17
H index
27
i10 index
1400
Citations
Queen Mary University of London (50% share) | 17 H index 27 i10 index 1400 Citations RESEARCH PRODUCTION: 26 Articles 63 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andrea Carriero. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Applied Econometrics | 6 |
Journal of Econometrics | 5 |
International Journal of Forecasting | 5 |
Oxford Bulletin of Economics and Statistics | 2 |
Year | Title of citing document | |
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2021 | Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215. Full description at Econpapers || Download paper | |
2021 | Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215. Full description at Econpapers || Download paper | |
2022 | Thermal Stress and Financial Distress: Extreme Temperatures and Firms’ Loan Defaults in Mexico. (2022). Gutierrez, Emilio ; Aguilar-Gomez, Sandra ; Tobal, Martin ; Jaume, David ; Heres, David . In: Working Papers. RePEc:aoz:wpaper:148. Full description at Econpapers || Download paper | |
2021 | “Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104. Full description at Econpapers || Download paper | |
2022 | Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092. Full description at Econpapers || Download paper | |
2021 | Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333. Full description at Econpapers || Download paper | |
2022 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714. Full description at Econpapers || Download paper | |
2021 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361. Full description at Econpapers || Download paper | |
2021 | Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844. Full description at Econpapers || Download paper | |
2022 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2021 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
2021 | General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393. Full description at Econpapers || Download paper | |
2022 | Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin ; Koop, Gary. In: Papers. RePEc:arx:papers:2103.04944. Full description at Econpapers || Download paper | |
2021 | Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757. Full description at Econpapers || Download paper | |
2021 | Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804. Full description at Econpapers || Download paper | |
2021 | Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170. Full description at Econpapers || Download paper | |
2021 | Large Order-Invariant Bayesian VARs with Stochastic Volatility. (2021). Yu, Xuewen ; Chan, Joshua ; Koop, Gary. In: Papers. RePEc:arx:papers:2111.07225. Full description at Econpapers || Download paper | |
2022 | Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995. Full description at Econpapers || Download paper | |
2021 | Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751. Full description at Econpapers || Download paper | |
2022 | The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834. Full description at Econpapers || Download paper | |
2022 | Measuring Shocks to Central Bank Independence using Legal Rulings. (2022). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: Papers. RePEc:arx:papers:2202.12695. Full description at Econpapers || Download paper | |
2022 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2206.06892. Full description at Econpapers || Download paper | |
2022 | Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen. In: Papers. RePEc:arx:papers:2206.08438. Full description at Econpapers || Download paper | |
2022 | Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference. (2022). Seleznev, Sergei ; Khabibullin, Ramis. In: Papers. RePEc:arx:papers:2210.07154. Full description at Econpapers || Download paper | |
2022 | Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010. Full description at Econpapers || Download paper | |
2022 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2022 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
2022 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper | |
2022 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
2023 | Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers || Download paper | |
2021 | Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria. (2021). Makarieva, Martina. In: Economic Thought journal. RePEc:bas:econth:y:2021:i:2:p:61-83,84-104. Full description at Econpapers || Download paper | |
2021 | Endogenous time variation in vector autoregressions. (2021). Leiva-Leon, Danilo ; Uzeda, Luis. In: Working Papers. RePEc:bde:wpaper:2108. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers || Download paper | |
2021 | Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21. Full description at Econpapers || Download paper | |
2023 | Assessing the pass-through of energy prices to inflation in the euro area. (2023). Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_745_23. Full description at Econpapers || Download paper | |
2021 | The Nonlinear Effect of Uncertainty in Portfolio Flows to Mexico. (2021). Hernandez, Marco A. In: Working Papers. RePEc:bdm:wpaper:2021-11. Full description at Econpapers || Download paper | |
2021 | Income inequality, financial intermediation, and small firms. (2021). Drechsel, Thomas ; Doerr, Sebastian ; Lee, Dong Gyu. In: BIS Working Papers. RePEc:bis:biswps:944. Full description at Econpapers || Download paper | |
2021 | Time?varying impact of global, region?, and country?specific uncertainties on the volatility of international trade. (2021). GUPTA, RANGAN ; Gul, Selcuk. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:4:p:691-700. Full description at Econpapers || Download paper | |
2021 | EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015. Full description at Econpapers || Download paper | |
2022 | Bank lending networks and the propagation of natural disasters. (2022). , Joo ; Macchiavelli, Marco ; Ivanov, Ivan T. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:903-927. Full description at Econpapers || Download paper | |
2022 | Time?varying impacts of expectations on housing markets across hot and cold phases. (2022). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:249-265. Full description at Econpapers || Download paper | |
