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1

Max ShareIdentification of Multiple Shocks: An Application ..:

Carriero, Andrea ; Volpicella, Alessio
Journal of Business & Economic Statistics. , 2024

Link: https://doi.org/10.1080/..

2

Blended identification in structural VARs:

Carriero, Andrea ; Marcellino, Massimiliano ; Tornese, Tommaso
Journal of Monetary Economics. , 2024

Link: https://doi.org/10.1016/..

3

Macro uncertainty in the long run:

Carriero, Andrea ; Marcellino, Massimiliano ; Tornese, Tommaso
Economics Letters. 225 (2023) - p. 111067 , 2023

Link: https://doi.org/10.1016/..

4

Capturing Macro‐Economic Tail Risks with Bayesian Vector Au..:

CARRIERO, ANDREA ; CLARK, TODD E. ; MARCELLINO, MASSIMILIANO
Journal of Money, Credit and Banking. , 2023

Link: https://doi.org/10.1111/..

5

Macroeconomic forecasting in a multi‐country context:

Bai, Yu ; Carriero, Andrea ; Clark, Todd E..
Journal of Applied Econometrics. 37 (2022) 6 - p. 1230-1255 , 2022

Link: https://doi.org/10.1002/..

6

Expectations and term premia in EFSF bond yields

Working paper series, 54/2022

Carriero, Andrea ; Ricci, Lorenzo ; Vangelista, Elisabetta , 2022

Link: https://data.europa.eu/d..

7

Corrigendum to "Large Bayesian vector autoregressions with ..:

Carriero, Andrea ; Chan, Joshua ; Clark, Todd E..
Journal of Econometrics. 227 (2022) 2 - p. 506-512 , 2022

Link: https://doi.org/10.1016/..

8

The global component of inflation volatility:

Carriero, Andrea ; Corsello, Francesco ; Marcellino, Massimiliano
Journal of Applied Econometrics. 37 (2022) 4 - p. 700-721 , 2022

Link: https://doi.org/10.1002/..

9

Nowcasting tail risk to economic activity at a weekly frequ..:

Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano
Journal of Applied Econometrics. , 2022

Link: https://doi.org/10.1002/..

10

Using time-varying volatility for identification in Vector ..:

Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano
Journal of Econometrics. 225 (2021) 1 - p. 47-73 , 2021

Link: https://doi.org/10.1016/..

11

No‐arbitrage priors, drifting volatilities, and the term st..:

Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano
Journal of Applied Econometrics. 36 (2021) 5 - p. 495-516 , 2021

Link: https://doi.org/10.1002/..

12

Assessing international commonality in macroeconomic uncert..:

Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano
Journal of Applied Econometrics. 35 (2020) 3 - p. 273-293 , 2020

Link: https://doi.org/10.1002/..

13

Nowcasting Tail Risks to Economic Activity with Many Indica..:

Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano Giuseppe
FRB of Cleveland Working Paper No. 20-13R2. , 2020

Link: https://ssrn.com/abstrac..

14

Large Bayesian vector autoregressions with stochastic volat..:

Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano
Journal of Econometrics. 212 (2019) 1 - p. 137-154 , 2019

Link: https://doi.org/10.1016/..

15

A comprehensive evaluation of macroeconomic forecasting met..:

Carriero, Andrea ; Galvão, Ana Beatriz ; Kapetanios, George
International Journal of Forecasting. 35 (2019) 4 - p. 1226-1239 , 2019

Link: https://doi.org/10.1016/..

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