Andrea Carriero : Citation Profile

Are you Andrea Carriero?

Queen Mary University of London

11

H index

12

i10 index

488

Citations

RESEARCH PRODUCTION:

20

Articles

58

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 34
   Journals where Andrea Carriero has often published
   Relations with other researchers
   Recent citing documents: 131.    Total self citations: 24 (4.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca105
   Updated: 2019-04-20    RAS profile: 2018-09-14    
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Relations with other researchers

Works with:

Marcellino, Massimiliano (22)

Clark, Todd (17)

mumtaz, haroon (4)

Mouabbi, Sarah (4)

Galvão, Ana (3)

Aastveit, Knut Are (3)

Theodoridis, Konstantinos (3)

Theophilopoulou, Angeliki (3)

Cortes, Kristle (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrea Carriero.

Is cited by:

Koop, Gary (41)

Korobilis, Dimitris (38)

Marcellino, Massimiliano (23)

Huber, Florian (20)

GUPTA, RANGAN (17)

Feldkircher, Martin (15)

Chan, Joshua (12)

Giannone, Domenico (10)

Lenza, Michele (10)

mumtaz, haroon (9)

Pettenuzzo, Davide (9)

Cites to:

Giannone, Domenico (68)

Marcellino, Massimiliano (51)

Reichlin, Lucrezia (47)

Primiceri, Giorgio (35)

Lenza, Michele (34)

Clark, Todd (28)

Watson, Mark (23)

Zha, Tao (21)

Diebold, Francis (20)

Litterman, Robert (20)

Sims, Christopher (20)

Main data

Where Andrea Carriero has published?

Journals with more than one article published# docs
Journal of Applied Econometrics4
International Journal of Forecasting4
Journal of Econometrics3
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Working Papers (Old Series) / Federal Reserve Bank of Cleveland9
Economics Working Papers / European University Institute3
EMF Research Papers / Economic Modelling and Forecasting Group2

Recent works citing Andrea Carriero (2018 and 2017)

YearTitle of citing document
2018Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925.

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2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

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2019Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2017Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs. (2017). Leiva-Leon, Danilo. In: Occasional Papers. RePEc:bde:opaper:1706.

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2018Forecasting house prices in Italy. (2018). Loberto, Michele ; Guglielminetti, Elisa ; Emiliozzi, Simone . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_463_18.

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2018On the unintended effects of public transfers: evidence from EU funding to Southern Italy. (2018). Rizzica, Lucia ; de Blasio, Guido ; de Angelis, Ilaria . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1180_18.

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2018Exchange rate pass-through into euro area inflation. An estimated structural model. (2018). Pisani, Massimiliano ; Notarpietro, Alessandro ; Burlon, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1192_18.

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2017Staying at zero with affine processes : an application to term structure modelling. (2017). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Pegoraro, Fulvio. In: Rue de la Banque. RePEc:bfr:rueban:2017:52.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2019On the global Impact of risk-off shocks and policy-put frameworks. (2019). Kamber, Gunes ; Caballero, Ricardo. In: BIS Working Papers. RePEc:bis:biswps:772.

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2017Measuring Economic Uncertainty and Its Effects. (2017). Moore, Angus. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:303:p:550-575.

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2018Assessing the Synchronicity and Nature of Australian State Business Cycles. (2018). Poon, Aubrey. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:372-390.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound. (2018). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:6:p:1243-1266.

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2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Cross, Jamie L ; Poon, Aubrey ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0070.

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2018Identification and estimation issues in Structural Vector Autoregressions with external instruments. (2018). Fanelli, Luca ; Angelini, G. In: Working Papers. RePEc:bol:bodewp:wp1122.

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2019Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

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2017Identifying Uncertainty Shocks Using the Price of Gold. (2017). Podstawski, Maximilian ; Piffer, Michele . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6327.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2018Monetary Policy, External Instruments and Heteroskedasticity. (2018). Schlaak, Thore ; Podstawski, Maximilian ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1749.

