Andrea Carriero
Andrea Carriero
Professor of Economics, Queen Mary Univeristy of London
Verified email at qmul.ac.uk - Homepage
Title
Cited by
Cited by
Year
Bayesian VARs: specification choices and forecast accuracy
A Carriero, TE Clark, M Marcellino
Journal of Applied Econometrics 30 (1), 46-73, 2015
1912015
Forecasting exchange rates with a large Bayesian VAR
A Carriero, G Kapetanios, M Marcellino
International Journal of Forecasting 25 (2), 400-417, 2009
1532009
Common drifting volatility in large Bayesian VARs
A Carriero, TE Clark, M Marcellino
Journal of Business & Economic Statistics 34 (3), 375-390, 2016
1282016
Measuring uncertainty and its impact on the economy
A Carriero, TE Clark, M Marcellino
Review of Economics and Statistics 100 (5), 799-815, 2018
1042018
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility
A Carriero, TE Clark, M Marcellino
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2015
942015
Forecasting large datasets with Bayesian reduced rank multivariate models
A Carriero, G Kapetanios, M Marcellino
Journal of Applied Econometrics 26 (5), 735-761, 2011
942011
Forecasting government bond yields with large Bayesian VARs
A Carriero, G Kapetanios, M Marcellino
CEPR Discussion Paper No. DP7796, 2010
84*2010
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
A Carriero, TE Clark, M Marcellino
Journal of Econometrics 212 (1), 137-154, 2019
77*2019
The impact of uncertainty shocks under measurement error: A proxy SVAR approach
A Carriero, H Mumtaz, K Theodoridis, A Theophilopoulou
Journal of Money, Credit and Banking 47 (6), 1223-1238, 2015
762015
Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates
A Carriero, CA Favero, I Kaminska
Journal of econometrics 131 (1-2), 339-358, 2006
692006
Have standard VARs remained stable since the crisis?
KA Aastveit, A Carriero, TE Clark, M Marcellino
Journal of applied econometrics 32 (5), 931-951, 2017
412017
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
A Carriero, R Giacomini
Journal of Econometrics 164 (1), 21-34, 2011
392011
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK
A Carriero, M Marcellino
International Journal of Forecasting 23 (2), 219-236, 2007
302007
The identifying information in vector autoregressions with time-varying volatilities: An application to endogenous uncertainty
A Carriero, TE Clark, M Marcellino
Federal Reserve Bank of Cleveland Working Paper, 18-05, 2019
26*2019
Forecasting The Yield Curve Using Priors From No‐Arbitrage Affine Term Structure Models
A Carriero
International Economic Review 52 (2), 425-459, 2011
25*2011
Sectoral Survey‐based Confidence Indicators for Europe
A Carriero, M Marcellino
Oxford Bulletin of Economics and Statistics 73 (2), 175-206, 2011
182011
Structural analysis with multivariate autoregressive index models
A Carriero, G Kapetanios, M Marcellino
Journal of econometrics 192 (2), 332-348, 2016
15*2016
Assessing international commonality in macroeconomic uncertainty and its effects
A Carriero, TE Clark, M Marcellino
Journal of Applied Econometrics 35 (3), 273-293, 2020
122020
No arbitrage priors, drifting volatilities, and the term structure of interest rates
A Carriero, TE Clark, MG Marcellino
CEPR Discussion Paper No. DP9848, 2014
122014
A simple test of the New Keynesian Phillips Curve
A Carriero
Economics Letters 100 (2), 241-244, 2008
122008
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