Dimitris Korobilis

Names

first:	Dimitris
last:	Korobilis

Identifer

RePEc Short-ID:

pko254

Contact

homepage:	https://sites.google.com/site/dimitriskorobilis/Research
postal address:	Professor of Econometrics, Adam Smith Business School, University of Glasgow, G12 8QQ, Glasgow, UK

Affiliations

University of Glasgow / Adam Smith Business School / Department of Economics
- EDIRC entry
- location:

Research profile

author of:

Exchange Rate Predictability in a Changing World (RePEc:arx:papers:1403.0627)
by Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro
Bayesian dynamic variable selection in high dimensions (RePEc:arx:papers:1809.03031)
by Gary Koop & Dimitris Korobilis
High-dimensional macroeconomic forecasting using message passing algorithms (RePEc:arx:papers:2004.11485)
by Dimitris Korobilis
Machine Learning Econometrics: Bayesian algorithms and methods (RePEc:arx:papers:2004.11486)
by Dimitris Korobilis & Davide Pettenuzzo
Bayesian Approaches to Shrinkage and Sparse Estimation (RePEc:arx:papers:2112.11751)
by Dimitris Korobilis & Kenichi Shimizu
A new algorithm for structural restrictions in Bayesian vector autoregressions (RePEc:arx:papers:2206.06892)
by Dimitris Korobilis
Probabilistic Quantile Factor Analysis (RePEc:arx:papers:2212.10301)
by Dimitris Korobilis & Maximilian Schroder
Agreed and Disagreed Uncertainty (RePEc:arx:papers:2302.01621)
by Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti
Monitoring multicountry macroeconomic risk (RePEc:arx:papers:2305.09563)
by Dimitris Korobilis & Maximilian Schroder
The Effect of News Shocks and Monetary Policy (RePEc:bbk:bbkcam:1705)
by Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
Agreed and Disagreed Uncertainty (RePEc:bbk:bbkcam:2206)
by Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
The Effect of News Shocks and Monetary Policy (RePEc:bir:birmec:19-03)
by Luca Gambetti & Christoph Gortz & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- (RePEc:bla:obuest:v:75:y:2013:i:2:p:157-179)
by Dimitris Korobilis
Forecasting with High‐Dimensional Panel VARs (RePEc:bla:obuest:v:81:y:2019:i:5:p:937-959)
by Gary Koop & Dimitris Korobilis
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK (RePEc:bla:scotjp:v:59:y:2012:i:2:p:179-195)
by Michelle Gilmartin & Dimitris Korobilis
Monitoring multicountry macroeconomic risk (RePEc:bno:worpap:2023_9)
by Dimitris Korobilis & Maximilian Schröder
Where do they care? The ECB in the media and inflation expectations (RePEc:bny:wpaper:0116)
by Vegard Høghaug Larsen & Nicolò Maffei-Faccioli & Laura Pagenhardt
Probabilistic Quantile Factor Analysis (RePEc:bny:wpaper:0117)
by Dimitris Korobilis & Maximilian Schröder
Monitoring multicountry macroeconomic risk (RePEc:bny:wpaper:0118)
by Dimitris Korobilis & Maximilian Schröder
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk (RePEc:bpj:sndecm:v:28:y:2024:i:2:p:151-153:n:13)
by Koop Gary & Korobilis Dimitris & Ravazzolo Francesco
Bayesian Compressed Vector Autoregressions (RePEc:brd:wpaper:103)
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo
Bayesian Compressed Vector Autoregressions (RePEc:brd:wpaper:103r)
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions (RePEc:brd:wpaper:115)
by Dimitris Korobilis & Davide Pettenuzzo
Machine Learning Econometrics: Bayesian algorithms and methods (RePEc:brd:wpaper:130)
by Dimitris Korobilis & Davide Pettenuzzo
Agreed and Disagreed Uncertainty (RePEc:ces:ceswps:_10463)
by Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
The effect of news shocks and monetary policy (RePEc:ces:ceswps:_7578)
by Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
Energy Markets and Global Economic Conditions (RePEc:ces:ceswps:_8282)
by Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee
