20
H index
28
i10 index
1727
Citations
Queen Mary University of London | 20 H index 28 i10 index 1727 Citations RESEARCH PRODUCTION: 28 Articles 70 Papers RESEARCH ACTIVITY: 20 years (2004 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pca105 |
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 | 7 |
Journal of Econometrics | 5 |
International Journal of Forecasting | 5 |
The Review of Economics and Statistics | 2 |
Economics Letters | 2 |
Year | Title of citing document | |
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2023 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper | |
2023 | Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244. Full description at Econpapers || Download paper | |
2023 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
2024 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
2023 | Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | 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 | |
2024 | 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 | |
2024 | 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 | |
2024 | 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 | |
2023 | 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 | |
2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers || Download paper | |
2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827. Full description at Econpapers || Download paper | |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
2023 | Bayesian Nonlinear Regression using Sums of Simple Functions. (2023). Huber, Florian. In: Papers. RePEc:arx:papers:2312.01881. Full description at Econpapers || Download paper | |
2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. 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 | |
2023 | Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23. Full description at Econpapers || Download paper | |
2023 | Effects of Supply, Demand, and Labor Market Shocks in the Mexican Manufacturing Sector. (2023). Leonardo, Torre Cepeda ; Fernando, Colunga L. In: Working Papers. RePEc:bdm:wpaper:2023-10. Full description at Econpapers || Download paper | |
2023 | Simulation stochastique du modèle FR-BDF et évaluation de lincertitude entourant les prévisions conditionnelles. (2023). Matthieu, Lemoine ; Anastasia, Zhutova ; Harry, Turunen. In: Working papers. RePEc:bfr:banfra:920. Full description at Econpapers || Download paper | |
2024 | The effect of economic uncertainty on remittance flows from developed countries. (2024). Gnangnon, Sena Kimm. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:2:p:267-280. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper | |
2023 | Trading and liquidity in the catastrophe bond market. (2023). Hibbeln, Martin ; Herrmann, Markus. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:283-328. Full description at Econpapers || Download paper | |
2023 | Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Mara ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0113. Full description at Econpapers || Download paper | |
2023 | Expected, unexpected, good and bad aggregate uncertainty. (2023). Uribe, Jorge ; Chuliá, Helena ; Helena, Chulia. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:265-284:n:7. Full description at Econpapers || Download paper | |
2023 | How Do Health Insurance Costs Affect Firm Labor Composition and Technology Investment?. (2023). Schmidt, Lawrence ; Tello-Trillo, Cristina ; Ge, Shan ; Gao, Janet. In: Working Papers. RePEc:cen:wpaper:23-47. Full description at Econpapers || Download paper | |
2023 | The Price of War: Macroeconomic and Cross-Sectional Effects of Sanctions on Russia. (2023). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp756. Full description at Econpapers || Download paper | |
2023 | Trade in Times of Uncertainty. (2023). Oberhofer, Harald ; Meyer, Birgit ; Matzner, Anna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10284. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | Advancements in stress-testing methodologies for financial stability applications. (2024). Shaw, Frances ; Poblacion, Francisco Javier ; Metzler, Julian ; le Grand, Catherine ; Chalf, Yasmine ; Konietschke, Paul ; Trachana, Zoe ; Figueres, Juan Manuel ; Ortl, Aljosa ; Durrani, Agha ; Georgescu, Oana-Maria ; Grassi, Alberto ; Franch, Fabio ; Giglio, Carla ; Sydow, Matthias ; Marques, Aurea Ponte ; Gross, Johannes ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348. Full description at Econpapers || Download paper | |
2023 | The climate and the economy. (2023). Schepens, Glenn ; Popov, Alexander ; Breckenfelder, Johannes ; Porcellacchia, Davide ; Olovsson, Conny ; Marques-Ibaez, David ; Makowiak, Bartosz. In: Working Paper Series. RePEc:ecb:ecbwps:20232793. Full description at Econpapers || Download paper | |
2023 | Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815. Full description at Econpapers || Download paper | |
2023 | Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830. Full description at Econpapers || Download paper | |
2023 | Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840. Full description at Econpapers || Download paper | |
2023 | BEAST: A model for the assessment of system-wide risks and macroprudential policies. (2023). Boucherie, Louis ; Janokova, Martina ; Velasco, Sofia ; Panos, Jiri ; Lampe, Max ; Dimitrov, Ivan ; Vagliano, Gianluca ; Gross, Johannes ; Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20232855. Full description at Econpapers || Download paper | |
2023 | What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875. Full description at Econpapers || Download paper | |
2024 | The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Moccero, Diego Nicolas ; Davidson, Sharada Nia. In: Working Paper Series. RePEc:ecb:ecbwps:20242912. Full description at Econpapers || Download paper | |
2023 | The Shocks of Climate Change on Bank Loans. (2023). Puspani, Ni Nyoman ; Sugiarto, Agus ; Trisilia, Mustika Septiyas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-54. Full description at Econpapers || Download paper | |
2023 | The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351. Full description at Econpapers || Download paper | |
2023 | The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520. Full description at Econpapers || Download paper | |
2024 | How do firms cope with losses from extreme weather events?. (2024). Gattini, Luca ; Betz, Frank ; Benincasa, Emanuela. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001578. Full description at Econpapers || Download paper | |
2024 | Flood, farms and credit: The role of branch banking in the era of climate change. (2024). Ongena, Steven ; Kashizadeh, Seyed Javad ; Abedifar, Pejman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000063. Full description at Econpapers || Download paper | |
