Andrea Carriero

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Forecasting the yield curve using priors from no-arbitrage affine term structure models International Economic Review	2026-02-04	Paper
Directed acyclic graph representation of the demand-supply model Economics Letters	2025-11-12	Paper
Common Drifting Volatility in Large Bayesian VARs Journal of Business and Economic Statistics	2025-01-20	Paper
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-01-02	Paper
Macro uncertainty in the long run Economics Letters	2023-07-19	Paper
Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors Journal of Econometrics	2022-03-16	Paper
Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty Journal of Econometrics	2021-10-26	Paper
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors Journal of Econometrics	2019-09-02	Paper
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? Journal of Econometrics	2016-08-12	Paper
Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates Journal of Econometrics	2016-06-10	Paper
Structural analysis with multivariate autoregressive index models Journal of Econometrics	2016-05-10	Paper
A simple test of the New Keynesian Phillips curve Economics Letters	2013-01-29	Paper

Research outcomes over time

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