Publications:  Prof Andrea Carriero

Carriero A, Clark TE, Marcellino M(2020). Assessing international commonality in macroeconomic uncertainty and its effects. Journal of Applied Econometrics vol. 35, (3) 273-293.

Carriero A, Clark TE, Marcellino M(2019). Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors. Journal of Econometrics vol. 212, (1) 137-154.

Carriero A, Galvão AB, Kapetanios G(2019). A comprehensive evaluation of macroeconomic forecasting methods. International Journal of Forecasting vol. 35, (4) 1226-1239.

Carriero A, Mouabbi S, Vangelista E(2018). UK term structure decompositions at the zero lower bound. Journal of Applied Econometrics vol. 33, (5) 643-661.

Carriero A, Galvao AB, Marcellino M (2018). Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

CARRIERO A, Clark TE, Marcellino M(2017). Measuring uncertainty and its impact on the economy. The Review of Economics and Statistics

Aastveit KA, Carriero A, Clark TE, Marcellino M (2016). Have Standard VARS Remained Stable Since the Crisis?. Wiley Online pp. 931-951. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

CARRIERO A, Aastveit KA, Clark TE, Marcellino M(2016). Have Standard VARs Remained Stable Since the Crisis?. Journal of Applied Econometrics

Carriero A, Clark TE, Marcellino M(2016). Common Drifting Volatility in Large Bayesian VARs. Journal of Business and Economic Statistics vol. 34, (3) 375-390.

Carriero A, Kapetanios G, Marcellino M(2016). Structural analysis with Multivariate Autoregressive Index models. Journal of Econometrics vol. 192, (2) 332-348.

Carriero A, Clark TE, Marcellino M (2015). Large Vector Autoregressions with Asymmetric Priors. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A, Clements MP, Galvão AB(2015). Forecasting with Bayesian multivariate vintage-based VARs. International Journal of Forecasting vol. 31, (3) 757-768.

Carriero A, Mumtaz H, Theophilopoulou A(2015). Macroeconomic information, structural change, and the prediction of fiscal aggregates. International Journal of Forecasting vol. 31, (2) 325-348.

Carriero A, Kapetanios G, Marcellino M (2015). A Shrinkage Instrumental Variable Estimator for Large Datasets. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A, Clark TE, Marcellino M(2015). Bayesian VARs: Specification Choices and Forecast Accuracy. Journal of Applied Econometrics vol. 30, (1) 46-73.

Carriero A, Clark TE, Marcellino M(2015). Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility. Journal of the Royal Statistical Society. Series A: Statistics in Society vol. 178, (4) 837-862.

Carriero A, Mumtaz H, Theodoridis K, Theophilopoulou A(2015). The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach. Journal of Money, Credit and Banking vol. 47, (6) 1223-1238.

Carriero A, Clark TE, Marcellino M(2013). Bayesian Vars: Specification Choices And Forecast Accuracy. Journal of Applied Econometrics

Carriero A, Kapetanios G, Marcellino M(2012). Forecasting government bond yields with large Bayesian vector autoregressions. JOURNAL OF BANKING & FINANCE vol. 36, (7) 2026-2047.

Carriero A, Giacomini R(2011). How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?. J ECONOMETRICS vol. 164, (1) 21-34.

Carriero A, Kapetanios G, Marcellino M(2011). FORECASTING LARGE DATASETS WITH BAYESIAN REDUCED RANK MULTIVARIATE MODELS. J APPL ECONOMET vol. 26, (5) 735-761.

Carriero A, Kapetanios G, Marcellino M(2011). Forecasting large datasets with Bayesian reduced rank multivariate models. Journal of Applied Econometrics vol. 26, (5) 735-761.

Carriero A(2011). FORECASTING THE YIELD CURVE USING PRIORS FROM NO-ARBITRAGE AFFINE TERM STRUCTURE MODELS. INT ECON REV vol. 52, (2) 425-459.

Carriero A, Marcellino M(2011). Sectoral Survey-based Confidence Indicators for Europe. OXFORD B ECON STAT vol. 73, (2) 175-206.

Carriero A, Kapetanios G, Marcellino M (2010). Forecasting Government Bond Yields with Large Bayesian VARs. RePEc:qmw:qmwecw:wp662 Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A, Kapetanios G, Marcellino M (2010). Forecasting Government Bond Yields with Large Bayesian VARs. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A, Kapetanios G, Marcellino M(2009). Forecasting exchange rates with a large Bayesian VAR. INT J FORECASTING vol. 25, (2) 400-417.

Carriero A, Kapetanios G, Marcellino M (2009). Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A, Kapetanios G, Marcellino M(2009). Forecasting exchange rates with a large Bayesian VAR. vol. 25, (2) 400-417.

Carriero A, Kapetanios G, Marcellino M (2008). Forecasting Exchange Rates with a Large Bayesian VAR. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A, Kapetanios G, Marcellino M (2008). Forecasting with Dynamic Models using Shrinkage-based Estimation. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A(2008). A simple test of the New Keynesian Phillips Curve. ECON LETT vol. 100, (2) 241-244.

Carriero A, Kapetanios G, Marcellino M (2008). A Shrinkage Instrumental Variable Estimator for Large Datasets. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A, Kapetanios G, Marcellino M (2008). A Shrinkage Instrumental Variable Estimator for Large Datasets. RePEc:qmw:qmwecw:wp626 Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A, Kapetanios G, Marcellino M (2008). Forecasting Exchange Rates with a Large Bayesian VAR. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A, Kapetanios G, Marcellino M (2008). Forecasting with Dynamic Models using Shrinkage-based Estimation. RePEc:qmw:qmwecw:wp635 Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A, Kapetanios G, Marcellino M (2007). Forecasting Large Datasets with Reduced Rank Multivariate Models. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A (2007). Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A (2007). A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates. RePEc:qmw:qmwecw:wp591 Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A, Marcellino M (2007). A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A (2007). A Simple Test of the New Keynesian Phillips Curve. Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,

Carriero A, Marcellino M(2007). A comparison of methods for the construction of composite coincident and leading indexes for the UK. INT J FORECASTING vol. 23, (2) 219-236.

CARRIERO A, Kaminska I, Favero C(2006). Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates. Journal of Econometrics vol. 131, 339-358.

Carriero A(2006). Explaining US-UK interest rate differentials: A reassessment of the uncovered interest rate parity in a Bayesian framework. OXFORD BULLETIN OF ECONOMICS AND STATISTICS vol. 68, 879-899.