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2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010.

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2017Below the zero lower bound: a shadow-rate term structure model for the euro area. (2017). Lemke, Wolfgang ; Vladu, Andreea Liliana . In: Working Paper Series. RePEc:ecb:ecbwps:20171991.

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2019Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250.

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2017Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter. (2017). Grant, Angelia ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:114-121.

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2017Measurement errors and monetary policy: Then and now. (2017). Wang, Mu-Chun ; Amir Ahmadi, Pooyan ; Matthes, Christian ; Amir-Ahmadi, Pooyan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:66-78.

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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

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2017Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67.

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2018Estimation and forecasting in vector autoregressive moving average models for rich datasets. (2018). Dias, Gustavo Fruet ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:75-91.

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2018Bayesian nonparametric vector autoregressive models. (2018). Kalli, Maria ; Griffin, Jim E. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:267-282.

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2017Supervised dimension reduction for multivariate time series. (2017). Matilainen, M ; Croux, C ; Nordhausen, K ; Oja, H. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:57-69.

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2019News-based forecasts of macroeconomic indicators: A semantic path model for interpretable predictions. (2019). Feuerriegel, Stefan ; Gordon, Julius. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:1:p:162-175.

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2017Forecasting the term structure of government bond yields in unstable environments. (2017). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:209-225.

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2017Common and country specific economic uncertainty. (2017). Theodoridis, Konstantinos ; mumtaz, haroon. In: Journal of International Economics. RePEc:eee:inecon:v:105:y:2017:i:c:p:205-216.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2017Does realized volatility help bond yield density prediction?. (2017). Shin, Minchul ; Zhong, Molin. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:373-389.

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2017Adaptive models and heavy tails with an application to inflation forecasting. (2017). Petrella, Ivan ; Delle Monache, Davide. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:482-501.

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2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

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2018Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

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2018Using low frequency information for predicting high frequency variables. (2018). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

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2019Representation, estimation and forecasting of the multivariate index-augmented autoregressive model. (2019). Guardabascio, Barbara ; Cubadda, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:67-79.

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2017The G7 business cycle in a globalized world. (2017). Carstensen, Kai ; Salzmann, L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:134-161.

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2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty. (2018). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian ; Ma, Jun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337.

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2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; van Eyden, Renee. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1052-1064.

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2017Level and volatility factors in macroeconomic data. (2017). Ng, Serena ; Gorodnichenko, Yuriy. In: Journal of Monetary Economics. RePEc:eee:moneco:v:91:y:2017:i:c:p:52-68.

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2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Cunado, Juncal ; Christou, Christina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

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2018Integrating dynamic fuzzy C-means, data envelopment analysis and artificial neural network to online prediction performance of companies in stock exchange. (2018). Rezaee, Mustafa Jahangoshai ; Valipour, Mahsa ; Jozmaleki, Mehrdad . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:489:y:2018:i:c:p:78-93.

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2017Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:50-60.

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2019The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea. (2019). Balcilar, Mehmet ; Kyei, Clement ; Kim, Won Joong ; Gupta, Rangan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:150-163.

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2017The Combination of Monetary and Fiscal Policy Shocks: A TVP-FAVAR Approach. (2017). Pappa, Evi ; Molteni, Francesco . In: Economics Working Papers. RePEc:eui:euiwps:mwp2017/13.

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2017A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose . In: Textos para discussão. RePEc:fgv:eesptd:445.

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2018Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis. In: Working Papers (Old Series). RePEc:fip:fedcwp:1809.

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2018Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2018). Clark, Todd ; Mertens, Elmar ; McCracken, Michael W. In: Working Papers (New Series). RePEc:fip:fedcwq:171501.

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2019The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Reply to Jentsch and Lunsford. (2018). Ravn, Morten ; Mertens, Karel. In: Working Papers. RePEc:fip:feddwp:1805.

