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Andrea Carriero

Global rank #3084 96%

Institution: Queen Mary University of London

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2006

Most Recent: 2025

RePEc ID: pca105 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.85 3.85 0.00 9.89
Last 10 Years 0.00 5.53 6.37 0.00 17.76
All Time 0.00 7.21 14.91 0.00 30.67

Publication Statistics

Raw Publications 32
Coauthorship-Adjusted Count 24.91

Publications (32)

Year Article Journal Tier Authors
2025 Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions Journal of Business & Economic Statistics A 2
2025 Specification Choices in Quantile Regression for Empirical Macroeconomics Journal of Applied Econometrics B 3
2024 Blended identification in structural VARs Journal of Monetary Economics A 3
2024 Addressing COVID-19 Outliers in BVARs with Stochastic Volatility Review of Economics and Statistics A 4
2024 Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions Journal of Money, Credit, and Banking B 3
2023 Macro uncertainty in the long run Economics Letters C 3
2022 The global component of inflation volatility Journal of Applied Econometrics B 3
2022 Nowcasting tail risk to economic activity at a weekly frequency Journal of Applied Econometrics B 3
2022 Macroeconomic forecasting in a multi‐country context Journal of Applied Econometrics B 4
2021 Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty Journal of Econometrics A 3
2021 No‐arbitrage priors, drifting volatilities, and the term structure of interest rates Journal of Applied Econometrics B 3
2020 Assessing international commonality in macroeconomic uncertainty and its effects Journal of Applied Econometrics B 3
2019 Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors Journal of Econometrics A 3
2019 A comprehensive evaluation of macroeconomic forecasting methods International Journal of Forecasting B 3
2018 Measuring Uncertainty and Its Impact on the Economy Review of Economics and Statistics A 3
2018 UK term structure decompositions at the zero lower bound Journal of Applied Econometrics B 3
2017 Have Standard VARS Remained Stable Since the Crisis? Journal of Applied Econometrics B 4
2016 Structural analysis with Multivariate Autoregressive Index models Journal of Econometrics A 3
2016 Common Drifting Volatility in Large Bayesian VARs Journal of Business & Economic Statistics A 3
2015 Macroeconomic information, structural change, and the prediction of fiscal aggregates International Journal of Forecasting B 3
2015 Forecasting with Bayesian multivariate vintage-based VARs International Journal of Forecasting B 3
2015 Bayesian VARs: Specification Choices and Forecast Accuracy Journal of Applied Econometrics B 3
2015 The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach Journal of Money, Credit, and Banking B 4
2012 Forecasting government bond yields with large Bayesian vector autoregressions Journal of Banking & Finance B 3
2011 Sectoral Survey‐based Confidence Indicators for Europe Oxford Bulletin of Economics and Statistics B 2
2011 How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? Journal of Econometrics A 2
2011 Forecasting large datasets with Bayesian reduced rank multivariate models Journal of Applied Econometrics B 3
2009 Forecasting exchange rates with a large Bayesian VAR International Journal of Forecasting B 3
2008 A simple test of the New Keynesian Phillips Curve Economics Letters C 1
2007 A comparison of methods for the construction of composite coincident and leading indexes for the UK International Journal of Forecasting B 2
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 B 1
2006 Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates Journal of Econometrics A 3