Andrea Carriero

发表

How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?

R. Giacomini, Andrea Carriero, 2011 .

Forecasting Government Bond Yields with Large Bayesian Vars

G. Kapetanios, M. Marcellino, Andrea Carriero, 2010 .

Bayesian VARs: Specification Choices and Forecast Accuracy

Todd E. Clark, M. Marcellino, Andrea Carriero, 2011 .

Measuring Uncertainty and Its Impact on the Economy

Todd E. Clark, M. Marcellino, Andrea Carriero, 2016, Review of Economics and Statistics.

Forecasting Exchange Rates with a Large Bayesian VAR

G. Kapetanios, M. Marcellino, Andrea Carriero, 2008 .

Common Drifting Volatility in Large Bayesian VARs

Todd E. Clark, M. Marcellino, Andrea Carriero, 2012 .

Assessing International Commonality in Macroeconomic Uncertainty and Its Effects

Todd E. Clark, M. Marcellino, Andrea Carriero, 2019 .

Assessing International Commonality in Macroeconomic Uncertainty and Its Effects

Todd E. Clark, M. Marcellino, Andrea Carriero, 2018, Journal of Applied Econometrics.

Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models

G. Kapetanios, M. Marcellino, Andrea Carriero, 2009 .

Large Vector Autoregressions with Asymmetric Priors

Todd E. Clark, M. Marcellino, Andrea Carriero, 2015 .

Corrigendum to: Large Bayesian Vector Autoregressions with Stochastic Volatility and Non-Conjugate Priors

Joshua C. C. Chan, Todd E. Clark, M. Marcellino, 2021, Working paper (Federal Reserve Bank of Cleveland).

Structural Analysis with Classical and Bayesian Large Reduced Rank VARs

G. Kapetanios, M. Marcellino, Andrea Carriero, 2012 .

Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions

Todd E. Clark, M. Marcellino, Andrea Carriero, 2020 .

The Global Component of Inflation Volatility

M. Marcellino, Andrea Carriero, Francesco Corsello, 2018, Journal of Applied Econometrics.

Large Vector Autoregressions with Stochastic Volatility and Flexible Priors

Todd E. Clark, Andrea Carriero, M. Marcellino, 2016 .

Have Standard VARs Remained Stable Since the Crisis

Massimiliano Marcellino, Todd E. Clark, Knut Are Aastveit, 2014 .

Sectoral Survey-Based Confidence Indicators for Europe

Andrea Carriero, M. Marcellino, Andrea Carriero, 2011 .

Structural Analysis with Multivariate Autoregressive Index Models

G. Kapetanios, M. Marcellino, Andrea Carriero, 2015 .

Forecasting Large Datasets with Reduced Rank Multivariate Models

G. Kapetanios, M. Marcellino, Andrea Carriero, 2007 .

Nowcasting Tail Risks to Economic Activity with Many Indicators

Todd E. Clark, M. Marcellino, Andrea Carriero, 2020, Working paper (Federal Reserve Bank of Cleveland).

Working Paper 1805 March 2018 Endogenous Uncertainty

Todd E. Clark, M. Marcellino, Andrea Carriero, 2018 .

Working Paper 12-27 November 2012 Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility

Todd E. Clark, M. Marcellino, Andrea Carriero, 2012 .

Working Paper 1206 March 2012 Common Drifting Volatility in Large Bayesian VARs

Todd E. Clark, M. Marcellino, Andrea Carriero, 2012 .

Bayesian VARs: Specification Choices and Forecast Accuracy

Todd E. Clark, M. Marcellino, Andrea Carriero, 2011 .

Forecasting the Yield Curve Using Priors from No-Arbitrage Affine Term Structure Models

Andrea Carriero, 2011 .

Expectations and term premia in EFSF bond yields

Andrea Carriero, Lorenzo Ricci, Elisabetta Vangelista, 2022, SSRN Electronic Journal.

Corrigendum: Measuring Uncertainty and Its Impact on the Economy

Todd E. Clark, M. Marcellino, Andrea Carriero, 2022, Review of Economics and Statistics.

Forecasting with Bayesian multivariate vintage-based VARs

Michael P. Clements, Ana Beatriz Galvão, Andrea Carriero, 2015 .

Nowcasting Tail Risk to Economic Activity at a Weekly Frequency

Todd E. Clark, M. Marcellino, Andrea Carriero, 2022, Journal of Applied Econometrics.

UK Term Structure Decompositions at the Zero Lower Bound

Andrea Carriero, Sarah Mouabbi, Elisabetta Vangelista, 2017, Journal of Applied Econometrics.

18-03 R September 2019 * Assessing International Commonality in Macroeconomic Uncertainty and Its Effects

Todd E. Clark, M. Marcellino, Andrea Carriero, 2019 .

Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty

Massimiliano Marcellino, Todd E. Clark, Andrea Carriero, 2021 .

Addressing COVID-19 Outliers in BVARs with Stochastic Volatility

Todd E. Clark, M. Marcellino, Andrea Carriero, 2021, Working paper (Federal Reserve Bank of Cleveland).

