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 1 1 1 124 1 2 9 273
A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates 0 0 0 0 2 2 4 9
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 1 1 2 0 3 13 24
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 1 1 150 0 2 9 335
A Shrinkage Instrumental Variable Estimator for Large Datasets 1 1 1 91 1 1 2 246
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 1 0 0 3 8
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 5 1 1 2 29
A Simple Test of the New Keynesian Phillips Curve 0 0 0 1 0 0 3 9
A Simple Test of the New Keynesian Phillips Curve 0 0 1 214 0 1 4 617
A comprehensive evaluation of macroeconomic forecasting methods 0 0 13 210 4 8 62 398
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 5 66 0 3 23 113
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 5 46 1 3 21 48
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 3 14 0 1 16 28
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 5 172 2 9 31 396
Bayesian VARs: specification choices and forecast accuracy 1 2 6 412 2 5 34 610
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 4 12 141 141 15 37 152 152
Common Drifting Volatility in Large Bayesian VARs 1 2 4 110 2 4 11 244
Common Drifting Volatility in Large Bayesian VARs 0 0 2 35 0 1 9 123
Common drifting volatility in large Bayesian VARs 0 0 5 84 3 4 16 221
Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks 0 7 14 57 9 26 62 166
Endogenous Uncertainty 0 5 20 145 5 43 98 293
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 148 0 0 4 584
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 1 123 0 0 6 540
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 2 301 0 0 10 1,031
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 2 7 0 1 8 20
Forecasting Exchange Rates with a Large Bayesian VAR 0 2 4 330 2 7 28 698
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 69 0 0 11 242
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 171 1 3 8 391
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 11 279 0 1 27 517
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 4 6 0 3 8 18
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 1 36 0 4 8 128
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 1 1 60 0 3 11 200
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 144 0 0 6 296
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 2 207 0 0 5 482
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 0 2 8
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 1 243 0 0 6 463
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 0 0 0 2 7
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 0 0 1 2 8
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 101 0 0 0 237
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 39 1 2 10 47
Have Standard VARs Remained Stable since the Crisis? 0 0 1 87 1 3 11 185
Have standard VARs remained stable since the crisis? 0 0 2 111 2 2 12 201
Large Vector Autoregressions with Asymmetric Priors 1 3 5 128 1 9 22 180
Large Vector Autoregressions with Asymmetric Priors 0 1 1 3 1 4 13 23
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 11 189 1 6 32 317
Measuring Uncertainty and Its Impact on the Economy 0 0 2 62 1 4 13 89
Measuring Uncertainty and Its Impact on the Economy 2 4 9 190 5 9 39 323
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 99 0 2 3 396
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 1 4 69 0 3 9 129
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 34 37 37 3 16 24 24
Nowcasting Tail Risks to Economic Activity with Many Indicators 9 15 50 50 18 38 86 86
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 5 67 2 4 18 144
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 2 4 215 2 11 25 385
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 49 0 1 4 239
Structural Analysis with Multivariate Autoregressive Index Models 0 1 2 82 0 1 9 104
The Global Component of Inflation Volatility 0 0 6 34 0 2 16 40
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 251 0 3 27 551
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 1 7 8 3 4 28 50
The global component of inflation volatility 1 4 12 126 5 15 64 293
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 1 2 7 65 4 8 27 152
UK Term Structure Decompositions at the Zero Lower Bound 1 1 1 4 2 2 13 29
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 67 1 1 12 120
UK term structure decompositions at the zero lower bound 0 0 1 64 1 2 13 110
Total Working Papers 23 110 427 6,401 105 331 1,266 14,429


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 5 37
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 54 0 0 6 147
A comprehensive evaluation of macroeconomic forecasting methods 1 1 7 7 6 12 29 29
A simple test of the New Keynesian Phillips Curve 0 0 0 77 0 0 3 169
Assessing international commonality in macroeconomic uncertainty and its effects 2 3 11 11 3 6 31 31
Bayesian VARs: Specification Choices and Forecast Accuracy 2 3 6 100 4 11 31 272
Common Drifting Volatility in Large Bayesian VARs 0 3 10 21 1 8 22 61
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 2 2 87 1 10 13 273
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 1 13 134
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 4 156 0 0 11 484
Forecasting exchange rates with a large Bayesian VAR 0 2 10 254 2 7 31 718
Forecasting government bond yields with large Bayesian vector autoregressions 0 3 20 107 0 5 40 273
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 1 2 7 124
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 1 11 39
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 12 2 4 12 71
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 3 115 0 3 8 296
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 4 20 59 66 11 39 131 146
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 0 10 0 0 2 43
Measuring Uncertainty and Its Impact on the Economy 8 18 42 79 17 44 125 261
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 4 38 2 5 19 128
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 1 2 77
Structural analysis with Multivariate Autoregressive Index models 0 1 4 37 0 2 15 160
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 2 47 0 3 18 151
UK term structure decompositions at the zero lower bound 0 0 3 8 3 7 37 104
Total Journal Articles 17 56 188 1,292 54 172 622 4,228


Statistics updated 2021-01-03