CARRIERO, ANDREA

CARRIERO, ANDREA  

Dipartimento di Economia  

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Titolo Data di pubblicazione Autore(i) Rivista Editore
Addressing COVID-19 outliers in BVARs with stochastic volatility In corso di stampa Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar THE REVIEW OF ECONOMICS AND STATISTICS -
Capturing macroeconomic tail risks with Bayesian vector autoregressions In corso di stampa Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano JOURNAL OF MONEY, CREDIT, AND BANKING -
Common drifting volatility in large Bayesian VARs 1-gen-2016 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano JOURNAL OF BUSINESS & ECONOMIC STATISTICS -
Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154] 1-gen-2022 Carriero, Andrea; Chan, Joshua; Clark, Todd E.; Marcellino, Massimiliano JOURNAL OF ECONOMETRICS -
Corrigendum: Measuring uncertainty and its impact on the economy (vol. 100, pg. 799, 2018) 1-gen-2022 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano THE REVIEW OF ECONOMICS AND STATISTICS -
Forecasting Exchange Rates with a Large Bayesian VAR 1-gen-2009 Marcellino, Massimiliano; Carriero, Andrea; G., Kapetanios INTERNATIONAL JOURNAL OF FORECASTING -
Forecasting Government Bond Yields with Large Bayesian VARs 1-gen-2012 Marcellino, Massimiliano; Carriero, Andrea; G., Kapetanios JOURNAL OF BANKING & FINANCE -
Forecasting Large Datasets with Bayesian Reduced RankMultivariate Models 1-gen-2011 Marcellino, Massimiliano; Carriero, Andrea; G., Kapetanios JOURNAL OF APPLIED ECONOMETRICS -
Have standard VARS remained stable since the crisis? 1-gen-2017 Aastveit, Knut Are; Carriero, Andrea; Marcellino, Massimiliano; Clark, Todd E. JOURNAL OF APPLIED ECONOMETRICS -
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 1-gen-2019 Carriero, Andrea; Clark Todd, E.; Marcellino, Massimiliano JOURNAL OF ECONOMETRICS -
Macro uncertainty in the long run 1-gen-2023 Carriero, Andrea; Marcellino, Massimiliano; Tornese, Tommaso ECONOMICS LETTERS -
Macroeconomic forecasting in a multi-country context 1-gen-2022 Bai, Yu; Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano JOURNAL OF APPLIED ECONOMETRICS -
Measuring uncertainty and its impact on the economy 1-gen-2018 Carriero, Andrea; Clark Todd, E.; Marcellino, Massimiliano THE REVIEW OF ECONOMICS AND STATISTICS -
No-arbitrage priors, drifting volatilities, and the term structure of interest rates 1-gen-2021 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano JOURNAL OF APPLIED ECONOMETRICS -
Nowcasting tail risk to economic activity at a weekly frequency 1-gen-2022 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano JOURNAL OF APPLIED ECONOMETRICS -
Parameters uncertainty and tests of present value models 1-gen-2007 Carriero, Andrea - Università Bocconi
Sectoral Survey-based Confidence Indicators for Europe 1-gen-2011 Marcellino, Massimiliano; Carriero, Andrea OXFORD BULLETIN OF ECONOMICS AND STATISTICS -
Structural analysis with multivariate autoregressive index models 1-gen-2016 Carriero, Andrea; Kapetanios, George; Marcellino, Massimiliano JOURNAL OF ECONOMETRICS -
The global component of inflation volatility 1-gen-2022 Carriero, Andrea; Corsello, Francesco; Marcellino, Massimiliano JOURNAL OF APPLIED ECONOMETRICS -
Using time-varying volatility for identification in Vector Autoregressions: an application to endogenous uncertainty 1-gen-2021 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano JOURNAL OF ECONOMETRICS -