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UK term structure decompositions at the zero lower bound

Carriero, A; Mouabbi, S; Vangelista, E (2018-08)

The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach

Carriero, A; Mumtaz, H; Theodoridis, K; Theophilopoulou, A (2015-09)

Measuring Uncertainty and Its Impact on the Economy

Carriero, A; Clark, TE; Marcellino, M (2018-12)

Assessing international commonality in macroeconomic uncertainty and its effects

Carriero, A; Clark, TE; Marcellino, M (2020-02-09)

Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors

Carriero, A; Clark, TE; Marcellino, M (2019-09)

Corrigendum to: Large Bayesian Vector Autoregressions with Stochastic Volatility and Non-Conjugate Priors

Carriero, A (Elsevier, 2022-02-22)

A comprehensive evaluation of macroeconomic forecasting methods

Carriero, A; Galvao, AB; Kapetanios, G (2019)

The Identifying Information in Vector Autoregressions with Time-Varying Volatilities: An Application to Endogenous Uncertainty

Carriero, A

We develop a structural vector autoregression with stochastic volatility in which one of the variables can impact both the mean and the variance of the other variables. We provide conditional posterior distributions for ...

Macroeconomic forecasting in a multi-country context

Bai, Y; Carriero, A; Clark, TE; Marcellino, M (2022-09)

The global component of inflation volatility

Carriero, A; Corsello, F; Marcellino, M (2022-06)

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