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 0 1 14 41
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 8 0 0 15 55
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 12 29
A Simple Test of the New Keynesian Phillips Curve 0 0 0 3 0 0 18 33
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 0 4 28 132
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 1 16 137
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 0 0 9 83
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 0 0 14 54
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 2 187 0 1 16 450
Bayesian VARs: specification choices and forecast accuracy 1 2 5 436 4 7 34 708
Blended Identification in Structural VARs 0 0 2 68 0 0 16 67
Blended Identification in Structural VARs 0 0 0 8 0 0 13 35
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 2 19 0 1 9 63
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 0 10 277
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 0 2 8 154
Common drifting volatility in large Bayesian VARs 0 0 0 98 0 0 16 295
Double Descent and Benign Overfitting in Macroeconomic Forecasting 1 15 15 15 1 12 12 12
Endogenous Uncertainty 0 0 0 167 1 8 17 419
Expectations and term premia in EFSF bond yields 0 0 0 11 0 0 11 33
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 303 0 0 18 1,060
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 150 2 3 15 609
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates 0 0 0 126 1 4 16 567
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 11 0 0 6 46
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 174 0 0 11 431
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 76 0 0 23 290
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 2 39 0 2 17 156
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 11 0 1 15 58
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 1 2 22 330
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 63 0 1 14 228
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 2 12 23
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models 0 0 0 4 0 1 32 61
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 0 0 20 37
Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty 0 1 1 108 0 4 26 229
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 1 14 91
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 2 17 229
Have standard VARs remained stable since the crisis? 0 0 0 114 0 2 28 280
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 5 0 0 6 69
Large Vector Autoregressions with Asymmetric Priors 0 0 1 7 0 2 12 50
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 0 1 21 397
Macro Uncertainty in the Long Run 0 0 2 7 1 1 14 27
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 1 3 19 78
Macroeconomic Forecasting with Large Language Models 0 2 15 64 3 30 119 218
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 3 20 148
Measuring Uncertainty and Its Impact on the Economy 0 0 0 202 0 2 11 370
Measuring Uncertainty and Its Impact on the Economy 0 0 0 77 0 2 33 183
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 1 13 415
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 0 11 153
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 2 19 264
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 233 0 3 28 490
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 52 1 1 10 261
Shadow-rate VARs 0 0 1 36 0 3 22 95
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 17 0 1 26 55
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 0 2 11 91
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 0 1 11 132
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach 0 0 1 16 0 0 21 123
The global component of inflation volatility 0 0 2 150 0 4 85 460
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters 0 0 0 75 0 1 17 204
UK Term Structure Decompositions at the Zero Lower Bound 0 0 0 4 2 3 14 57
UK term structure decompositions at the zero lower bound 0 0 0 72 0 0 19 154
Total Working Papers 2 21 68 4,591 20 128 1,167 12,324
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 1 9 57
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 0 0 11 170
A comprehensive evaluation of macroeconomic forecasting methods 0 0 3 38 2 3 24 163
A simple test of the New Keynesian Phillips Curve 0 0 0 78 1 1 9 183
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 2 13 18 3 12 58 117
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 1 30 0 0 14 97
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 3 127 1 4 23 356
Blended identification in structural VARs 0 0 3 12 1 4 41 75
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 2 3 12 21 2 8 43 76
Common Drifting Volatility in Large Bayesian VARs 1 2 4 60 1 6 37 200
Directed acyclic graph representation of the demand–Supply model 0 0 3 3 1 2 15 15
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* 0 0 0 91 0 2 12 298
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS 0 0 0 0 0 2 12 164
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates 0 0 0 164 1 1 9 521
Forecasting exchange rates with a large Bayesian VAR 0 0 2 289 2 2 19 806
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 1 141 1 3 25 376
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 0 12 156
Forecasting with Bayesian multivariate vintage-based VARs 0 0 2 7 1 1 11 98
Forecasting with shadow rate VARs 1 1 1 1 1 2 34 34
Have Standard VARS Remained Stable Since the Crisis? 0 0 1 16 0 1 18 122
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? 0 0 0 122 3 4 24 347
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 2 9 174 1 8 57 526
Macro uncertainty in the long run 0 0 0 3 0 1 12 17
Macroeconomic forecasting in a multi‐country context 0 0 5 21 2 3 22 58
Macroeconomic information, structural change, and the prediction of fiscal aggregates 0 0 1 14 0 0 16 90
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions 0 0 1 5 1 3 18 25
Measuring Uncertainty and Its Impact on the Economy 0 1 22 221 2 8 77 687
Nowcasting tail risk to economic activity at a weekly frequency 1 2 3 36 1 4 20 100
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 3 21 50
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 50 0 2 15 228
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 1 18 100
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 7 2 3 25 35
Structural analysis with Multivariate Autoregressive Index models 0 0 2 46 1 3 16 219
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach 0 0 1 73 1 1 18 236
The global component of inflation volatility 0 0 2 13 0 1 10 44
UK term structure decompositions at the zero lower bound 0 0 1 22 0 0 20 191
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 1 31 2 3 27 103
Total Journal Articles 5 14 104 2,000 36 103 852 7,140

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Statistics updated 2026-08-07