2021 | The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:989-1012. Full description at Econpapers || Download paper | |
2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
2021 | Weathering Cash Flow Shocks. (2021). Ivanov, Ivan T ; Gustafson, Matthew T ; Brown, James R. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1731-1772. Full description at Econpapers || Download paper | |
2022 | Going the Extra Mile: Distant Lending and Credit Cycles. (2022). Leuz, Christian ; Rajan, Raghuram G ; Granja, Joo. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1259-1324. Full description at Econpapers || Download paper | |
2021 | Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163. Full description at Econpapers || Download paper | |
2021 | Shock contagion, asset quality and lending behaviour: The case of war in Eastern Ukraine. (2021). Tsapin, Andriy ; Talavera, Oleksandr ; Pham, Tho. In: Kyklos. RePEc:bla:kyklos:v:74:y:2021:i:2:p:243-269. Full description at Econpapers || Download paper | |
2021 | The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869. Full description at Econpapers || Download paper | |
2021 | Domestic and Global Determinants of Inflation: Evidence from Expectile Regression*. (2021). Delle Monache, Davide ; Busetti, Fabio ; Caivano, Michele. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:982-1001. Full description at Econpapers || Download paper | |
2021 | Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217. Full description at Econpapers || Download paper | |
2021 | Accurate Confidence Regions for Principal Components Factors. (2021). Ruiz, Esther ; Maldonado, Javier. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1432-1453. Full description at Econpapers || Download paper | |
2022 | The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56. Full description at Econpapers || Download paper | |
2022 | Econometric Analysis of Switching Expectations in UK Inflation. (2022). Madeira, Joao ; Corneamadeira, Adriana. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:651-673. Full description at Econpapers || Download paper | |
2021 | Fear thy neighbor: Spillovers from economic policy uncertainty. (2021). Grigoli, Francesco ; Hengge, Martina ; Biljanovska, Nina. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:409-438. Full description at Econpapers || Download paper | |
2021 | Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297. Full description at Econpapers || Download paper | |
2021 | Inflation comovements in advanced economies: Facts and drivers. (2021). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomezloscos, Ana ; Gadea, Maria Dolores. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:2:p:485-509. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100. Full description at Econpapers || Download paper | |
2021 | Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915. Full description at Econpapers || Download paper | |
2021 | Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923. Full description at Econpapers || Download paper | |
2021 | Global Uncertainty. (2021). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_001. Full description at Econpapers || Download paper | |
2022 | Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005. Full description at Econpapers || Download paper | |
2021 | Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7. Full description at Econpapers || Download paper | |
2021 | Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5. Full description at Econpapers || Download paper | |
2021 | The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87. Full description at Econpapers || Download paper | |
2021 | Sorry, Youre Blocked. Economic Effects of Financial Sanctions on the Russian Economy. (2021). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp704. Full description at Econpapers || Download paper | |
2021 | The Impact of Aggregate Uncertainty on Firm-Level Uncertainty. (2021). Grimme, Christian ; Easaw, Joshy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8934. Full description at Econpapers || Download paper | |
2021 | The Bright and Dark Side of Financial Support from Local and Central Banks after a Natural Disaster: Evidence from the Great Kanto Earthquake, 1923 Japan. (2021). Okubo, Toshihiro ; Strobl, Eric ; Okazaki, Tetsuji. In: CARF F-Series. RePEc:cfi:fseres:cf511. Full description at Econpapers || Download paper | |
2021 | The Bright and Dark Side of Financial Support from Local and Central Banks after a Natural Disaster: Evidence from the Great Kanto Earthquake, 1923 Japan. (2000). Okubo, Toshihiro ; Strobl, Eric ; Okazaki, Tetsuji. In: CIGS Working Paper Series. RePEc:cnn:wpaper:21-001e. Full description at Econpapers || Download paper | |
2021 | Nowcasting with Large Bayesian Vector Autoregressions. (2021). Sokol, Andrej ; Monti, Francesca ; Lenza, Michele ; Giannone, Domenico ; Cimadomo, Jacopo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15854. Full description at Econpapers || Download paper | |
2021 | Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. (2021). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15964. Full description at Econpapers || Download paper | |
2021 | Measuring Uncertainty and Its Effects in the COVID-19 Era. (2021). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15965. Full description at Econpapers || Download paper | |
2021 | The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim | |
2021 | ECB’s economy-wide climate stress test. (2021). Salleo, Carmelo ; Parisi, Laura ; Muoz, Manuel A ; Kouratzoglou, Charalampos ; Kaijser, Michiel ; Hennig, Tristan ; Emambakhsh, Tina ; Dunz, Nepomuk ; Alogoskoufis, Spyros. In: Occasional Paper Series. RePEc:ecb:ecbops:2021281. Full description at Econpapers || Download paper | |
2021 | Tracking global economic uncertainty: implications for the euro area. (2021). Quaglietti, Lucia ; Geis, Andre ; Ricci, Martino ; Bobasu, Alina. In: Working Paper Series. RePEc:ecb:ecbwps:20212541. Full description at Econpapers || Download paper | |
