Andrea Carriero
Names
| first: |
Andrea |
| last: |
Carriero |
Identifer
Contact
Affiliations
-
Queen Mary University of London
/ School of Economics and Finance (weight: 90%)
-
Alma Mater Studiorum - Università di Bologna
/ Dipartimento di Scienze Economiche (weight: 10%)
Research profile
author of:
- Measuring Uncertainty and Its Impact on the Economy (RePEc:baf:cbafwp:cbafwp1639)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - The global component of inflation volatility (RePEc:bdi:wptemi:td_1170_18)
by Andrea Carriero & Francesco Corsello & Massimiliano Marcellino - UK term structure decompositions at the zero lower bound (RePEc:bfr:banfra:589)
by A. Carriero & S. Mouabbi & E. Vangelista - Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility (RePEc:bla:jorssa:v:178:y:2015:i:4:p:837-862)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework (RePEc:bla:obuest:v:68:y:2006:i:s1:p:879-899)
by Andrea Carriero - Sectoral Survey‐based Confidence Indicators for Europe (RePEc:bla:obuest:v:73:y:2011:i:2:p:175-206)
by Andrea Carriero & Massimiliano Marcellino - Have standard VARs remained stable since the crisis? (RePEc:bno:worpap:2014_13)
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Structural Analysis with Multivariate Autoregressive Index Models (RePEc:cpr:ceprdp:10801)
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano - Have Standard VARs Remained Stable Since the Crisis? (RePEc:cpr:ceprdp:11558)
by Aastveit, Knut Are & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano - Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (RePEc:cpr:ceprdp:13970)
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano - Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (RePEc:cpr:ceprdp:4301)
by Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna - Forecasting Exchange Rates with a Large Bayesian VAR (RePEc:cpr:ceprdp:7008)
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano - Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models (RePEc:cpr:ceprdp:7446)
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano - Forecasting Government Bond Yields with Large Bayesian VARs (RePEc:cpr:ceprdp:7796)
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano - Bayesian VARs: Specification Choices and Forecast Accuracy (RePEc:cpr:ceprdp:8273)
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano - Common Drifting Volatility in Large Bayesian VARs (RePEc:cpr:ceprdp:8894)
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano - Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility (RePEc:cpr:ceprdp:9312)
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano - No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates (RePEc:cpr:ceprdp:9848)
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano - A simple test of the New Keynesian Phillips Curve (RePEc:eee:ecolet:v:100:y:2008:i:2:p:241-244)
by Carriero, Andrea - Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates (RePEc:eee:econom:v:131:y:2006:i:1-2:p:339-358)
by Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna - How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (RePEc:eee:econom:v:164:y:2011:i:1:p:21-34)
by Carriero, Andrea & Giacomini, Raffaella - Structural analysis with Multivariate Autoregressive Index models (RePEc:eee:econom:v:192:y:2016:i:2:p:332-348)
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano - Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (RePEc:eee:econom:v:212:y:2019:i:1:p:137-154)
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano - Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty (RePEc:eee:econom:v:225:y:2021:i:1:p:47-73)
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano - A comparison of methods for the construction of composite coincident and leading indexes for the UK (RePEc:eee:intfor:v:23:y:2007:i:2:p:219-236)
by Carriero, Andrea & Marcellino, Massimiliano - Forecasting exchange rates with a large Bayesian VAR (RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417)
by Carriero, A. & Kapetanios, G. & Marcellino, M. - Macroeconomic information, structural change, and the prediction of fiscal aggregates (RePEc:eee:intfor:v:31:y:2015:i:2:p:325-348)
by Carriero, Andrea & Mumtaz, Haroon & Theophilopoulou, Angeliki - Forecasting with Bayesian multivariate vintage-based VARs (RePEc:eee:intfor:v:31:y:2015:i:3:p:757-768)
by Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz - A comprehensive evaluation of macroeconomic forecasting methods (RePEc:eee:intfor:v:35:y:2019:i:4:p:1226-1239)
by Carriero, Andrea & Galvão, Ana Beatriz & Kapetanios, George - Forecasting government bond yields with large Bayesian vector autoregressions (RePEc:eee:jbfina:v:36:y:2012:i:7:p:2026-2047)
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano - Forecasting Exchange Rates with a Large Bayesian VAR (RePEc:eui:euiwps:eco2008/33)
by A. Carriero & G. Kapetanios & M. Marcellino - Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models (RePEc:eui:euiwps:eco2009/31)
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino - Common Drifting Volatility in Large Bayesian VARs (RePEc:eui:euiwps:eco2012/08)
by Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO - Bayesian VARs: specification choices and forecast accuracy (RePEc:fip:fedcwp:1112)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Common drifting volatility in large Bayesian VARs (RePEc:fip:fedcwp:1206)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility (RePEc:fip:fedcwp:1227)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Have Standard VARs Remained Stable since the Crisis? (RePEc:fip:fedcwp:1411)
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters (RePEc:fip:fedcwp:1412)
