Andrea Carriero

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

Year: 2004
Journal: Journal of Econometrics
Authors: Andrea Carriero; Carlo A. Favero; Iryna Kaminska

Forecasting Exchange Rates with a Large Bayesian VAR

Year: 2008
Journal: International Journal of Forecasting
Authors: Andrea Carriero; George Kapetanios; Massimiliano Marcellino

Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models

Year: 2009
Journal: Journal of Applied Econometrics
Authors: Andrea Carriero; George Kapetanios; Massimiliano Marcellino

Forecasting Government Bond Yields with Large Bayesian VARs

Year: 2010
Journal: No Journal Matched
Authors: Andrea Carriero; George Kapetanios; Massimiliano Marcellino

Bayesian VARs: Specification Choices and Forecast Accuracy

Year: 2011
Journal: Journal of Applied Econometrics
Authors: Andrea Carriero; Todd Clark; Massimiliano Marcellino

Common Drifting Volatility in Large Bayesian VARs

Year: 2012
Journal: No Journal Matched
Authors: Andrea Carriero; Todd Clark; Massimiliano Marcellino

Realtime Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility

Year: 2013
Journal: No Journal Matched
Authors: Andrea Carriero; Todd E. Clark; Massimiliano Marcellino

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

Year: 2014
Journal: No Journal Matched
Authors: Andrea Carriero; Todd Clark; Massimiliano Marcellino

Structural Analysis with Multivariate Autoregressive Index Models

Year: 2015
Journal: No Journal Matched
Authors: Andrea Carriero; George Kapetanios; Massimiliano Marcellino

The Global Component of Inflation Volatility

Year: 2019
Journal: No Journal Matched
Authors: Massimiliano Marcellino; Andrea Carriero; Francesco Corsello

Assessing International Commonality in Macroeconomic Uncertainty and Its Effects

Year: 2019
Journal: No Journal Matched
Authors: Massimiliano Marcellino; Todd Clark; Andrea Carriero

Addressing COVID-19 Outliers in BVARs with Stochastic Volatility

Year: 2021
Journal: No Journal Matched
Authors: Massimiliano Marcellino; Todd Clark; Andrea Carriero; Elmar Mertens

Nowcasting Tail Risk to Economic Activity at a Weekly Frequency

Year: 2021
Journal: No Journal Matched
Authors: Massimiliano Marcellino; Todd Clark; Andrea Carriero

Measuring Uncertainty and Its Effects in the COVID-19 Era

Year: 2021
Journal: No Journal Matched
Authors: Massimiliano Marcellino; Andrea Carriero; Todd Clark; Elmar Mertens

Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty

Year: 2021
Journal: No Journal Matched
Authors: Massimiliano Marcellino; Andrea Carriero; Todd Clark

Macroeconomic Forecasting in a Multicountry Context

Year: 2022
Journal: No Journal Matched
Authors: Yu Bai; Andrea Carriero; Todd Clark; Massimiliano Marcellino

Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions

Year: 2022
Journal: No Journal Matched
Authors: Andrea Carriero; Todd Clark; Massimiliano Marcellino

Blended Identification in Structural VARs

Year: 2022
Journal: No Journal Matched
Authors: Andrea Carriero; Massimiliano Marcellino; Tommaso Tornese