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Andrea Carriero
Andrea Carriero
Professor of Economics, Queen Mary Univeristy of London and University of Bologna
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Cited by
Year
Measuring uncertainty and its impact on the economy
A Carriero, TE Clark, M Marcellino
Review of Economics and Statistics 100 (5), 799-815, 2018
3192018
Bayesian VARs: specification choices and forecast accuracy
A Carriero, TE Clark, M Marcellino
Journal of Applied Econometrics 30 (1), 46-73, 2015
3122015
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
280*2019
Common drifting volatility in large Bayesian VARs
A Carriero, TE Clark, M Marcellino
Journal of Business & Economic Statistics 34 (3), 375-390, 2016
2502016
Forecasting exchange rates with a large Bayesian VAR
A Carriero, G Kapetanios, M Marcellino
International Journal of Forecasting 25 (2), 400-417, 2009
2222009
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 178 …, 2015
1742015
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
1502015
Addressing COVID-19 outliers in BVARs with stochastic volatility
A Carriero, TE Clark, M Marcellino, E Mertens
The Review of Economics and Statistics, 1-38, 2022
1392022
Forecasting large datasets with Bayesian reduced rank multivariate models
A Carriero, G Kapetanios, M Marcellino
Journal of Applied Econometrics 26 (5), 735-761, 2011
1342011
Forecasting government bond yields with large Bayesian VARs
A Carriero, G Kapetanios, M Marcellino
Journal of Banking & Finance 36 (7), 2026-2047, 2012
129*2012
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty
A Carriero, TE Clark, M Marcellino
Journal of Econometrics 225 (1), 47-73, 2021
91*2021
Nowcasting tail risk to economic activity at a weekly frequency
A Carriero, TE Clark, M Marcellino
Journal of Applied Econometrics 37 (5), 843-866, 2022
90*2022
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
762017
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
732006
A comprehensive evaluation of macroeconomic forecasting methods
A Carriero, AB Galvao, G Kapetanios
International Journal of Forecasting 35 (4), 1226-1239, 2019
642019
Assessing international commonality in macroeconomic uncertainty and its effects
A Carriero, TE Clark, M Marcellino
Journal of Applied Econometrics 35 (3), 273-293, 2020
582020
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
542011
Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”[J. Econometrics 212 (1)(2019) 137–154]
A Carriero, J Chan, TE Clark, M Marcellino
Journal of Econometrics 227 (2), 506-512, 2022
482022
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
412007
Forecasting The Yield Curve Using Priors From No‐Arbitrage Affine Term Structure Models
A Carriero
International Economic Review 52 (2), 425-459, 2011
34*2011
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