Andrea Carriero : Citation Profile

Queen Mary University of London

22

H index

33

i10 index

2101

Citations

RESEARCH PRODUCTION:

37

Articles

69

Papers

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 100
   Journals where Andrea Carriero has often published
   Relations with other researchers
   Recent citing documents: 204.    Total self citations: 43 (2.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca105
   Updated: 2026-06-13    RAS profile: 2026-06-08    
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Relations with other researchers

Works with:

Marcellino, Massimiliano (18)

Clark, Todd (13)

Mertens, Elmar (5)

Volpicella, Alessio (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 (130)

Huber, Florian (115)

Korobilis, Dimitris (86)

Marcellino, Massimiliano (76)

Chan, Joshua (75)

Pfarrhofer, Michael (47)

Feldkircher, Martin (41)

Poon, Aubrey (39)

Cubadda, Gianluca (38)

Stevanovic, Dalibor (30)

GUPTA, RANGAN (30)

Cites to:

Giannone, Domenico (131)

Reichlin, Lucrezia (114)

Marcellino, Massimiliano (98)

Clark, Todd (78)

Litterman, Robert (61)

Primiceri, Giorgio (58)

Lenza, Michele (53)

Diebold, Francis (46)

Watson, Mark (46)

Rudebusch, Glenn (39)

Banbura, Marta (35)

Main data

Where Andrea Carriero has published?

Journals with more than one article published# docs
Journal of Applied Econometrics10
International Journal of Forecasting5
Journal of Econometrics5
Economics Letters3
Journal of Business & Economic Statistics2
Journal of Money, Credit and Banking2
Oxford Bulletin of Economics and Statistics2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / Centre for Economic Policy Research11
Working Papers (Old Series) / Federal Reserve Bank of Cleveland9
Working Papers / Federal Reserve Bank of Cleveland4
BAFFI CAREFIN Working Papers / BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy3
Economics Working Papers / European University Institute3
Papers / arXiv.org2
Discussion Papers / Deutsche Bundesbank2

Recent works citing Andrea Carriero (2026 and 2025)

YearTitle of citing document
2025US Bank Geographical Expansion and Impact on Funding Costs. (2025). Paul, Arunima ; Gu, Min ; Barth, James R. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-08.

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2025Financial Risks in Flooding: Bank Response to Climate-Induced Natural Disasters. (2025). Ryan, Alexander. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360730.

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2025Exploring the Nexus Between Short- and Long-Run Rate of Interests in Turkey’s Bond Market. (2025). Tuncer, Ayse ; Ivrendi, Mehmet. In: World Journal of Applied Economics. RePEc:ana:journl:v:11:y:2025:i:1:p:39-62.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2025Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2025A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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2025Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2025Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars. (2025). Wo, Tomasz. In: Papers. RePEc:arx:papers:2410.15090.

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2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380.

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2025Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Binary Outcome Models with Extreme Covariates: Estimation and Prediction. (2025). Liu, Laura ; Wang, Yulong. In: Papers. RePEc:arx:papers:2502.16041.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2025Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668.

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2025Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2504.05350.

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2026Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study. (2025). Katz, Harrison ; Weiss, Robert E. In: Papers. RePEc:arx:papers:2504.05489.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Scenario Synthesis and Macroeconomic Risk. (2025). Giannone, Domenico ; Luciani, Matteo ; Adrian, Tobias ; West, Mike. In: Papers. RePEc:arx:papers:2505.05193.

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2025Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649.

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2026Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2026A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul. In: Papers. RePEc:arx:papers:2505.23542.

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2025Machine-learning Growth at Risk. (2025). Lee, Ji Hyung ; Dovi, Max-Sebastian ; Chen, Hongqi ; Adrian, Tobias. In: Papers. RePEc:arx:papers:2506.00572.

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2025Large Bayesian VARs for Binary and Censored Variables. (2025). Pfarrhofer, Michael ; Chan, Joshua. In: Papers. RePEc:arx:papers:2506.01422.

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2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

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2025Tracking the economy at high frequency. (2025). Jarr, Juan ; Garc, Freddy. In: Papers. RePEc:arx:papers:2507.07450.

