Browsing All of EconStor by Author Carriero, Andrea

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Showing results 1 to 12 of 12
Year of PublicationTitleAuthor(s)
2007 A Bayesian framework for the expectations hypothesis.: How to extract additional information from the term structure of interest ratesCarriero, Andrea
2007 Forecasting the Yield curve using priors from no arbitrage affine term structure modelsCarriero, Andrea
2007 A comparison of methods for the construction of composite coincident and leading indexes for the UKCarriero, Andrea; Marcellino, Massimiliano
2007 Forecasting large datasets with reduced rank multivariate modelsCarriero, Andrea; Kapetanios, George; Marcellino, Massimiliano
2007 A simple test of the New Keynesian Phillips CurveCarriero, Andrea
2008 Forecasting with dynamics models using shrinkage-based estimationCarriero, Andrea; Kapetanios, George; Marcellino, Massimiliano
2008 Forecasting exchange rates with a large Bayesian VARCarriero, Andrea; Kapetanios, George; Marcellino, Massimiliano
2008 A shrinkage instrumental variable estimator for large datasetsCarriero, Andrea; Kapetanios, George; Marcellino, Massimiliano
2010 Forecasting government bond yields with large Bayesian VARsCarriero, Andrea; Kapetanios, George; Marcellino, Massimiliano
2013 The impact of uncertainty shocks under measurement error: A proxy SVAR approachCarriero, Andrea; Mumtaz, Haroon; Theodoridis, Konstantinos; Theophilopoulou, Angeliki
2015 UK term structure decompositions at the zero lower boundCarriero, Andrea; Mouabbi, Sarah; Vangelista, Elisabetta
2015 Large vector autoregressions with asymmetric priorsCarriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano