Details about Andrea Carriero

Access statistics for papers by Andrea Carriero.

Last updated 2009-04-23. Update your information in the RePEc Author Service.

Short-id: pca105

Working Papers

2008

1. A Shrinkage Instrumental Variable Estimator for Large Datasets
   Working Papers, Queen Mary, University of London, Department of Economics
2. Forecasting Exchange Rates with a Large Bayesian VAR
   Working Papers, Queen Mary, University of London, Department of Economics
   Also in Economics Working Papers, European University Institute (2008)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
   See also Journal Article in International Journal of Forecasting (2009)
3. Forecasting with Dynamic Models using Shrinkage-based Estimation
   Working Papers, Queen Mary, University of London, Department of Economics

2007

4. A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates
   Working Papers, Queen Mary, University of London, Department of Economics
5. A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK
   Working Papers, Queen Mary, University of London, Department of Economics View citations
   See also Journal Article in International Journal of Forecasting (2007)
6. A Simple Test of the New Keynesian Phillips Curve
   Working Papers, Queen Mary, University of London, Department of Economics
   See also Journal Article in Economics Letters (2008)
7. Forecasting Large Datasets with Reduced Rank Multivariate Models
   Working Papers, Queen Mary, University of London, Department of Economics
8. Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models
   Working Papers, Queen Mary, University of London, Department of Economics View citations
9. Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
10. Sectoral Survey-based Confidence Indicators for Europe
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations

2004

11. Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
    Computing in Economics and Finance 2004, Society for Computational Economics
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations
    See also Journal Article in Journal of Econometrics (2006)

Journal Articles

2009

1. Forecasting exchange rates with a large Bayesian VAR
   International Journal of Forecasting, 2009, 25, (2), 400-417 View citations
   See also Working Paper (2008)

2008

2. A simple test of the New Keynesian Phillips Curve
   Economics Letters, 2008, 100, (2), 241-244
   See also Working Paper (2007)

2007

3. A comparison of methods for the construction of composite coincident and leading indexes for the UK
   International Journal of Forecasting, 2007, 23, (2), 219-236 View citations
   See also Working Paper (2007)

2006

4. Explaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework
   Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 879-899 View citations
5. Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates
   Journal of Econometrics, 2006, 131, (1-2), 339-358 View citations
   See also Working Paper (2004)