2021 | Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604. Full description at Econpapers || Download paper | |
2021 | Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624. Full description at Econpapers || Download paper | |
2022 | A new optimum currency area index for the euro area. (2022). Sun, Yiqiao ; Palenzuela, Diego Rodriguez ; Kunovac, Davor. In: Working Paper Series. RePEc:ecb:ecbwps:20222730. Full description at Econpapers || Download paper | |
2021 | Natural disasters and analysts earnings forecasts. (2021). Lin, Zhiyang ; Kong, Dongmin ; Xiang, Junyi ; Wang, Yanan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920303047. Full description at Econpapers || Download paper | |
2021 | Natural disasters and economic growth: The role of banking market structure. (2021). Onali, Enrico ; Duqi, Andi ; McGowan, Danny ; Torluccio, Giuseppe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002236. Full description at Econpapers || Download paper | |
2021 | Effects of US quantitative easing on emerging market economies. (2021). Park, Woong Yong ; Bhattarai, Saroj ; Chatterjee, Arpita. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920301998. Full description at Econpapers || Download paper | |
2021 | Qualitative versus quantitative external information for proxy vector autoregressive analysis. (2021). Lütkepohl, Helmut ; Boer, Lukas ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000531. Full description at Econpapers || Download paper | |
2021 | The Jacobian of the exponential function. (2021). Sentana, Enrique ; Henk, ; Magnus, Jan R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000579. Full description at Econpapers || Download paper | |
2021 | Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle. (2021). Valcarcel, Victor (Vic) ; chen, zhengyang. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001494. Full description at Econpapers || Download paper | |
2022 | How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525. Full description at Econpapers || Download paper | |
2022 | The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604. Full description at Econpapers || Download paper | |
2022 | Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US. (2022). Rohloff, Hannes ; Herwartz, Helmut ; Wang, Shu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001622. Full description at Econpapers || Download paper | |
2022 | Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x. Full description at Econpapers || Download paper | |
2022 | Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002093. Full description at Econpapers || Download paper | |
2021 | Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418. Full description at Econpapers || Download paper | |
2022 | Hazardous lending: The impact of natural disasters on bank asset portfolio. (2022). , Mark ; Li, Runliang. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000062. Full description at Econpapers || Download paper | |
2023 | Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182. Full description at Econpapers || Download paper | |
2021 | Financial and nonfinancial global stock market volatility shocks. (2021). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:128-134. Full description at Econpapers || Download paper | |
2021 | Resurrecting the Phillips Curve in Low-Inflation Times. (2021). Conti, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:172-195. Full description at Econpapers || Download paper | |
2021 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860. Full description at Econpapers || Download paper | |
2021 | Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87. Full description at Econpapers || Download paper | |
2022 | Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”. (2022). Bognanni, Mark. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:498-505. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2018 | Measuring Uncertainty and Its Impact on the Economy.(2018) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | article | |
2018 | The global component of inflation volatility In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 15 |
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2015 | UK Term Structure Decompositions at the Zero Lower Bound.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2018 | UK term structure decompositions at the zero lower bound.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
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2013 | Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2012 | Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
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2017 | Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | article | |
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2015 | Bayesian VARs: Specification Choices and Forecast Accuracy.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | article | |
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2016 | Common Drifting Volatility in Large Bayesian VARs.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | article | |
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2011 | How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
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2019 | Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 98 |
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2019 | A comprehensive evaluation of macroeconomic forecasting methods In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
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2007 | Forecasting Large Datasets with Reduced Rank Multivariate Models In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
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2010 | Forecasting Government Bond Yields with Large Bayesian VARs In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2013 | The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2015 | UK Term Structure Decompositions at the Zero Lower Bound In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2015 | Large Vector Autoregressions with Asymmetric Priors In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
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