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Forecasting government bond yields with large Bayesian vector autoregressions
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of banking & finance 36 (2012) 7, pp. 2026-2048
Persistent link: https://www.econbiz.de/10009972344
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Sectoral Survey‐based Confidence Indicators for Europe*
Carriero, Andrea; Marcellino, Massimiliano - In: Oxford bulletin of economics and statistics 73 (2011) 2, pp. 175-207
Persistent link: https://www.econbiz.de/10008844921
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Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George; Marcellino, Massimiliano - In: Economics letters 108 (2010) 1, pp. 36-40
Persistent link: https://www.econbiz.de/10008422817
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Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates
Carriero, Andrea; Favero, Carlo A.; Kaminska, Iryna - In: Journal of econometrics 131 (2006) 1, pp. 339-358
Persistent link: https://www.econbiz.de/10006747789
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A simple test of the New Keynesian Phillips Curve
Carriero, Andrea - In: Economics letters 100 (2008) 2, pp. 241-244
Persistent link: https://www.econbiz.de/10008071338
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How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Carriero, Andrea; Giacomini, Raffaella - In: Journal of econometrics 164 (2011) 1, pp. 21-35
Persistent link: https://www.econbiz.de/10009178485
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FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS*
Carriero, Andrea - In: International economic review 52 (2011) 2, pp. 425-460
Persistent link: https://www.econbiz.de/10008997390
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A simple test of the New Keynesian Phillips Curve
Carriero, Andrea - In: Economics letters 100 (2008) 2, pp. 241-245
Persistent link: https://www.econbiz.de/10008883897
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Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
Kapetanios, George - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 2
Persistent link: https://www.econbiz.de/10009949787
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Forecasting euro area inflation using dynamic factor measures of underlying inflation
Camba-Mendez, Gonzalo; Kapetanios, George - In: Journal of forecasting 24 (2005) 7, pp. 491-504
Persistent link: https://www.econbiz.de/10006874403