Foto del docente

Andrea Carriero

Professore ordinario

Dipartimento di Scienze Economiche

Settore scientifico disciplinare: SECS-P/01 ECONOMIA POLITICA

Pubblicazioni

Carriero A, Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models, «INTERNATIONAL ECONOMIC REVIEW», 2011, 52, pp. 425 - 459 [articolo]

Carriero A; Giacomini R, How useful are no-arbitrage restrictions for forecasting the term structure of interest rates, «JOURNAL OF ECONOMETRICS», 2011, 164, pp. 21 - 34 [articolo]

MARCELLINO, MASSIMILIANO; CARRIERO, ANDREA, Sectoral Survey-based Confidence Indicators for Europe, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2011, 73, pp. 175 - 206 [articolo]

MARCELLINO, MASSIMILIANO; CARRIERO, ANDREA; G. Kapetanios, Forecasting Exchange Rates with a Large Bayesian VAR, «INTERNATIONAL JOURNAL OF FORECASTING», 2009, 25, pp. 400 - 417 [articolo]

Carriero A, A simple test of the New Keynesian Phillips Curve, «ECONOMICS LETTERS», 2008, 100, pp. 241 - 244 [articolo]

Carriero A; Marcellino M., A comparison of methods for the construction of composite coincident and leading indexes for the UK, «INTERNATIONAL JOURNAL OF FORECASTING», 2007, 23, pp. 219 - 236 [articolo]

Carriero A, Explaining US-UK Yield Differentials: a Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2006, 68, pp. 879 - 899 [articolo]

Carriero A; Favero C.; Kaminska I, Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates, «JOURNAL OF ECONOMETRICS», 2006, 131, pp. 339 - 358 [articolo]

Ultimi avvisi

Al momento non sono presenti avvisi.