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2026Forecasting Climate Policy Uncertainty: Evidence from the United States. (2025). Besher, Donia ; Gupta, Anirban Sen ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2507.12276.

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2026Interpreting the Interpreter: Can We Model post-ECB Conferences Volatility with LLM Agents?. (2025). Collodel, Umberto. In: Papers. RePEc:arx:papers:2508.13635.

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2025Graph Learning for Foreign Exchange Rate Prediction and Statistical Arbitrage. (2025). Klabjan, Diego ; Hong, Yoonsik. In: Papers. RePEc:arx:papers:2508.14784.

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2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

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2025Stochastic Volatility-in-mean VARs with Time-Varying Skewness. (2025). Ferreira, Leonardo ; Mumtaz, Haroon ; Skoblar, Ana. In: Papers. RePEc:arx:papers:2510.08415.

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2025Disentangling the Distributional Effects of Financial Shocks in the Euro Area. (2025). Gagliardi, Elena Scola ; Tancioni, Massimiliano ; Ciganovi, Milovs. In: Papers. RePEc:arx:papers:2510.11289.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Origins and Nature of Macroeconomic Instability in Vector Autoregressions. (2025). Amir-Ahmadi, Pooyan ; Mlikota, Marko ; Stevanovi, Dalibor. In: Papers. RePEc:arx:papers:2512.20152.

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2025The economy-wide rebound effect and U.S. business cycles: A time-varying exercise. (2025). Santetti, Marcio. In: Papers. RePEc:arx:papers:2512.20765.

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2026Beyond Validity: SVAR Identification Through the Proxy Zoo. (2026). Neri, Luca ; Huang, Jiaming. In: Papers. RePEc:arx:papers:2601.11195.

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2026DeXposure-FM: A Time-series, Graph Foundation Model for Credit Exposures and Stability on Decentralized Financial Networks. (2026). He, Fengxiang ; Ibikunle, Gbenga ; Wu, Wenbin ; Shu, Aijie. In: Papers. RePEc:arx:papers:2602.03981.

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2026At-Risk Transformation for U.S. Recession Prediction. (2026). Shin, Minchul ; Billakanti, Rahul. In: Papers. RePEc:arx:papers:2603.07813.

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2026Identification Verification for Structural Vector Autoregressions with Sparse Heterogeneous Markov Switching Heteroskedasticity. (2026). Wo, Tomasz ; Shang, Fei. In: Papers. RePEc:arx:papers:2603.16035.

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2026A Dynamic Factor Model for Level and Volatility. (2026). Velasco, Sofia ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2604.03681.

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2026Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels. (2026). Omori, Yasuhiro ; Chib, Siddhartha ; Hiraki, Daichi. In: Papers. RePEc:arx:papers:2604.04529.

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2026Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach. (2026). Korobilis, Dimitris ; Hardy, Nicolas ; Bjornland, Hilde C. In: Papers. RePEc:arx:papers:2604.12927.

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2026Inference in Tightly Identified and Large-Scale Sign-Restricted SVARs. (2026). Lanne, Markku ; Rybarczyk, Adam ; Luoto, Jani. In: Papers. RePEc:arx:papers:2604.22445.

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2026Multivariate Economic Tail Risk and Scenario Analysis using the survey of Professional Forecasters. (2026). Opschoor, Anne ; Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:771.

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2026Estimation and Inference in Quantile Regressions with Multiple Fixed Effects. (2026). Siles, Leonardo ; Canavire-Bacarreza, Gustavo ; Ramos, Andrey ; Rios-Avila, Fernando. In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper2615.

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2026Direct Gaussian Process Predictive Regressions with Mixed Frequency Data. (2026). Massimiliano, Niko Hauzenberger. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26265.

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2025Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stephane. In: Working Papers. RePEc:bbh:wpaper:24-01.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Working Papers. RePEc:bbh:wpaper:25-04.

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2025Risk Scenarios and Macroeconomic Forecasts. (2025). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: Staff Working Papers. RePEc:bca:bocawp:25-28.

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2025Weathering the Storm: how supply chains adapt to extreme climate events. (2025). Silva, Thiago ; Guerra, Solange Maria ; Berri, Paulo Victor. In: Working Papers Series. RePEc:bcb:wpaper:613.