2023 | Financial market responses to a natural disaster: Evidence from credit networks and the Indian Ocean tsunami. (2023). Klonner, Stefan ; Czura, Kristina. In: Journal of Development Economics. RePEc:eee:deveco:v:160:y:2023:i:c:s0304387822001389. Full description at Econpapers || Download paper | |
2024 | Thermal stress and financial distress: Extreme temperatures and firms’ loan defaults in Mexico. (2024). Gutierrez, Emilio ; Heres, David ; Aguilar-Gomez, Sandra ; Tobal, Martin ; Jaume, David. In: Journal of Development Economics. RePEc:eee:deveco:v:168:y:2024:i:c:s030438782300202x. Full description at Econpapers || Download paper | |
2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper | |
2023 | Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x. Full description at Econpapers || Download paper | |
2023 | Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264. Full description at Econpapers || Download paper | |
2023 | Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. (2023). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x. Full description at Econpapers || Download paper | |
2023 | Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689. Full description at Econpapers || Download paper | |
2024 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063. 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 | |
2023 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972. Full description at Econpapers || Download paper | |
2023 | Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Liu, Ding ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000366. Full description at Econpapers || Download paper | |
2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper | |
2023 | Stock-flow adjustments, public debt management and interest costs. (2023). Cerniglia, Floriana ; Casalin, Fabrizio ; Dia, Enzo. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003437. Full description at Econpapers || Download paper | |
2023 | The confidence channel of U.S. financial uncertainty: Evidence from industry-level data. (2023). Rangaraju, Sandeep Kumar ; Karaki, Mohamad B. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003693. Full description at Econpapers || Download paper | |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper | |
2024 | Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671. Full description at Econpapers || Download paper | |
2023 | Does climate legislation matter for bank lending? Evidence from MENA countries. (2023). Ghosh, Saibal. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001866. Full description at Econpapers || Download paper | |
2023 | Macro uncertainty in the long run. (2023). Marcellino, Massimiliano ; Tornese, Tommaso ; Carriero, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000927. Full description at Econpapers || Download paper | |
2023 | The role of macroeconomic uncertainty in the determination of the natural rate of interest. (2023). Kempa, Bernd ; Zou, Feina ; Berger, Tino. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002161. Full description at Econpapers || Download paper | |
2023 | Modelling monetary policy’s impact on labour markets under Covid-19. (2023). Evgenidis, Anastasios ; Fasianos, Apostolos. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002665. Full description at Econpapers || Download paper | |
2023 | Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2023). onorante, luca ; Koop, Gary ; Huber, Florian ; Pfarrhofer, Michael ; Schreiner, Josef. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:52-69. Full description at Econpapers || Download paper | |
2023 | Scalable inference for a full multivariate stochastic volatility model. (2023). Plataniotis, Anastasios ; Petrova, Katerina ; Titsias, Michalis K ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:501-520. Full description at Econpapers || Download paper | |
2023 | Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086. Full description at Econpapers || Download paper | |
2023 | Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446. Full description at Econpapers || Download paper | |
2023 | Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642. Full description at Econpapers || Download paper | |
2023 | High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2024 | Macroeconomic Forecasting with Large Language Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Measuring Uncertainty and Its Impact on the Economy In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 167 |
2016 | Measuring Uncertainty and Its Impact on the Economy.(2016) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 167 | paper | |
2018 | Measuring Uncertainty and Its Impact on the Economy.(2018) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 167 | article | |
2022 | Macro Uncertainty in the Long Run In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Macro uncertainty in the long run.(2023) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2023 | Blended Identification in Structural VARs In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Blended identification in structural VARs.(2024) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2018 | The global component of inflation volatility In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 23 |
2022 | The global component of inflation volatility.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2016 | UK term structure decompositions at the zero lower bound. In: Working papers. [Full Text][Citation analysis] | paper | 15 |
2015 | UK Term Structure Decompositions at the Zero Lower Bound.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2018 | UK term structure decompositions at the zero lower bound.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2015 | Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 86 |
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 nother version. Agregated cites: 86 | 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 nother version. Agregated cites: 86 | paper | |
2006 | Explaining 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] | article | 8 |
2014 | Have standard VARs remained stable since the crisis? In: Working Paper. [Full Text][Citation analysis] | paper | 49 |
2016 | Have Standard VARs Remained Stable Since the Crisis?.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2014 | Have Standard VARs Remained Stable since the Crisis?.(2014) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2017 | Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2015 | Structural Analysis with Multivariate Autoregressive Index Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
2016 | Structural analysis with Multivariate Autoregressive Index models.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
2019 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2018 | Assessing 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: 26 | paper | |