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2017Inferring the Shadow Rate from Real Activity. (2017). Skaperdas, Arsenios ; Garcia, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-106.

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2017Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserves Approach. (2017). Tulip, Peter ; Reifschneider, David L. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-20.

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2017Finance and Inequality : The Distributional Impacts of Bank Credit Rationing. (2017). Choudhary, Ali ; Jain, Anil K. In: International Finance Discussion Papers. RePEc:fip:fedgif:1211.

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2018News and Uncertainty Shocks. (2018). Cascaldi-Garcia, Danilo ; Galvao, Ana Beatriz. In: International Finance Discussion Papers. RePEc:fip:fedgif:1240.

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2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

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2018Unconventional U.S. Monetary Policy: New Tools, Same Channels?. (2018). Huber, Florian ; Feldkircher, Martin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:71-:d:178738.

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2017Conditional FAVAR and scenario analysis for a large data: case of Tunisia. (2017). ben Romdhane, Hajer ; ben Tanfous, Nahed . In: IHEID Working Papers. RePEc:gii:giihei:heidwp15-2017.

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2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

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2017Exchange rate forecasting and the performance of currency portfolios. (2017). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Fortin, Ines. In: Economics Series. RePEc:ihs:ihsesp:326.

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2019Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0323-6.

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2018Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?. (2018). GUPTA, RANGAN ; Jooste, Charl. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:3:d:10.1007_s10368-017-0380-8.

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2017Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2017). Kascha, Christian ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1706.

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2018Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2018). Bertsche, Dominik ; Kascha, Christian ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1808.

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2017Uncertainty Shocks and the Relative Price of Investment Goods. (2017). Katayama, Munechika ; Kim, Kwang Hwan. In: Discussion papers. RePEc:kue:epaper:e-16-015.

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2018Forecasting using Bayesian VARs: A Benchmark for STREAM. (2018). Borg, Ian ; Ruisi, Germano. In: CBM Working Papers. RePEc:mlt:wpaper:0418.

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2019Hierarchical Forecasting. (2019). Hyndman, Rob ; Affan, Mohamed ; Panagiotelis, Anastasios ; Gamakumara, Puwasala ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-2.

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2018Multivariate Stochastic Volatility with Co-Heteroscedasticity. (2018). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Doucet, Arnaud. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:18-12.

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2017Bayesian approach to evaluate the impact of external shocks on Russian macroeconomics indicators. (2017). , Shevelev. In: World of economics and management / Vestnik NSU. Series: Social and Economics Sciences. RePEc:nos:wjflnh:2017_1_03e.

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2018Big Data & Macroeconomic Nowcasting: Methodological Review. (2018). Kapetanios, George ; Papailias, Fotis. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-12.

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2018Measuring uncertainty and its impact on the New Zealand economy. (2018). Wong, Benjamin ; Vehbi, Tugrul ; Rice, Amy. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2018/01.

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2019How useful are time-varying parameter models for forecasting economic growth in CESEE?. (2019). Feldkircher, Martin ; Hauzenberger, Nico. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2019:i:q1/19:b:2.

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2018Forecasting Bond Yields with Segmented Term Structure Models. (2018). Almeida, Caio ; Vicente, Jose ; Simonsen, Axel ; Kubudi, Daniela ; Ardison, Kym . In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:1-33..

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2017Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade. (2017). Angelopoulos, Jason . In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:1:d:10.1057_s41278-016-0050-8.

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2017Aggregate Density Forecasting from Disaggregate Components Using Large VARs. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76849.

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2017An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:79211.

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2017Small Business Lending and the Bank-Branch Network. (2017). Petkov, Ivan. In: MPRA Paper. RePEc:pra:mprapa:85762.

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2018Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:87084.

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2018Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean. (2018). Legrand, Romain. In: MPRA Paper. RePEc:pra:mprapa:88925.

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2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

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2017Financial conditions and density forecasts for US output and inflation. (2017). mumtaz, haroon ; Alessandri, Piergiorgio. In: Review of Economic Dynamics. RePEc:red:issued:14-103.