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2025Volatility and Under-Insurance in Economies with Limited Pledgeability: evidence from a frost shock. (2025). Silva, Thiago ; Zhang, Henry ; Orestes, Victor. In: Working Papers Series. RePEc:bcb:wpaper:628.

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2026Deposit funding, market power and monetary policy transmission. (2026). Conti, Antonio ; Farroni, Paolo ; Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1533_26.

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2025Inflation volatility across advanced and emerging economies during the COVID-19 pandemic. (2025). Briseo, Regina ; Arango-Castillo, Lenin ; Orraca, Mara Jos. In: Working Papers. RePEc:bdm:wpaper:2025-13.

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2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

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2025Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis. (2025). Cochard, Marion ; Baret, KA ; Bec, Frdrique. In: Working papers. RePEc:bfr:banfra:1019.

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2026Inflation and Growth Risk: Balancing the Scales with Surveys. (2026). Tschopp, Adrien ; Mouabbi, Sarah ; Renne, Jean-Paul. In: Working papers. RePEc:bfr:banfra:1036.

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2025Monetary policy decision making and communication under heightened uncertainty in Brazil. (2025). Ferreira, Leonardo Nogueira ; Guillen, Diogo Abry. In: BIS Papers chapters. RePEc:bis:bisbpc:163-04.

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2025Digital twins for bridging climate data gaps: from flood hazards to firms physical assets to banking risks. (2025). Verdier, Thierry ; Kerdelhu, Lisa. In: IFC Bulletins chapters. RePEc:bis:bisifc:63-10.

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2025Supply chain transmission of climate-related physical risks. (2025). Vissotto, Luis ; Linardi, Fernando ; Godoy, Douglas Kiarelly. In: BIS Working Papers. RePEc:bis:biswps:1260.

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2025Economic activity, inflation, and monetary policy after extreme weather events: ENSO and its economic impact on the Peruvian economy. (2025). Pérez Forero, Fernando ; Ledesma, Alan ; Aguirre, John ; Rojas, Youel. In: BIS Working Papers. RePEc:bis:biswps:1276.

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2025Parsing the pulse: decomposing macroeconomic sentiment with LLMs. (2025). Smets, Frank ; Rungcharoenkitkul, Phurichai ; Kwon, Byeungchun ; Park, Taejin. In: BIS Working Papers. RePEc:bis:biswps:1294.

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2026Geopolitical risk in the euro area: measurement and transmission. (2026). Schueler, Yves ; Rottner, Matthias ; Lewis, Vivien ; Kang, Nayeon ; Bondarenko, Yevheniia. In: BIS Working Papers. RePEc:bis:biswps:1348.

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2025Estimating the Output Gap of the Russian Economy: A Multivariate Approach Based on BVAR and the Beveridge€“Nelson Filter. (2025). Kislyak, Nadezhda ; Zverev, Ilya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:22-46.

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2025MOSES: Macroeconomic Forecasting with Models and Sentiment Synthesis. (2025). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:63-84.

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2026Climate Risk and Capital Resilience in EU Deposit‐Taking Financial Institutions: Insights Into Environmental and Cultural Dynamics. (2026). Apergis, Nicholas ; Islam, Manirul ; Alsagr, Naif ; Ali, Md Yousuf. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:35:y:2026:i:3:p:3740-3759.

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2025Real‐Time Data, Revisions and the Predictive Ability of DSGE Models. (2025). Čapek, Jan ; Chalmoviansk, Jakub ; Cuaresma, Jess Crespo ; Reichel, Vlastimil. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:87:y:2025:i:6:p:1059-1080.

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2025The Effect of Oil News Shocks on Job Creation and Destruction. (2025). Herrera, Ana Mara ; Hanson, Ryan. In: Working Papers. RePEc:cen:wpaper:25-06.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-15.

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2025Inflation at Risk: The Czech Case. (2025). Vlcek, Jan ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2025/8.

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2026Review of Proxy Vector Autoregressive Analysis. (2026). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2155.

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2025Beware of large shocks! A non-parametric structural inflation model. (2025). Hernndez, Catalina Martnez ; Huber, Florian ; Holton, Sarah ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20253052.

