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Andrea Carriero

Professore ordinario

Dipartimento di Scienze Economiche

Settore scientifico disciplinare: SECS-P/01 ECONOMIA POLITICA

Pubblicazioni

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano, Assessing International Commonality in Macroeconomic Uncertainty and Its Effects, «JOURNAL OF APPLIED ECONOMETRICS», 2020, 35, pp. 273 - 293 [articolo]

Carriero A.; Galvao A.B.; Kapetanios G., A comprehensive evaluation of macroeconomic forecasting methods, «INTERNATIONAL JOURNAL OF FORECASTING», 2019, 35, pp. 1226 - 1239 [articolo]

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano, Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors, «JOURNAL OF ECONOMETRICS», 2019, 212, pp. 137 - 154 [articolo]

Carriero A; Todd Clark; Massimiliano Marcellino, Measuring uncertainty and its impact on the economy, «THE REVIEW OF ECONOMICS AND STATISTICS», 2018, 100, pp. 799 - 815 [articolo]

Carriero, Andrea; Mouabbi, Sarah; Vangelista, Elisabetta, UK term structure decompositions at the zero lower bound, «JOURNAL OF APPLIED ECONOMETRICS», 2018, 33, pp. 643 - 661 [articolo]

Aastveit, Knut Are; Carriero, Andrea; Marcellino, Massimiliano; Clark, Todd E., Have standard VARS remained stable since the crisis?, «JOURNAL OF APPLIED ECONOMETRICS», 2017, 32, pp. 931 - 951 [articolo]

Carriero A; Todd Clark; Massimiliano Marcellino, Common Drifting Volatility in Large Bayesian VARs, «JOURNAL OF BUSINESS & ECONOMIC STATISTICS», 2016, 34, pp. 375 - 390 [articolo]

CARRIERO, ANDREA; Kapetanios, George; MARCELLINO, MASSIMILIANO, Structural analysis with multivariate autoregressive index models, «JOURNAL OF ECONOMETRICS», 2016, 192, pp. 332 - 348 [articolo]

Carriero A; Clark T; Marcellino M, Bayesian VARs: Specification Choices and Forecast Accuracy, «JOURNAL OF APPLIED ECONOMETRICS», 2015, 30, pp. 46 - 73 [articolo]

Carriero A; Michael P.Clements; Ana Beatriz Galvão, Forecasting with Bayesian multivariate vintage-based VARs, «INTERNATIONAL JOURNAL OF FORECASTING», 2015, 31, pp. 757 - 768 [articolo]

Carriero A; Haroon Mumtaz; Angeliki Theophilopoulou, Macroeconomic information, structural change, and the prediction of fiscal aggregates, «INTERNATIONAL JOURNAL OF FORECASTING», 2015, 31, pp. 325 - 348 [articolo]

Carriero A; Todd E. Clark; Massimiliano Marcellino, Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility, «JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A, STATISTICS IN SOCIETY», 2015, 178, pp. 837 - 862 [articolo]

Carriero A; Haroon Mumtaz; Kostantinos Theodoritis; Angeliki Theophilopoulou., The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach, «JOURNAL OF MONEY, CREDIT, AND BANKING», 2015, 47, pp. 1223 - 1238 [articolo]

MARCELLINO, MASSIMILIANO; CARRIERO, ANDREA; G. Kapetanios, Forecasting Government Bond Yields with Large Bayesian VARs, «JOURNAL OF BANKING & FINANCE», 2012, 36, pp. 2026 - 2047 [articolo]

MARCELLINO, MASSIMILIANO; CARRIERO, ANDREA; G. Kapetanios, Forecasting Large Datasets with Bayesian Reduced RankMultivariate Models, «JOURNAL OF APPLIED ECONOMETRICS», 2011, 26, pp. 735 - 761 [articolo]

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