The Effect of News Shocks and Monetary Policy (RePEc:cfm:wpaper:1730)
by Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
Agreed and Disagreed Uncertainty (RePEc:cfm:wpaper:2304)
by Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models (RePEc:cir:cirwor:2011s-13)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models (RePEc:cor:louvco:2011003)
by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K.
Hierarchical shrinkage priors for dynamic regressions with many predictors (RePEc:cor:louvco:2011021)
by KOROBILIS, Dimitris
VAR forecasting using Bayesian variable selection (RePEc:cor:louvco:2011022)
by KOROBILIS, Dimitris
Hierarchical shrinkage in time-varying parameter models (RePEc:cor:louvco:2011036)
by BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris
Bayesian methods (RePEc:cor:louvco:2011061)
by BAUWENS, Luc & KOROBILIS, Dimitris
The Contribution of Structural Break Models to Forecating Macroeconomic Series (RePEc:cor:louvrp:2651)
by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen
Energy Markets and Global Economic Conditions (RePEc:cpr:ceprdp:14580)
by Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K.
The time-varying evolution of inflation risks (RePEc:ecb:ecbwps:20212600)
by Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla
Forecasting Inflation Using Dynamic Model Averaging (RePEc:edn:sirdps:242)
by Koop, Gary & Korobilis, Dimitris
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models (RePEc:edn:sirdps:266)
by Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K.
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? (RePEc:edn:sirdps:280)
by Koop, Gary & Korobilis, Dimitris
Forecasting Inflation Using Dynamic Model Averaging (RePEc:edn:sirdps:281)
by Koop, Gary & Korobilis, Dimitris
Large Time-Varying Parameter VARs (RePEc:edn:sirdps:317)
by Koop, Gary & Korobilis, Dimitris
Bayesian forecasting with highly correlated predictors (RePEc:edn:sirdps:415)
by Korobilis, Dimitris
A New Index of Financial Conditions (RePEc:edn:sirdps:475)
by Gary, Koop & Dimitris, Korobilis
Exchange Rate Predictability in a Changing World (RePEc:edn:sirdps:566)
by Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J.
Data-based priors for vector autoregressions with drifting coefficients (RePEc:edn:sirdps:567)
by Korobilis, Dimitris
Model Uncertainty in Panel Vector Autoregressive Models (RePEc:edn:sirdps:586)
by Koop, Gary & Korobilis, Dimitris
On the Sources of Uncertainty in Exchange Rate Predictability (RePEc:edn:sirdps:612)
by Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J.
Hierarchical Shrinkage in Time-Varying Parameter Models (RePEc:edn:sirdps:671)
by Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty (RePEc:edn:sirdps:679)
by P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris
Quantile forecasts of inflation under model uncertainty (RePEc:edn:sirdps:680)
by Korobilis, Dimitris
Prior selection for panel vector autoregressions (RePEc:edn:sirdps:682)
by Korobilis, Dimitris
Co-Movement, Spillovers and Excess Returns in Global Bond Markets (RePEc:edn:sirdps:683)
by Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? (RePEc:edn:sirdps:93)
by Koop, Gary & Korobilis, Dimitris
Prior selection for panel vector autoregressions (RePEc:eee:csdana:v:101:y:2016:i:c:p:110-120)
by Korobilis, Dimitris
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? (RePEc:eee:ecmode:v:28:y:2011:i:5:p:2307-2318)
by Koop, Gary & Korobilis, Dimitris
Bayesian forecasting with highly correlated predictors (RePEc:eee:ecolet:v:118:y:2013:i:1:p:148-150)
by Korobilis, Dimitris
Large time-varying parameter VARs (RePEc:eee:econom:v:177:y:2013:i:2:p:185-198)
by Koop, Gary & Korobilis, Dimitris
Bayesian compressed vector autoregressions (RePEc:eee:econom:v:210:y:2019:i:1:p:135-154)
by Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide
Adaptive hierarchical priors for high-dimensional vector autoregressions (RePEc:eee:econom:v:212:y:2019:i:1:p:241-271)
by Korobilis, Dimitris & Pettenuzzo, Davide
A new algorithm for structural restrictions in Bayesian vector autoregressions (RePEc:eee:eecrev:v:148:y:2022:i:c:s001429212200143x)
by Korobilis, Dimitris
A new index of financial conditions (RePEc:eee:eecrev:v:71:y:2014:i:c:p:101-116)
by Koop, Gary & Korobilis, Dimitris
Model uncertainty in Panel Vector Autoregressive models (RePEc:eee:eecrev:v:81:y:2016:i:c:p:115-131)
by Koop, Gary & Korobilis, Dimitris
Forecasting the term structure of government bond yields in unstable environments (RePEc:eee:empfin:v:44:y:2017:i:c:p:209-225)
by Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris
Hierarchical shrinkage priors for dynamic regressions with many predictors (RePEc:eee:intfor:v:29:y:2013:i:1:p:43-59)
by Korobilis, Dimitris
Quantile regression forecasts of inflation under model uncertainty (RePEc:eee:intfor:v:33:y:2017:i:1:p:11-20)
by Korobilis, Dimitris
Decomposing global yield curve co-movement (RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513)
by Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris
Exchange rate predictability in a changing world (RePEc:eee:jimfin:v:62:y:2016:i:c:p:1-24)
by Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J.
Agreed and Disagreed Uncertainty (RePEc:een:camaaa:2023-11)
by Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
The effect of news shocks and monetary policy (RePEc:ehl:lserod:86145)
by Gambetti, Luca & Korobilis, Dimitris & Tsoukalas, John D. & Zanetti, Francesco
Bayesian methods (RePEc:elg:eechap:14327_16)
by Luc Bauwens & Dimitris Korobilis
Unknown item RePEc:eme:aeco11:s0731-9053(08)23012-4 (chapter)
Unknown item RePEc:eme:aeco11:s0731-90532022000044a005 (chapter)
Forecasting in vector autoregressions with many predictors (RePEc:eme:aecozz:s0731-9053(08)23012-4)
by Dimitris Korobilis
The Effect of News Shocks and Monetary Policy (RePEc:eme:aecozz:s0731-90532022000044a005)
by Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
Decomposing Global Yield Curve Co-Movement (RePEc:esy:uefcwp:18194)
by Byrne, JP & Cao, S & Korobilis, D
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty (RePEc:esy:uefcwp:18195)
by Byrne, JP & Cao, S & Korobilis, D
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions (RePEc:esy:uefcwp:18626)
by Korobilis, D & Pettenuzzo, D
Forecasting with many predictors using message passing algorithms (RePEc:esy:uefcwp:19565)
by Korobilis, D
The Effect of News Shocks and Monetary Policy (RePEc:esy:uefcwp:20428)
by Gambetti, L & Korobilis, D & Tsoukalas, J & Zanetti, F
Exchange rate predictability and dynamic Bayesian learning (RePEc:esy:uefcwp:20781)
by Beckmann, J & Koop, G & Korobilis, D & Schüssler, R
Measuring Dynamic Connectedness with Large Bayesian VAR Models (RePEc:esy:uefcwp:20937)
by Korobilis, D & Yilmaz, K
Forecasting with High-Dimensional Panel VARs (RePEc:esy:uefcwp:21329)
by Koop, G & Korobilis, D
Variational Bayes inference in high-dimensional time-varying parameter models (RePEc:esy:uefcwp:22665)
by Korobilis, Dimitris & Koop, Gary
Machine Learning Macroeconometrics A Primer (RePEc:esy:uefcwp:22666)
by Korobilis, Dimitris
Working Papers (RePEc:gla:glaewp)
from Business School - Economics, University of Glasgow as editor
Large time-varying parameter VARs (RePEc:gla:glaewp:2012_04)
by Gary Koop & Dimitris Korobilis
Bayesian forecasting with highly correlated predictors (RePEc:gla:glaewp:2012_12)
by Dimitris Korobilis
A new index of financial conditions (RePEc:gla:glaewp:2013_06)
by Gary Koop & Dimitris Korobilis
Exchange Rate Predictability in a Changing World (RePEc:gla:glaewp:2014_03)