No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates

Todd E. Clark, M. Marcellino, Andrea Carriero, 2014 .

A simple test of the New Keynesian Phillips Curve

Andrea Carriero, 2008 .

In fl ation Dynamics and the New Keynesian Phillips Curve : a Bayesian Approach

Andrea Carriero, 2005 .

Forecasting with Shadow-Rate VARs

Todd E. Clark, M. Marcellino, Andrea Carriero, 2021, Working paper (Federal Reserve Bank of Cleveland).

Identification through the Forecast Error Variance Decomposition: an Application to Uncertainty∗

Andrea Carriero, Alessio Volpicella, 2022 .

Endogenous Uncertainty

Todd E. Clark, M. Marcellino, Andrea Carriero, 2018 .

The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach

H. Mumtaz, Andrea Carriero, Konstantinos Theodoridis, 2015 .

Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility

Massimiliano Marcellino, Todd E. Clark, Andrea Carriero, 2012, Journal of the Royal Statistical Society. Series A,.

Have Standard VARs Remained Stable Since the Crisis?

Todd E. Clark, M. Marcellino, K. Aastveit, 2014 .

Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates

Carlo A. Favero, I. Kaminska, Andrea Carriero, 2004 .

Macroeconomic Forecasting in a Multi-country Context

Todd E. Clark, M. Marcellino, Andrea Carriero, 2022, Working paper (Federal Reserve Bank of Cleveland).

Corrigendum to: Assessing International Commonality in Macroeconomic Uncertainty and Its Effects

Todd E. Clark, M. Marcellino, Andrea Carriero, 2022, Working paper (Federal Reserve Bank of Cleveland).

Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions

Todd E. Clark, M. Marcellino, Andrea Carriero, 2020, Working paper (Federal Reserve Bank of Cleveland).

Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors

Massimiliano Marcellino, Todd E. Clark, Andrea Carriero, 2019, Journal of Econometrics.

The Economic Drivers of Volatility and Uncertainty

M. Marcellino, Andrea Carriero, Francesco Corsello, 2020 .

A comprehensive evaluation of macroeconomic forecasting methods

George Kapetanios, Andrea Carriero, Ana Beatriz Galvão, 2019, International Journal of Forecasting.

Measuring Uncertainty and Its Effects in the COVID-19 Era

Todd E. Clark, M. Marcellino, Andrea Carriero, 2020, Working paper (Federal Reserve Bank of Cleveland).

Macro Uncertainty in the Long Run

M. Marcellino, Andrea Carriero, Tommaso Tornese, 2023, SSRN Electronic Journal.

Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154]

Todd E. Clark, M. Marcellino, Andrea Carriero, 2021, Journal of Econometrics.

No‐arbitrage priors, drifting volatilities, and the term structure of interest rates

Todd E. Clark, M. Marcellino, Andrea Carriero, 2021, Journal of Applied Econometrics.

No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates

Todd E. Clark, M. Marcellino, Andrea Carriero, 2020 .

A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information From the Term Structure of Interest Rates.

Andrea Carriero, 2007 .

Working Paper 11-12 May 2011 Bayesian VARs : Specifi cation Choices and Forecast Accuracy

Massimiliano Marcellino, Todd E. Clark, Andrea Carriero, 2011 .

Additional Information from the Term Structure of Interest Rates

Andrea Carriero, 2002 .

No-Arbitrage Restrictions and Yield Curve Forecasting

I. Kaminska, Andrea Carriero, 2007 .

Specification Choices in Quantile Regression for Empirical Macroeconomics

Todd E. Clark, Andrea Carriero, Massimiliano Marcellino, 2022, Social Science Research Network.

Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty∗

Andrea Carriero, Alessio Volpicella, 2022 .

Explaining Us-Uk Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework

Andrea Carriero, 2006 .

Term Structure Decompositions at the Zero Lower Bound

Andrea Carriero, Sarah Mouabbi, Elisabetta Vangelista, 2015 .

School of Economic s and Finance UK Term Structure Decompositions at the Zero Lower Bound

Andrea Carriero, Sarah Mouabbi, Elisabetta Vangelista, 2002 .

A comparison of methods for the construction of composite coincident and leading indexes for the UK

Massimiliano Marcellino, Andrea Carriero, Andrea Carriero, 2007 .

Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes

Andrea Carriero, Massimiliano Marcellino, 2007 .

A Shrinkage Instrumental Variable Estimator for Large Datasets

G. Kapetanios, Andrea Carriero, Massimiliano Marcellino, 2016 .

Large Vector Autoregressions with asymmetric priors and time varying volatilities ∗

Todd E. Clark, Andrea Carriero, Volatilities, 2002 .

Blended identification in structural VARs

Andrea Carriero, Tommaso Tornese, Massimiliano Marcellino, 2024, Journal of Monetary Economics.

Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions

Andrea Carriero, Alessio Volpicella, 2024, Journal of Business & Economic Statistics.

Blended Identification in Structural Vars

Andrea Carriero, Tommaso Tornese, Massimiliano Marcellino, 2023, SSRN Electronic Journal.