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2025A new model to forecast energy inflation in the euro area. (2025). van Spronsen, Josha ; Porqueddu, Mario ; Giammaria, Alessandro ; Bobeica, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20253062.

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2025Hand-to-mouth banks: deposit inflows and the marginal propensity to lend. (2025). Corell, Felix. In: Working Paper Series. RePEc:ecb:ecbwps:20253085.

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2025Firms’ risk and monetary transmission: revisiting the excess bond premium. (2025). Palacios, Mar Domenech. In: Working Paper Series. RePEc:ecb:ecbwps:20253118.

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2026Structural drivers of growth at risk: insights from a VAR-quantile regression approach. (2026). Fonseca, Luís ; Urrutia, Leonardo ; Carboni, Giacomo ; Fornari, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20263171.

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2026Fiscal monitoring with VARs. (2026). Sokol, Andrej ; Monti, Francesca ; Lenza, Michele ; Giannone, Domenico ; Cimadomo, Jacopo. In: Working Paper Series. RePEc:ecb:ecbwps:20263186.

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2026Securities losses and the bank collateral channel of monetary transmission. (2026). Giannetti, Mariassunta ; Supera, Dominik ; Mendicino, Caterina ; Jasova, Martina. In: Working Paper Series. RePEc:ecb:ecbwps:20263209.

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2025The direct and indirect effects of trade policy uncertainty on the volatility of world agricultural prices. (2025). Yan, Wenshou ; Lin, Faqin ; Cai, Yan. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001381.

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2025Recovering after natural disasters: A stabilizing role of the government. (2025). Xu, Yonghao ; Liu, Shu. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pb:s1043951x25002275.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2025Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints. (2025). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan ; Pettenuzzo, Davide. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000272.

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2025Unveiling the shadows: The effects of financial conditions on the tail risks of Chinas macroeconomic activities. (2025). Zhuo, Xingxuan ; Wang, Lijun ; Liu, Han. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1-14.

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2025Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data. (2025). Yu, BO ; Hu, Jiukai ; Wang, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2263-2277.

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2025Time-varying sources of fluctuations in global inflation. (2025). Ko, Juyoung ; Kim, Won Joong ; Piao, Chunyan ; Kwon, Won Soon. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003274.

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2025The credit channel of the sovereign spread: A Bayesian SVAR analysis. (2025). Rivolta, Giulia ; Missale, Alessandro ; Cafiso, Gianluca. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003419.

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2025Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

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2025Can monetary policy tame asset price fluctuations? Evaluating the dynamic trade-offs. (2025). Huang, Yuzhe ; Jin, Long ; Pan, Changchun. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002342.

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2025The effect of uncertainty on output: Instruments, identification, and the role of investment. (2025). Holmes, Mark ; Ryan, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002895.

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2025Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

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2025Nonparametric mixed frequency monitoring macro-at-risk. (2025). Pfarrhofer, Michael ; Marcellino, Massimiliano. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003350.

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2025An empirical investigation of the effects of monetary policy shocks on the Italian economy. (2025). Marcellino, Massimiliano ; Tornese, Tommaso. In: Economics Letters. RePEc:eee:ecolet:v:257:y:2025:i:c:s0165176525005233.

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2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

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2025Supervised factor modeling for high-dimensional linear time series. (2025). Lu, Kexin ; Huang, Feiqing ; Zheng, Yao ; Li, Guodong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000491.

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2025An order-invariant score-driven dynamic factor model. (2025). Artemova, Mariia. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001277.

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2026A computationally efficient mixture innovation model for time-varying parameter regressions. (2026). He, Zhongfang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:37:y:2026:i:c:p:250-269.

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2025Government spending cyclicality, economic stability and uncertainty. (2025). Tagkalakis, Athanasios ; Chrysanthakopoulos, Christos ; Konstantinou, Panagiotis. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:4:s0939362525000263.

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2025Uncertainty shocks and financial conditions in Latin-American countries. (2025). Pérez Forero, Fernando ; Prez-Forero, Fernando J ; Llosa, Luis Gonzalo ; Tuesta, Vicente. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000767.

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2025On the time-varying behavior of household credit in Brazil. (2025). Matos, Paulo ; Soares, Aline. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001153.

