CARRIERO, ANDREA
CARRIERO, ANDREA
DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di Ia fascia
Macro uncertainty in the long run
2023 Carriero, Andrea; Marcellino, Massimiliano; Tornese, Tommaso
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
2022 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar
Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154]
2022 Carriero, A; Chan, J; Clark, TE; Marcellino, M
Macroeconomic forecasting in a multi-country context
2022 Bai, Y; Carriero, A; Clark, TE; Marcellino, M
Nowcasting tail risk to economic activity at a weekly frequency
2022 Carriero, A; Clark, TE; Marcellino, M
The global component of inflation volatility
2022 Andrea Carriero; Francesco Corsello; Massimiliano Marcellino
No-arbitrage priors, drifting volatilities, and the term structure of interest rates
2021 Carriero A.; Clark T.E.; Marcellino M.
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty
2021 Carriero A.; Clark T.E.; Marcellino M.
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects
2020 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
A comprehensive evaluation of macroeconomic forecasting methods
2019 Carriero A.; Galvao A.B.; Kapetanios G.
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
2019 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
Measuring uncertainty and its impact on the economy
2018 Carriero A; Todd Clark; Massimiliano Marcellino
UK term structure decompositions at the zero lower bound
2018 Carriero, Andrea; Mouabbi, Sarah; Vangelista, Elisabetta
Have standard VARS remained stable since the crisis?
2017 Aastveit, Knut Are; Carriero, Andrea; Marcellino, Massimiliano; Clark, Todd E.
Common Drifting Volatility in Large Bayesian VARs
2016 Carriero A; Todd Clark; Massimiliano Marcellino
Structural analysis with multivariate autoregressive index models
2016 CARRIERO, ANDREA; Kapetanios, George; MARCELLINO, MASSIMILIANO
Bayesian VARs: Specification Choices and Forecast Accuracy
2015 Carriero A; Clark T; Marcellino M
Forecasting with Bayesian multivariate vintage-based VARs
2015 Carriero A; Michael P.Clements; Ana Beatriz Galvão
Macroeconomic information, structural change, and the prediction of fiscal aggregates
2015 Carriero A; Haroon Mumtaz; Angeliki Theophilopoulou
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility
2015 Carriero A; Todd E. Clark; Massimiliano Marcellino