 0 0 2 66 1 1 9 52
Blended Identification in Structural VARs 0 0 3 8 0 1 8 23
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 1 10 17 0 1 27 54
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 0 2 146
Common Drifting Volatility in Large Bayesian VARs 0 0 1 116 0 1 6 267
Common drifting volatility in large Bayesian VARs 0 0 1 98 0 0 7 279
Endogenous Uncertainty 0 1 1 167 0 1 2 402
Expectations and term premia in EFSF bond yields 0 0 0 11 0 0 2 22
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 0 1 1 552
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 0 1 1 595
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 0 0 1,042
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 11 0 2 5 41
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 75 0 0 2 267
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 174 0 1 8 420
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 2 38 1 2 4 141
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 1 10 1 3 5 46
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 1 1 63 0 1 5 214
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 0 2 2 310
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 1 2 12
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 1 1 1 30
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 0 4 107 0 2 16 203
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 1 2 2 79
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 1 4 213
Have standard VARs remained stable since the crisis? 0 0 0 114 1 1 11 253
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 0 0 1 38
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 0 0 4 376
Macro Uncertainty in the Long Run 0 1 2 5 0 1 4 13
Macroeconomic Forecasting in a Multi-country Context 0 0 1 67 0 0 4 59
Macroeconomic Forecasting with Large Language Models 2 5 23 52 6 19 74 109
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 2 58 2 5 10 131
Measuring Uncertainty and Its Impact on the Economy 0 1 2 202 0 2 8 360
Measuring Uncertainty and Its Impact on the Economy 0 1 3 77 3 5 18 154
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 1 1 403
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 1 3 143
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 1 2 246
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 1 1 4 232 2 2 7 464
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 52 0 0 3 251
Shadow-rate VARs 1 1 8 36 1 1 21 74
Specification Choices in Quantile Regression for Empirical Macroeconomics 3 3 15 15 4 6 33 34
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 7 80 0 1 14 80
Structural Analysis with Multivariate Autoregressive Index Models 0 0 2 87 1 1 4 122
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 15 3 3 9 105
The global component of inflation volatility 0 2 3 150 0 2 5 377
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 1 75 0 0 1 187
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 0 1 3 44
UK term structure decompositions at the zero lower bound 0 1 2 72 0 3 11 136
Total Working Papers 8 24 124 4,537 32 99 442 11,223
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 1 48
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 57 1 1 3 160
A comprehensive evaluation of macroeconomic forecasting methods 0 0 1 35 2 4 10 142
A simple test of the New Keynesian Phillips Curve 0 0 0 78 0 1 1 175
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 3 4 7 8 5 14 57 68
Assessing international commonality in macroeconomic uncertainty and its effects 0 2 4 30 1 4 6 85
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 7 124 0 1 15 334
Blended identification in structural VARs 1 2 7 10 3 6 30 37
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 2 4 11 11 4 9 34 38
Common Drifting Volatility in Large Bayesian VARs 0 0 1 56 2 8 15 167
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 0 0 0 286
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 0 1 152
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 2 3 164 0 4 5 513
Forecasting exchange rates with a large Bayesian VAR 0 0 3 287 1 3 9 788
Forecasting government bond yields with large Bayesian vector autoregressions 0 1 2 140 0 5 8 355
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 1 2 88
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 0 0 3 104
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 6 6 8 329
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 2 16 166 0 7 39 472
Macro uncertainty in the long run 0 1 2 3 1 2 3 6
Macroeconomic forecasting in a multi‐country context 0 1 3 16 1 3 6 37
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 1 1 14 0 3 7 76
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 0 4 4 1 1 8 8
Measuring Uncertainty and Its Impact on the Economy 0 4 17 200 5 12 55 618
Nowcasting tail risk to economic activity at a weekly frequency 0 3 10 33 0 5 21 81
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 3 4 32
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 0 0 4 213
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 1 3 83
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 2 2 0 1 10 10
Structural analysis with Multivariate Autoregressive Index models 0 0 1 44 0 3 7 204
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 1 3 72 1 2 14 219
The global component of inflation volatility 0 1 2 11 0 1 6 34
UK term structure decompositions at the zero lower bound 0 0 1 21 5 5 9 176
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 2 30 1 6 11 80
Total Journal Articles 6 31 112 1,906 42 122 415 6,362

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Statistics updated 2025-10-06