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2025Sustainability, energy finance and the role of central banks: A review of current insights and future research directions. (2025). Szczygielski, Jan Jakub ; Obojska, Lidia ; Gajdka, Jerzy ; Charteris, Ailie ; Brzeszczyski, Janusz ; Marcinkowska, Monika. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832400793x.

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2025The economic implications of oil supply uncertainty. (2025). Arce-Alfaro, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s014098832500249x.

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2026Analysis of homogeneous and heterogeneous response of clean energy metal prices under geopolitical risk shocks. (2026). Shao, Liuguo ; Zhang, Hua ; Nong, Hao. In: Energy Policy. RePEc:eee:enepol:v:208:y:2026:i:c:s0301421525003313.

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

Works by Andrea Carriero:

YearTitleTypeCited
2025Macroeconomic Forecasting with Large Language Models In: Papers.
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2026Double Descent and Benign Overfitting in Macroeconomic Forecasting In: Papers.
[Full Text][Citation analysis]		paper0
2016Measuring Uncertainty and Its Impact on the Economy In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper196
2016Measuring Uncertainty and Its Impact on the Economy.(2016) In: Working Papers (Old Series).
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This paper has nother version. Agregated cites: 196		paper
2018Measuring Uncertainty and Its Impact on the Economy.(2018) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 196		article
2022Macro Uncertainty in the Long Run In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper3
2023Macro uncertainty in the long run.(2023) In: Economics Letters.
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This paper has nother version. Agregated cites: 3		article
2023Blended Identification in Structural VARs In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper11
2024Blended identification in structural VARs.(2024) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 11		article
2018The global component of inflation volatility In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper33
2022The global component of inflation volatility.(2022) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 33		article
2016UK term structure decompositions at the zero lower bound. In: Working papers.
[Full Text][Citation analysis]		paper18
2015UK Term Structure Decompositions at the Zero Lower Bound.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 18		paper
2018UK term structure decompositions at the zero lower bound.(2018) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 18		article
2015Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article92
2013Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 92		paper
2012Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility.(2012) In: Working Papers (Old Series).
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This paper has nother version. Agregated cites: 92		paper
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]		article10
2007Sectoral Survey-based Confidence Indicators for Europe.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2014Have standard VARs remained stable since the crisis? In: Working Paper.
[Full Text][Citation analysis]		paper51
2016Have Standard VARs Remained Stable Since the Crisis?.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2014Have Standard VARs Remained Stable since the Crisis?.(2014) In: Working Papers (Old Series).
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This paper has nother version. Agregated cites: 51		paper
2017Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		article
2015Structural Analysis with Multivariate Autoregressive Index Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper28
2016Structural analysis with Multivariate Autoregressive Index models.(2016) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2019Assessing International Commonality in Macroeconomic Uncertainty and Its Effects In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper34
2018Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2018) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2019Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2020Assessing international commonality in macroeconomic uncertainty and its effects.(2020) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper39
2006Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates.(2004) In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2008Forecasting Exchange Rates with a Large Bayesian VAR In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper160
2009Forecasting exchange rates with a large Bayesian VAR.(2009) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 160		article
2008Forecasting Exchange Rates with a Large Bayesian VAR.(2008) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 160		paper
2008Forecasting Exchange Rates with a Large Bayesian VAR.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 160		paper
2009Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper74
2009Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models.(2009) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2011Forecasting large datasets with Bayesian reduced rank multivariate models.(2011) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 74		article
2010Forecasting Government Bond Yields with Large Bayesian VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2010Forecasting Government Bond Yields with Large Bayesian VARs.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2011Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper174
2011Bayesian VARs: specification choices and forecast accuracy.(2011) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 174		paper
2015Bayesian VARs: Specification Choices and Forecast Accuracy.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 174		article
2012Common Drifting Volatility in Large Bayesian VARs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper175
2012Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 175		paper