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro
Data-based priors for vector autoregressions with drifting coefficients (RePEc:gla:glaewp:2014_04)
by Dimitris Korobilis
Model uncertainty in panel vector autoregressive models (RePEc:gla:glaewp:2014_10)
by Gary Koop & Dimitris Korobilis
On the Sources of Uncertainty in Exchange Rate Predictability (RePEc:gla:glaewp:2014_16)
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty (RePEc:gla:glaewp:2015_08)
by Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis.
Quantile forecasts of inflation under model uncertainty (RePEc:gla:glaewp:2015_09)
by Dimitris Korobilis.
Prior selection for panel vector autoregressions (RePEc:gla:glaewp:2015_10)
by Dimitris Korobilis.
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? (RePEc:gla:glaewp:2015_12)
by Joseph P. Byrne & Shuo Cao & Dimitris Korobilis
Forecasting With High Dimensional Panel VARs (RePEc:gla:glaewp:2015_25)
by Gary Koop & Dimitris Korobilis
Bayesian Compressed Vector Autoregressions (RePEc:gla:glaewp:2016_09)
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo
The Effect of News Shocks and Monetary Policy (RePEc:gla:glaewp:2017_11)
by Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
High-dimensional macroeconomic forecasting using message passing algorithms (RePEc:gla:glaewp:2019_07)
by Dimitris Korobilis
Energy Markets and Global Economic Conditions (RePEc:gla:glaewp:2020_08)
by Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee
Machine Learning Econometrics: Bayesian algorithms and methods (RePEc:gla:glaewp:2020_09)
by Dimitris Korobilis & Davide Pettenuzzo
Bayesian dynamic variable selection in high dimensions (RePEc:gla:glaewp:2020_11)
by Gary Koop & Dimitris Korobilis
Sign restrictions in high-dimensional vector autoregressions (RePEc:gla:glaewp:2020_21)
by Dimitris Korobilis
Bayesian Approaches to Shrinkage and Sparse Estimation (RePEc:gla:glaewp:2021_19)
by Dimitris Korobilis & Kenichi Shimizu
Agreed and Disagreed Uncertainty (RePEc:gla:glaewp:2023_04)
by Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
Monitoring multicountry macroeconomic risk (RePEc:gla:glaewp:2023_07)
by Dimitris Korobilis & Maximilian Schröder
Measuring Dynamic Connectedness with Large Bayesian VAR Models (RePEc:koc:wpaper:1802)
by Dimitris Korobilis & Kamil Yilmaz
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models (RePEc:lvl:lacicr:1104)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts
Energy Markets and Global Economic Conditions (RePEc:nbr:nberwo:27001)
by Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (RePEc:now:fnteco:0800000013)
by Koop, Gary & Korobilis, Dimitris
Bayesian Approaches to Shrinkage and Sparse Estimation (RePEc:now:fnteco:0800000041)
by Dimitris Korobilis & Kenichi Shimizu
The Effect of News Shocks and Monetary Policy (RePEc:oxf:wpaper:838)
by Francesco Zanetti & Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas
Agreed and Disagreed Uncertainty (RePEc:oxf:wpaper:999)
by Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
Bayesian dynamic variable selection in high dimensions (RePEc:pra:mprapa:100164)
by Korobilis, Dimitris & Koop, Gary
Machine Learning Econometrics: Bayesian algorithms and methods (RePEc:pra:mprapa:100165)
by Korobilis, Dimitris & Pettenuzzo, Davide
Bayesian Approaches to Shrinkage and Sparse Estimation (RePEc:pra:mprapa:111631)
by Korobilis, Dimitris & Shimizu, Kenichi
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (RePEc:pra:mprapa:20125)
by Koop, Gary & Korobilis, Dimitris
Forecasting in vector autoregressions with many predictors (RePEc:pra:mprapa:21122)
by Korobilis, Dimitris
VAR forecasting using Bayesian variable selection (RePEc:pra:mprapa:21124)
by Korobilis, Dimitris
Assessing the transmission of monetary policy using dynamic factor models (RePEc:pra:mprapa:27593)
by Korobilis, Dimitris
The dynamic effects of U.S. monetary policy on state unemployment (RePEc:pra:mprapa:27596)
by Korobilis, Dimitris & Gilmartin, Michelle
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK (RePEc:pra:mprapa:28542)
by Korobilis, Dimitris & Gilmartin, Michelle
Hierarchical shrinkage priors for dynamic regressions with many predictors (RePEc:pra:mprapa:30380)
by Korobilis, Dimitris
Hierarchical shrinkage in time-varying parameter models (RePEc:pra:mprapa:31827)
by Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis
Large time-varying parameter VARs (RePEc:pra:mprapa:38591)
by Koop, Gary & Korobilis, Dimitris
A New Index of Financial Conditions (RePEc:pra:mprapa:45463)
by Koop, Gary & Korobilis, Dimitris
Forecasting with Factor Models: A Bayesian Model Averaging Perspective (RePEc:pra:mprapa:52724)
by Dimitris, Korobilis
Exchange Rate Predictability in a Changing World (RePEc:pra:mprapa:53684)
by Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J
Data-based priors for vector autoregressions with drifting coefficients (RePEc:pra:mprapa:53772)
by Korobilis, Dimitris
Model Uncertainty in Panel Vector Autoregressive Models (RePEc:pra:mprapa:58131)
by Koop, Gary & Korobilis, Dimitris
On the Sources of Uncertainty in Exchange Rate Predictability (RePEc:pra:mprapa:58956)
by Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty (RePEc:pra:mprapa:63844)
by Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris
Prior selection for panel vector autoregressions (RePEc:pra:mprapa:64143)
by Korobilis, Dimitris
Quantile forecasts of inflation under model uncertainty (RePEc:pra:mprapa:64341)
by Korobilis, Dimitris
Forecasting with High-Dimensional Panel VARs (RePEc:pra:mprapa:84275)
by Koop, Gary & Korobilis, Dimitris
Variational Bayes inference in high-dimensional time-varying parameter models (RePEc:pra:mprapa:87972)
by Koop, Gary & Korobilis, Dimitris
High-dimensional macroeconomic forecasting using message passing algorithms (RePEc:pra:mprapa:96079)
by Korobilis, Dimitris
Exchange Rate Predictability in a Changing World (RePEc:rim:rimwps:06_14)
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro
Large Time-Varying Parameter VARs (RePEc:rim:rimwps:11_12)
by Gary Koop & Dimitris Korobilis
The Dynamic Effects of U.S. Monetary Policy on State Unemployment (RePEc:rim:rimwps:12_11)
by Dimitris Korobilis & Michelle Gilmartin
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK (RePEc:rim:rimwps:13_11)
by Dimitris Korobilis & Michelle Gilmartin
Model Uncertainty in Panel Vector Autoregressive Models (RePEc:rim:rimwps:15-35)
by Gary Koop & Dimitris Korobilis
Bayesian Compressed Vector Autoregressions (RePEc:rim:rimwps:17-32)
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo
The Effect of News Shocks and Monetary Policy (RePEc:rim:rimwps:18-19)
by Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
Forecasting with High-Dimensional Panel VARs (RePEc:rim:rimwps:18-20)
by Gary Koop & Dimitris Korobilis
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions (RePEc:rim:rimwps:18-21)
by Dimitris Korobilis & Davide Pettenuzzo
Machine Learning Macroeconometrics: A Primer (RePEc:rim:rimwps:18-30)
by Dimitris Korobilis
Variational Bayes inference in high-dimensional time-varying parameter models (RePEc:rim:rimwps:18-31)
by Gary Koop & Dimitris Korobilis
High-dimensional macroeconomic forecasting using message passing algorithms (RePEc:rim:rimwps:19-17)
by Dimitris Korobilis
Sign restrictions in high-dimensional vector autoregressions (RePEc:rim:rimwps:20-09)
by Dimitris Korobilis
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors (RePEc:rim:rimwps:21_11)
by Dimitris Korobilis