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2018Uncertainty Shocks and the Relative Price of Investment Goods. (2018). Kim, Kwang Hwan ; Katayama, Munechika. In: Review of Economic Dynamics. RePEc:red:issued:17-76.

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2018Reducing Dimensions in a Large TVP-VAR. (2018). Strachan, Rodney ; Eisenstat, Eric. In: Working Paper series. RePEc:rim:rimwps:18-37.

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2019The transmission of uncertainty shocks on income inequality: State-level evidence from the United States. (2019). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_004.

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2018YIELD CURVE IN BOSNIA AND HERZEGOVINA: FINANCIAL AND MACROECONOMIC FRAMEWORK. (2018). Baskot, Bojan ; Mikerevic, Dejan ; Orsag, Silvije. In: UTMS Journal of Economics. RePEc:ris:utmsje:0227.

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2018The Term Structure of Government Bond Yields in an Emerging Market. (2018). Waliullah, ; Bari, Khadija Malik. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:3:p:5-28.

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2018Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model. (2018). Guardabascio, Barbara ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:397.

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2018A Behavioral Model of the Credit Cycle. (2018). Waldmann, Robert ; Annicchiarico, Barbara ; Surricchio, Silvia. In: CEIS Research Paper. RePEc:rtv:ceisrp:446.

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2017Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approac. (2017). и управления Мир экономики, . In: Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки. RePEc:scn:guhrje:2017_4_04.

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2017A Generalized Dynamic Factor Model for the U.S. Port Sector. (2017). Angelopoulos, Jason ; Chlomoudis, Costas I. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2016:i:1:p:22-37.

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2017The role of indicator selection in nowcasting euro-area GDP in pseudo-real time. (2017). Golinelli, Roberto ; Pappalardo, Carmine ; Girardi, Alessandro. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1151-z.

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2017Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs. (2017). Louzis, Dimitrios. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1128-y.

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More than 100 citations found, this list is not complete...

Works by Andrea Carriero:

