Andrea Carriero
Names
first:  Andrea 
last:  Carriero 
Affiliations

Queen Mary University of London
→ School of Economics and Finance
 website
 location: London, United Kingdom
Research profile
author of:

Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
by Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna 
Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates
by Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna 
A comparison of methods for the construction of composite coincident and leading indexes for the UK
by Carriero, Andrea & Marcellino, Massimiliano 
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK
by Andrea Carriero & Massimiliano Marcellino 
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
by Iryna Kaminska & Andrea Carriero & Carlo A. Favero 
A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates
by Andrea Carriero 
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes
by Andrea Carriero & Massimiliano Marcellino 
Sectoral Surveybased Confidence Indicators for Europe
by Andrea Carriero & Massimiliano Marcellino 
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
by Andrea Carriero & Carlo Favero & Iryna Kaminska 
A Simple Test of the New Keynesian Phillips Curve
by Andrea Carriero 
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework*
by Andrea Carriero 
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models
by Andrea Carriero 
Forecasting Large Datasets with Reduced Rank Multivariate Models
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino 
A Shrinkage Instrumental Variable Estimator for Large Datasets
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino 
A simple test of the New Keynesian Phillips Curve
by Carriero, Andrea 
Forecasting Exchange Rates with a Large Bayesian VAR
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino 
Forecasting Exchange Rates with a Large Bayesian VAR
by A. Carriero & G. Kapetanios & M. Marcellino 
Forecasting with Dynamic Models using Shrinkagebased Estimation
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino 
Forecasting Exchange Rates with a Large Bayesian VAR
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano 
Forecasting exchange rates with a large Bayesian VAR
by Carriero, A. & Kapetanios, G. & Marcellino, M. 
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino 
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano 
Forecasting Government Bond Yields with Large Bayesian VARs
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino 
Forecasting Government Bond Yields with Large Bayesian VARs
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano 
Bayesian VARs: Specification Choices and Forecast Accuracy
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano 
Bayesian VARs: specification choices and forecast accuracy
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino 
FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS
by Andrea Carriero 
How useful are noarbitrage restrictions for forecasting the term structure of interest rates?
by Carriero, Andrea & Giacomini, Raffaella 
Sectoral Survey‐based Confidence Indicators for Europe
by Andrea Carriero & Massimiliano Marcellino 
Common Drifting Volatility in Large Bayesian VARs
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano 
Forecasting large datasets with Bayesian reduced rank multivariate models
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino 
Common drifting volatility in large Bayesian VARs
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino 
Common Drifting Volatility in Large Bayesian VARs
by Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO 
Forecasting government bond yields with large Bayesian vector autoregressions
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano 
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino 
RealTime Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano 
How useful are noarbitrage restrictions for forecasting the term structure of interest rates?
by Andrea Carriero & Raffaella Giacomini 
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano 
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach
by Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou 
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters
by Cortes, Kristle Romero & Strahan, Philip E. 
Have standard VARs remained stable since the crisis?
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino 
Have Standard VARs Remained Stable since the Crisis?
by Aastveit, Knut Are & Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano 
Bayesian VARs: Specification Choices and Forecast Accuracy
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino 
Macroeconomic information, structural change, and the prediction of fiscal aggregates
by Carriero, Andrea & Mumtaz, Haroon & Theophilopoulou, Angeliki 
A Shrinkage Instrumental Variable Estimator for Large Datasets
by A. Carriero & G. Kapetanios & M. Marcellino 
UK Term Structure Decompositions at the Zero Lower Bound
by Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista 
Forecasting with Bayesian multivariate vintagebased VARs
by Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz 
Structural Analysis with Multivariate Autoregressive Index Models
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano 
The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach
by ANDREA CARRIERO & HAROON MUMTAZ & KONSTANTINOS THEODORIDIS & ANGELIKI THEOPHILOPOULOU 
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino 
Large Vector Autoregressions with Asymmetric Priors
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino 
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS
by Carriero, Andrea & Kapetanios, George & Marcellino, Massilimiano 
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors
by Clark, Todd E. & Carriero, Andrea & Marcellino, Massimiliano 
Measuring Uncertainty and Its Impact on the Economy
by Clark, Todd E. & Carriero, Andrea & Massimiliano, Marcellino 
Structural analysis with Multivariate Autoregressive Index models
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano 
UK term structure decompositions at the zero lower bound.
by A. Carriero & S. Mouabbi & E. Vangelista 
Have Standard VARs Remained Stable Since the Crisis?
by Aastveit, Knut Are & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano 
A comprehensive evaluation of macroeconomic forecasting methods
by Andrea Carriero & Galvao, Ana Beatriz & Kapetanios, George 
Measuring Uncertainty and Its Impact on the Economy
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino 
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano 
Have Standard VARS Remained Stable Since the Crisis?
by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino 
Common Drifting Volatility in Large Bayesian VARs
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino 
Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries
by Carriero, Andrea & Galvao, Ana Beatriz & Marcellino, Massimiliano 
Endogenous Uncertainty
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano 
The global component of inflation volatility
by Andrea Carriero & Francesco Corsello & Massimiliano Marcellino 
Forecasting Large Datasets with Reduced Rank Multivariate Models
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino 
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models
by Andrea Carriero 
Forecasting with Dynamic Models using Shrinkagebased Estimation
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino 
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach
by Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou 
A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates
by Andrea Carriero 
A Simple Test of the New Keynesian Phillips Curve
by Andrea Carriero 
Forecasting Exchange Rates with a Large Bayesian VAR
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino 
Large Vector Autoregressions with Asymmetric Priors
by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino 
UK term structure decompositions at the zero lower bound
by Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista 
Forecasting Government Bond Yields with Large Bayesian VARs
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino 
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK
by Andrea Carriero & Massimiliano Marcellino 
A Shrinkage Instrumental Variable Estimator for Large Datasets
by Andrea Carriero & George Kapetanios & Massimiliano Marcellino 
UK Term Structure Decompositions at the Zero Lower Bound
by Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista 
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano