Authors:
Carriero, Andrea
Clark, Todd E.
Marcellino, Massimiliano
Citation: Carriero, Andrea et al., Bayesian VARs: specification choices and forecast accuracy, Journal of applied econometrics , 30(1), 2015, pp. 46-73
Authors:
Carriero, Andrea
Mouabbi, Sarah
Vangelista, Elisabetta
Citation: Carriero, Andrea et al., UK term structure decompositions at the zero lower bound, Journal of applied econometrics , 33(5), 2018, pp. 643-661
Authors:
Carriero, Andrea
Kapetanios, George
Marcellino, Massimiliano
Citation: Carriero, Andrea et al., Forecasting large datasets with Bayesian reduced rank multivariate models, Journal of applied econometrics , 26(5), 2011, pp. 735-761