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Information about:
Andrea Carriero

Personal Details | Affiliation | Works
This is information that was supplied by Andrea Carriero in registering through RePEc. If you are Andrea Carriero , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Andrea
Middle Name:
Last Name: Carriero
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RePEc Short-ID: pca105

Email:
Homepage: http://www.igier.uni-bocconi.it/carriero
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Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Working Papers 634, Queen Mary, University of London, Department of Economics. [Downloadable!]

  2. Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 626, Queen Mary, University of London, Department of Economics. [Downloadable!]

  3. Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007. "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers 617, Queen Mary, University of London, Department of Economics. [Downloadable!]

  4. Andrea Carriero, 2007. "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers 612, Queen Mary, University of London, Department of Economics. [Downloadable!]

  5. Andrea Carriero, 2007. "A Simple Test of the New Keynesian Phillips Curve," Working Papers 592, Queen Mary, University of London, Department of Economics. [Downloadable!]
    Published as:

  6. Andrea Carriero, 2007. "A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates," Working Papers 591, Queen Mary, University of London, Department of Economics. [Downloadable!]

  7. Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary, University of London, Department of Economics. [Downloadable!]
    Published as:

  8. Carriero, Andrea & Favero, Carlo A & Kaminska, Iryna, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," CEPR Discussion Papers 4301, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  9. Andrea Carriero & Massimiliano Marcellino, . "Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes," Working Papers 319, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

  10. Andrea Carriero & Massimiliano Marcellino, . "Sectoral Survey-based Confidence Indicators for Europe," Working Papers 320, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

Articles

  1. Carriero, Andrea, 2008. "A simple test of the New Keynesian Phillips Curve," Economics Letters, Elsevier, vol. 100(2), pages 241-244, August. [Downloadable!] (restricted)
    Other versions:

  2. Carriero, Andrea & Marcellino, Massimiliano, 2007. "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236. [Downloadable!] (restricted)
    Other versions:

  3. Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna, 2006. "Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 339-358. [Downloadable!] (restricted)
    Other versions:

  4. Andrea Carriero, 2006. "Explaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 879-899, December. [Downloadable!] (restricted)

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (5) 2007-03-10 2007-03-10 2007-03-17 2007-11-03 2008-10-28 Author is listed
  2. NEP-ECM: Econometrics (5) 2007-03-10 2007-10-20 2007-11-03 2008-04-04 2008-10-28 Author is listed
  3. NEP-EEC: European Economics (3) 2007-03-10 2007-03-17 2007-03-17 Author is listed
  4. NEP-ETS: Econometric Time Series (2) 2007-03-10 2007-03-10
  5. NEP-FIN: Finance (1) 2004-01-25
  6. NEP-FOR: Forecasting (5) 2007-03-10 2007-03-10 2007-10-20 2007-11-03 2008-10-28 Author is listed
  7. NEP-IFN: International Finance (1) 2008-10-28
  8. NEP-MAC: Macroeconomics (6) 2004-01-25 2004-06-13 2007-03-10 2007-03-10 2007-03-10 2007-10-20 Author is listed
  9. NEP-MON: Monetary Economics (3) 2004-01-25 2007-03-10 2007-10-20 Author is listed
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This page was last updated on 2008-12-23.

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