YearTitleTypeCited
2016Measuring Uncertainty and Its Impact on the Economy In: BAFFI CAREFIN Working Papers.
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2017Measuring Uncertainty and Its Impact on the Economy.(2017) In: Working Papers (Old Series).
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2018The global component of inflation volatility In: Temi di discussione (Economic working papers).
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2016UK term structure decompositions at the zero lower bound. In: Working papers.
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2018UK term structure decompositions at the zero lower bound.(2018) In: Journal of Applied Econometrics.
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2015UK Term Structure Decompositions at the Zero Lower Bound.(2015) In: Working Papers.
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2015UK Term Structure Decompositions at the Zero Lower Bound.(2015) In: Working Papers.
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2015Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article26
2013Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility.(2013) In: CEPR Discussion Papers.
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2012Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility.(2012) In: Working Papers (Old Series).
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2006Explaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article8
2011Sectoral Survey‐based Confidence Indicators for Europe In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article7
2007Sectoral Survey-based Confidence Indicators for Europe.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 7		paper
2014Have standard VARs remained stable since the crisis? In: Working Paper.
[Full Text][Citation analysis]		paper14
2016Have Standard VARs Remained Stable Since the Crisis?.(2016) In: CEPR Discussion Papers.
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2014Have Standard VARs Remained Stable since the Crisis?.(2014) In: Working Papers (Old Series).
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2017Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics.
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2015Structural Analysis with Multivariate Autoregressive Index Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2016Structural analysis with Multivariate Autoregressive Index models.(2016) In: Journal of Econometrics.
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2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper33
2006Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates.(2006) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 33		article
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Working Papers.
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2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Computing in Economics and Finance 2004.
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2008Forecasting Exchange Rates with a Large Bayesian VAR In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper86
2008Forecasting Exchange Rates with a Large Bayesian VAR.(2008) In: Working Papers.
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2008Forecasting Exchange Rates with a Large Bayesian VAR.(2008) In: Economics Working Papers.
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2008Forecasting Exchange Rates with a Large Bayesian VAR.(2008) In: Working Papers.
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2009Forecasting exchange rates with a large Bayesian VAR.(2009) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 86		article
2009Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper43
2009Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models.(2009) In: Economics Working Papers.
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2011Forecasting large datasets with Bayesian reduced rank multivariate models.(2011) In: Journal of Applied Econometrics.
[Citation analysis]
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2010Forecasting Government Bond Yields with Large Bayesian VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2010Forecasting Government Bond Yields with Large Bayesian VARs.(2010) In: Working Papers.
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2010Forecasting Government Bond Yields with Large Bayesian VARs.(2010) In: Working Papers.
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2011Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper72
2011Bayesian VARs: specification choices and forecast accuracy.(2011) In: Working Papers (Old Series).
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2015Bayesian VARs: Specification Choices and Forecast Accuracy.(2015) In: Journal of Applied Econometrics.
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2012Common Drifting Volatility in Large Bayesian VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper25
2012Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers.
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2012Common drifting volatility in large Bayesian VARs.(2012) In: Working Papers (Old Series).
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2016Common Drifting Volatility in Large Bayesian VARs.(2016) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 25		article
2014No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2008A simple test of the New Keynesian Phillips Curve In: Economics Letters.
[Full Text][Citation analysis]		article8
2007A Simple Test of the New Keynesian Phillips Curve.(2007) In: Working Papers.
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2007A Simple Test of the New Keynesian Phillips Curve.(2007) In: Working Papers.
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2011How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
2011How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?.(2011) In: Post-Print.
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2007A comparison of methods for the construction of composite coincident and leading indexes for the UK In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
2007A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK.(2007) In: Working Papers.
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2007A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK.(2007) In: Working Papers.
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2015Macroeconomic information, structural change, and the prediction of fiscal aggregates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2015Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2012Forecasting government bond yields with large Bayesian vector autoregressions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23
2015Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper11
2016Large Vector Autoregressions with Stochastic Volatility and Flexible Priors In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper2
2018Assessing International Commonality in Macroeconomic Uncertainty and Its Effects In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper1
2018Endogenous Uncertainty In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper0
2011FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS In: International Economic Review.
[Citation analysis]		article9
2007Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models.(2007) In: Working Papers.
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2007Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models.(2007) In: Working Papers.
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2007Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes In: Working Papers.
[Full Text][Citation analysis]		paper1
2015A Shrinkage Instrumental Variable Estimator for Large Datasets In: Working Papers.
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2008A Shrinkage Instrumental Variable Estimator for Large Datasets.(2008) In: Working Papers.
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2008A Shrinkage Instrumental Variable Estimator for Large Datasets.(2008) In: Working Papers.
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2015A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS.(2015) In: L'Actualité Economique.
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2007A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates In: Working Papers.
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2007A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates.(2007) In: Working Papers.
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2007Forecasting Large Datasets with Reduced Rank Multivariate Models In: Working Papers.
[Full Text][Citation analysis]		paper4
2007Forecasting Large Datasets with Reduced Rank Multivariate Models.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 4		paper
2008Forecasting with Dynamic Models using Shrinkage-based Estimation In: Working Papers.
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2008Forecasting with Dynamic Models using Shrinkage-based Estimation.(2008) In: Working Papers.
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2013The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach In: Working Papers.
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2013The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach.(2013) In: Working Papers.
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2015The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach.(2015) In: Journal of Money, Credit and Banking.
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2015Large Vector Autoregressions with Asymmetric Priors In: Working Papers.
[Full Text][Citation analysis]		paper9
2015Large Vector Autoregressions with Asymmetric Priors.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 9		paper
2016A comprehensive evaluation of macroeconomic forecasting methods In: EMF Research Papers.
[Full Text][Citation analysis]		paper0
2018Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries In: EMF Research Papers.
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