Browsing All of EconStor by Author Carriero, Andrea


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