Browsing All of EconStor by Author Carriero, Andrea
Showing results 1 to 15 of 15
Year of Publication | Title | Author(s) |
2007 | Forecasting large datasets with reduced rank multivariate models | Carriero, Andrea; Kapetanios, George; Marcellino, Massimiliano |
2007 | Forecasting the Yield curve using priors from no arbitrage affine term structure models | Carriero, Andrea |
2007 | A simple test of the New Keynesian Phillips Curve | Carriero, Andrea |
2007 | A Bayesian framework for the expectations hypothesis.: How to extract additional information from the term structure of interest rates | Carriero, Andrea |
2007 | A comparison of methods for the construction of composite coincident and leading indexes for the UK | Carriero, Andrea; Marcellino, Massimiliano |
2008 | Forecasting exchange rates with a large Bayesian VAR | Carriero, Andrea; Kapetanios, George; Marcellino, Massimiliano |
2008 | Forecasting with dynamics models using shrinkage-based estimation | Carriero, Andrea; Kapetanios, George; Marcellino, Massimiliano |
2008 | A shrinkage instrumental variable estimator for large datasets | Carriero, Andrea; Kapetanios, George; Marcellino, Massimiliano |
2010 | Forecasting government bond yields with large Bayesian VARs | Carriero, Andrea; Kapetanios, George; Marcellino, Massimiliano |
2013 | The impact of uncertainty shocks under measurement error: A proxy SVAR approach | Carriero, Andrea; Mumtaz, Haroon; Theodoridis, Konstantinos; Theophilopoulou, Angeliki |
2014 | Have Standard VARs Remained Stable Since the Crisis? | Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano |
2015 | Large vector autoregressions with asymmetric priors | Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano |
2015 | UK term structure decompositions at the zero lower bound | Carriero, Andrea; Mouabbi, Sarah; Vangelista, Elisabetta |
2022 | Addressing COVID-19 outliers in BVARs with stochastic volatility | Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar |
2023 | Shadow-rate VARs | Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar |