| Measuring uncertainty and its impact on the economy A Carriero, TE Clark, M Marcellino Review of Economics and Statistics 100 (5), 799-815, 2018 | 311 | 2018 |
| Bayesian VARs: specification choices and forecast accuracy A Carriero, TE Clark, M Marcellino Journal of Applied Econometrics 30 (1), 46-73, 2015 | 309 | 2015 |
| Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors A Carriero, TE Clark, M Marcellino Journal of Econometrics 212 (1), 137-154, 2019 | 273* | 2019 |
| Common drifting volatility in large Bayesian VARs A Carriero, TE Clark, M Marcellino Journal of Business & Economic Statistics 34 (3), 375-390, 2016 | 244 | 2016 |
| Forecasting exchange rates with a large Bayesian VAR A Carriero, G Kapetanios, M Marcellino International Journal of Forecasting 25 (2), 400-417, 2009 | 222 | 2009 |
| Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility A Carriero, TE Clark, M Marcellino Journal of the Royal Statistical Society Series A: Statistics in Society 178 …, 2015 | 168 | 2015 |
| The impact of uncertainty shocks under measurement error: A proxy SVAR approach A Carriero, H Mumtaz, K Theodoridis, A Theophilopoulou Journal of Money, Credit and Banking 47 (6), 1223-1238, 2015 | 147 | 2015 |
| Forecasting large datasets with Bayesian reduced rank multivariate models A Carriero, G Kapetanios, M Marcellino Journal of Applied Econometrics 26 (5), 735-761, 2011 | 132 | 2011 |
| Forecasting government bond yields with large Bayesian VARs A Carriero, G Kapetanios, M Marcellino Journal of Banking & Finance 36 (7), 2026-2047, 2012 | 128* | 2012 |
| Addressing COVID-19 outliers in BVARs with stochastic volatility A Carriero, TE Clark, M Marcellino, E Mertens The Review of Economics and Statistics, 1-38, 2022 | 123 | 2022 |
| Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty A Carriero, TE Clark, M Marcellino Journal of Econometrics 225 (1), 47-73, 2021 | 85* | 2021 |
| Nowcasting tail risk to economic activity at a weekly frequency A Carriero, TE Clark, M Marcellino Journal of Applied Econometrics 37 (5), 843-866, 2022 | 80* | 2022 |
| Have standard VARs remained stable since the crisis? KA Aastveit, A Carriero, TE Clark, M Marcellino Journal of Applied Econometrics 32 (5), 931-951, 2017 | 75 | 2017 |
| Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates A Carriero, CA Favero, I Kaminska Journal of econometrics 131 (1-2), 339-358, 2006 | 74 | 2006 |
| A comprehensive evaluation of macroeconomic forecasting methods A Carriero, AB Galvao, G Kapetanios International Journal of Forecasting 35 (4), 1226-1239, 2019 | 59 | 2019 |
| Assessing international commonality in macroeconomic uncertainty and its effects A Carriero, TE Clark, M Marcellino Journal of Applied Econometrics 35 (3), 273-293, 2020 | 55 | 2020 |
| How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? A Carriero, R Giacomini Journal of Econometrics 164 (1), 21-34, 2011 | 53 | 2011 |
| Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”[J. Econometrics 212 (1)(2019) 137–154] A Carriero, J Chan, TE Clark, M Marcellino Journal of Econometrics 227 (2), 506-512, 2022 | 47 | 2022 |
| A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK A Carriero, M Marcellino International Journal of Forecasting 23 (2), 219-236, 2007 | 40 | 2007 |
| Forecasting The Yield Curve Using Priors From No‐Arbitrage Affine Term Structure Models A Carriero International Economic Review 52 (2), 425-459, 2011 | 34* | 2011 |
Massimiliano MarcellinoUniversità BocconiVerified email at unibocconi.it
