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Economics Department Staff

Economics at Queen Mary University of London

Andrea Carriero

Email: a.carriero@qmul.ac.uk
Lecturer
Room number: W407
Office hours: Wednesday 14:00 - 16:00
Telephone: +44 (0)20 7882 8050
Internal extension: 8050

Andrea's research interests are applied macroeconometrics and forecasting. He is working on the econometric analysis of present value models, with applications on the Expectation Theory of the Term Structure of Interest Rates, the Uncovered Interest Rate Parity, and the New Keynesian Phillips Curve. He is also working on the construction and evaluation of alternative composite coincident and leading indexes for the Euro Area and the UK.

  • Carriero, A. (2006) 'Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates' with Carlo Favero and Iryna Kaminska Journal of Econometrics 131 339-358 .
  • Carriero, A. (2006) 'Explaining US-UK Yield Differentials: a Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework' , Oxford Bulletin of Economics and Statistics 68 879–899.
  • Carriero, A. (2007) 'A comparison of methods for the construction of composite coincident and leading indexes for the UK' with Massimiliano Marcellino International Journal of Forecasting 23 219-23
  • Carriero, A. (2008). "A simple test of the New Keynesian Phillips Curve," Economics Letters, vol. 100(2), pages 241-244.
  • Carriero, A. (2009). "Forecasting Exchange Rates with a Large Bayesian VAR", with G. Kapetanios and M. Marcellino, International Journal of Forecasting 25(2), 400-417
  • Carriero, A. (2009). "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models", with G. Kapetanios and M. Marcellino, Journal of applied Econometrics, forthcoming.