2019 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2020 | Assessing 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: 26 | article | |
2004 | Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
2006 | Financial 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: 37 | article | |
2004 | Financial 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: 37 | paper | |
2004 | Financial 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: 37 | paper | |
2008 | Forecasting Exchange Rates with a Large Bayesian VAR In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 147 |
2009 | Forecasting exchange rates with a large Bayesian VAR.(2009) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | article | |
2008 | Forecasting Exchange Rates with a Large Bayesian VAR.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
2008 | Forecasting Exchange Rates with a Large Bayesian VAR.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
2009 | Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 69 |
2009 | Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2011 | Forecasting large datasets with Bayesian reduced rank multivariate models.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
2010 | Forecasting Government Bond Yields with Large Bayesian VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | Forecasting Government Bond Yields with Large Bayesian VARs.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2011 | Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 165 |
2011 | Bayesian VARs: specification choices and forecast accuracy.(2011) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 165 | paper | |
2015 | Bayesian VARs: Specification Choices and Forecast Accuracy.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 165 | article | |
2012 | Common Drifting Volatility in Large Bayesian VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 159 |
2012 | Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 159 | paper | |
2012 | Common drifting volatility in large Bayesian VARs.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 159 | paper | |
2016 | Common Drifting Volatility in Large Bayesian VARs.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 159 | article | |
2014 | No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2008 | A simple test of the New Keynesian Phillips Curve In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
2007 | A Simple Test of the New Keynesian Phillips Curve.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2011 | How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
2011 | How 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: 31 | paper | |
2019 | Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 125 |
2021 | Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
2007 | A comparison of methods for the construction of composite coincident and leading indexes for the UK In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 13 |
2007 | A 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: 13 | paper | |
2015 | Macroeconomic information, structural change, and the prediction of fiscal aggregates In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2015 | Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
2019 | A comprehensive evaluation of macroeconomic forecasting methods In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 33 |
2016 | A comprehensive evaluation of macroeconomic forecasting methods.(2016) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2012 | Forecasting government bond yields with large Bayesian vector autoregressions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 53 |
2014 | Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 159 |
2016 | Large Vector Autoregressions with Stochastic Volatility and Flexible Priors In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 13 |
2018 | Endogenous Uncertainty In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 4 |
2022 | Measuring Uncertainty and Its Effects in the COVID-19 Era In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | Macroeconomic Forecasting in a Multi-country Context In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Specification Choices in Quantile Regression for Empirical Macroeconomics In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Sectoral Survey-based Confidence Indicators for Europe In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | A Shrinkage Instrumental Variable Estimator for Large Datasets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | A Shrinkage Instrumental Variable Estimator for Large Datasets.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS.(2015) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2007 | A 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] | paper | 0 |
2007 | Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Forecasting Large Datasets with Reduced Rank Multivariate Models In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2008 | Forecasting with Dynamic Models using Shrinkage-based Estimation In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach In: Working Papers. [Full Text][Citation analysis] | paper | 107 |
2015 | The 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: 107 | article | |
2015 | Large Vector Autoregressions with Asymmetric Priors In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2007 | A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2007 | A 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] | paper | 0 |
2007 | A Simple Test of the New Keynesian Phillips Curve In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Forecasting Large Datasets with Reduced Rank Multivariate Models In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2008 | A Shrinkage Instrumental Variable Estimator for Large Datasets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Forecasting Exchange Rates with a Large Bayesian VAR In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Forecasting with Dynamic Models using Shrinkage-based Estimation In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
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 | 22 |
2022 | Expectations and term premia in EFSF bond yields In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | Addressing COVID-19 Outliers in BVARs with Stochastic Volatility In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 47 |
2022 | Addressing COVID-19 outliers in BVARs with stochastic volatility.(2022) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2022 | Nowcasting tail risk to economic activity at a weekly frequency In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
2018 | Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks In: EMF Research Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Shadow-rate VARs In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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