by Kristle Romero Cortes & Philip E. Strahan - Large Vector Autoregressions with Stochastic Volatility and Flexible Priors (RePEc:fip:fedcwp:1617)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Measuring Uncertainty and Its Impact on the Economy (RePEc:fip:fedcwp:1622)
by Andrea Carriero & Todd E. Clark & Marcellino Massimiliano - Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (RePEc:fip:fedcwp:1803)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Endogenous Uncertainty (RePEc:fip:fedcwp:1805)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (RePEc:fip:fedcwq:180301)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Measuring Uncertainty and Its Effects in the COVID-19 Era (RePEc:fip:fedcwq:88976)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens - Macroeconomic Forecasting in a Multi-country Context (RePEc:fip:fedcwq:93660)
by Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (RePEc:hal:journl:hal-00844809)
by Andrea Carriero & Raffaella Giacomini - Forecasting The Yield Curve Using Priors From No‐Arbitrage Affine Term Structure Models (RePEc:ier:iecrev:v:52:y:2011:i:2:p:425-459)
by Andrea Carriero - Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (RePEc:igi:igierp:253)
by Andrea Carriero & Carlo Favero & Iryna Kaminska - Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes (RePEc:igi:igierp:319)
by Andrea Carriero & Massimiliano Marcellino - Sectoral Survey-based Confidence Indicators for Europe (RePEc:igi:igierp:320)
by Andrea Carriero & Massimiliano Marcellino - A Shrinkage Instrumental Variable Estimator for Large Datasets (RePEc:igi:igierp:558)
by A. Carriero & G. Kapetanios & M. Marcellino - A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK (RePEc:qmw:qmwecw:590)
by Andrea Carriero & Massimiliano Marcellino - A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates (RePEc:qmw:qmwecw:591)
by Andrea Carriero - A Simple Test of the New Keynesian Phillips Curve (RePEc:qmw:qmwecw:592)
by Andrea Carriero - Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models (RePEc:qmw:qmwecw:612)
by Andrea Carriero - Forecasting Large Datasets with Reduced Rank Multivariate Models (RePEc:qmw:qmwecw:617)
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino - A Shrinkage Instrumental Variable Estimator for Large Datasets (RePEc:qmw:qmwecw:626)
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino - Forecasting Exchange Rates with a Large Bayesian VAR (RePEc:qmw:qmwecw:634)
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino - Forecasting with Dynamic Models using Shrinkage-based Estimation (RePEc:qmw:qmwecw:635)
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino - Forecasting Government Bond Yields with Large Bayesian VARs (RePEc:qmw:qmwecw:662)
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino - The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach (RePEc:qmw:qmwecw:707)
by Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou - UK Term Structure Decompositions at the Zero Lower Bound (RePEc:qmw:qmwecw:755)
by Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista - Large Vector Autoregressions with Asymmetric Priors (RePEc:qmw:qmwecw:759)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Unknown item RePEc:qmw:qmwecw:wp590 (paper)
- Unknown item RePEc:qmw:qmwecw:wp591 (paper)
- Unknown item RePEc:qmw:qmwecw:wp592 (paper)
- Unknown item RePEc:qmw:qmwecw:wp612 (paper)
- Unknown item RePEc:qmw:qmwecw:wp617 (paper)
- Unknown item RePEc:qmw:qmwecw:wp626 (paper)
- Unknown item RePEc:qmw:qmwecw:wp634 (paper)
- Unknown item RePEc:qmw:qmwecw:wp635 (paper)
- Unknown item RePEc:qmw:qmwecw:wp662 (paper)
- Unknown item RePEc:qmw:qmwecw:wp707 (paper)
- Unknown item RePEc:qmw:qmwecw:wp755 (paper)
- Unknown item RePEc:qmw:qmwecw:wp759 (paper)
- A Shrinkage Instrumental Variable Estimator For Large Datasets (RePEc:ris:actuec:0113)
by Carriero, Andrea & Kapetanios, George & Marcellino, Massilimiano - Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (RePEc:sce:scecf4:76)
by Iryna Kaminska & Andrea Carriero & Carlo A. Favero - Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty (RePEc:sur:surrec:0322)
by Andrea Carriero & Alessio Volpicella - Common Drifting Volatility in Large Bayesian VARs (RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Measuring Uncertainty and Its Impact on the Economy (RePEc:tpr:restat:v:100:y:2018:i:5:p:799-815)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Forecasting large datasets with Bayesian reduced rank multivariate models (RePEc:wly:japmet:v:26:y:2011:i:5:p:735-761)
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino - Bayesian VARs: Specification Choices and Forecast Accuracy (RePEc:wly:japmet:v:30:y:2015:i:1:p:46-73)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - Have Standard VARS Remained Stable Since the Crisis? (RePEc:wly:japmet:v:32:y:2017:i:5:p:931-951)
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - UK term structure decompositions at the zero lower bound (RePEc:wly:japmet:v:33:y:2018:i:5:p:643-661)
by Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista - Assessing international commonality in macroeconomic uncertainty and its effects (RePEc:wly:japmet:v:35:y:2020:i:3:p:273-293)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - No‐arbitrage priors, drifting volatilities, and the term structure of interest rates (RePEc:wly:japmet:v:36:y:2021:i:5:p:495-516)
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino - The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach (RePEc:wly:jmoncb:v:47:y:2015:i:6:p:1223-1238)
by Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou - A comprehensive evaluation of macroeconomic forecasting methods (RePEc:wrk:wrkemf:10)
by Andrea Carriero & Galvao, Ana Beatriz & Kapetanios, George - Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks (RePEc:wrk:wrkemf:17)
by Carriero, Andrea & Galvao, Ana Beatriz & Marcellino, Massimiliano