2012Common drifting volatility in large Bayesian VARs.(2012) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 175		paper
2016Common Drifting Volatility in Large Bayesian VARs.(2016) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 175		article
2014No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates In: CEPR Discussion Papers.
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2021No‐arbitrage priors, drifting volatilities, and the term structure of interest rates.(2021) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 6		article
2008A simple test of the New Keynesian Phillips Curve In: Economics Letters.
[Full Text][Citation analysis]		article11
2007A Simple Test of the New Keynesian Phillips Curve.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2025Directed acyclic graph representation of the demand–Supply model In: Economics Letters.
[Full Text][Citation analysis]		article0
2011How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2011How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2019Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors In: Journal of Econometrics.
[Full Text][Citation analysis]		article167
2021Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
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]		article15
2007A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
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]		article13
2019A comprehensive evaluation of macroeconomic forecasting methods In: International Journal of Forecasting.
[Full Text][Citation analysis]		article38
2012Forecasting government bond yields with large Bayesian vector autoregressions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article54
2014Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper221
2016Large Vector Autoregressions with Stochastic Volatility and Flexible Priors In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper13
2018Endogenous Uncertainty In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper5
2022Measuring Uncertainty and Its Effects in the COVID-19 Era In: Working Papers.
[Full Text][Citation analysis]		paper3
2022Macroeconomic Forecasting in a Multi-country Context In: Working Papers.
[Full Text][Citation analysis]		paper6
2022Macroeconomic forecasting in a multi‐country context.(2022) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 6		article
2022Specification Choices in Quantile Regression for Empirical Macroeconomics In: Working Papers.
[Full Text][Citation analysis]		paper5
2025Specification Choices in Quantile Regression for Empirical Macroeconomics.(2025) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 5		article
2011FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS In: International Economic Review.
[Citation analysis]		article13
2007Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 13		paper
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.
[Full Text][Citation analysis]		paper0
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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This paper has nother version. Agregated cites: 0		article
2007A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Forecasting Large Datasets with Reduced Rank Multivariate Models In: Working Papers.
[Full Text][Citation analysis]		paper4
2008Forecasting with Dynamic Models using Shrinkage-based Estimation In: Working Papers.
[Full Text][Citation analysis]		paper2
2013The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach In: Working Papers.
[Full Text][Citation analysis]		paper120
2015The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach.(2015) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120		article
2015Large Vector Autoregressions with Asymmetric Priors In: Working Papers.
[Full Text][Citation analysis]		paper22
2007A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK In: Working Papers.
[Full Text][Citation analysis]		paper11
2007A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates In: Working Papers.
[Full Text][Citation analysis]		paper0
2007A Simple Test of the New Keynesian Phillips Curve In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models In: Working Papers.
[Full Text][Citation analysis]		paper2
2007Forecasting Large Datasets with Reduced Rank Multivariate Models In: Working Papers.
[Full Text][Citation analysis]		paper4
2008A Shrinkage Instrumental Variable Estimator for Large Datasets In: Working Papers.
[Full Text][Citation analysis]		paper0
2008Forecasting Exchange Rates with a Large Bayesian VAR In: Working Papers.
[Full Text][Citation analysis]		paper0
2008Forecasting with Dynamic Models using Shrinkage-based Estimation In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Forecasting Government Bond Yields with Large Bayesian VARs In: Working Papers.
[Full Text][Citation analysis]		paper7
2013The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach In: Working Papers.
[Full Text][Citation analysis]		paper12
2015UK Term Structure Decompositions at the Zero Lower Bound In: Working Papers.
[Full Text][Citation analysis]		paper4
2015Large Vector Autoregressions with Asymmetric Priors In: Working Papers.
[Full Text][Citation analysis]		paper22
2022Expectations and term premia in EFSF bond yields In: Working Papers.
[Full Text][Citation analysis]		paper1
2022Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty In: School of Economics Discussion Papers.
[Full Text][Citation analysis]		paper2
2025Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article2
2024Addressing COVID-19 Outliers in BVARs with Stochastic Volatility In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article82
2022Addressing COVID-19 outliers in BVARs with stochastic volatility.(2022) In: Discussion Papers.
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This paper has nother version. Agregated cites: 82		paper
2022Nowcasting tail risk to economic activity at a weekly frequency In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article24
2024Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article36
2025Forecasting with shadow rate VARs In: Quantitative Economics.
[Full Text][Citation analysis]		article1
2023Shadow-rate VARs In: Discussion Papers.
[Full Text][Citation analysis]		paper0

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