Andrea Carriero

7 published titles

Forecasting large datasets with Bayesian reduced rank multivariate models

1 edition

Forecasting government bond yields with large Bayesian VARs

1 edition

Bayesian VARs : specification choices and forecast accuracy

1 edition

Common drifting volatility in large Bayesian VARs

1 edition

No arbitrage priors, drifting volatilities, and the term structure of interest rates

1 edition

Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility

1 edition

Structural analysis with multivariate autoregressive index models

1 edition