Bayesian Approaches to Shrinkage and Sparse Estimation (RePEc:rim:rimwps:22-02)
by Dimitris Korobilis & Kenichi Shimizu
Agreed and Disagreed Uncertainty (RePEc:rim:rimwps:23-01)
by Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti
Monitoring multicountry macroeconomic risk (RePEc:rim:rimwps:23-06)
by Dimitris Korobilis & Maximilian Schröder
Forecasting Inflation Using Dynamic Model Averaging (RePEc:rim:rimwps:34_09)
by Gary Koop & Dimitris Korobilis
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models (RePEc:rim:rimwps:35_09)
by Dimitris Korobilis
Hierarchical Shrinkage in Time-Varying Parameter Models (RePEc:rim:rimwps:35_11)
by Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis
The Contribution of Structural Break Models to Forecasting Macroeconomic Series (RePEc:rim:rimwps:38_11)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts
Model Uncertainty in Panel Vector Autoregressive Models (RePEc:rim:rimwps:39_14)
by Gary Koop & Dimitris Korobilis
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (RePEc:rim:rimwps:47_09)
by Gary Koop & Dimitris Korobilis
VAR Forecasting Using Bayesian Variable Selection (RePEc:rim:rimwps:51_10)
by Dimitris Korobilis
Bayesian Forecasting with Highly Correlated Predictors (RePEc:rim:rimwps:67_12)
by Dimitris Korobilis
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models (RePEc:str:wpaper:0914)
by Dimitris Korompilis
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? (RePEc:str:wpaper:0917)
by Gary Koop & Dimitris Korompilis
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models (RePEc:str:wpaper:1113)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? (RePEc:str:wpaper:1118)
by Gary Koop & Dimitris Korobilis
Forecasting Inflation Using Dynamic Model Averaging (RePEc:str:wpaper:1119)
by Gary Koop & Dimitris Korobilis
Hierarchical Shrinkage in Time-Varying Parameter Models (RePEc:str:wpaper:1137)
by Miguel Belmonte & Gary Koop & Dimitris Korobilis
A new index of financial conditions (RePEc:str:wpaper:1307)
by Gary Koop & Dimitris Korobilis
Model uncertainty in panel vector autoregressive models (RePEc:str:wpaper:1408)
by Gary Koop & Dimitris Korobilis
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms (RePEc:taf:jnlbes:v:39:y:2021:i:2:p:493-504)
by Dimitris Korobilis
Energy Markets and Global Economic Conditions (RePEc:tpr:restat:v:104:y:2022:i:4:p:828-844)
by Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee
Forecasting Inflation Using Dynamic Model Averaging (RePEc:wly:iecrev:v:53:y:2012:i:3:p:867-886)
by Gary Koop & Dimitris Korobilis
On The Sources Of Uncertainty In Exchange Rate Predictability (RePEc:wly:iecrev:v:59:y:2018:i:1:p:329-357)
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro
Bayesian Dynamic Variable Selection In High Dimensions (RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074)
by Gary Koop & Dimitris Korobilis
Var Forecasting Using Bayesian Variable Selection (RePEc:wly:japmet:v:28:y:2013:i:2:p:204-230)
by Dimitris Korobilis
The Contribution of Structural Break Models to Forecasting Macroeconomic Series (RePEc:wly:japmet:v:30:y:2015:i:4:p:596-620)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts
Exchange rate predictability and dynamic Bayesian learning (RePEc:wly:japmet:v:35:y:2020:i:4:p:410-421)
by Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler
Hierarchical Shrinkage in Time‐Varying Parameter Models (RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94)
by Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis
Exchange rate predictability and dynamic Bayesian learning (RePEc:zbw:vfsc18:181523)
by Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris

The profile is maintained by Dimitris Korobilis

Permanent link: http://authors.repec.org/pro/pko254/