Dimitris Korobilis

发表

Forecasting In ation Using Dynamic Model Averaging

G. Koop, Dimitris Korobilis, Strathclyde Dimitris Korobilis, 2009 .

Bayesian Multivariate Time Series Methods for Empirical Macroeconomics

G. Koop, Dimitris Korobilis, 2009 .

Hierarchical Shrinkage in Time-Varying Parameter Models

G. Koop, Dimitris Korobilis, M. Belmonte, 2011 .

Forecasting the Term Structure of Government Bond Yields in Unstable Environments

Joseph P. Byrne, Dimitris Korobilis, Shuo Cao, 2017 .

Bayesian Compressed Vector Autoregressions

G. Koop, Davide Pettenuzzo, Dimitris Korobilis, 2017, Journal of Econometrics.

Bayesian Forecasting with Highly Correlated Predictors

Dimitris Korobilis, 2012 .

Bayesian Methods

Luc BAUWENS, L. Bauwens, Dimitris Korobilis, 2011 .

Bayesian Compressed Vector Autoregressions

Dimitris Korobilis, Gary Koop, Davide Pettenuzzo, 2017, Journal of Econometrics.

Essex Finance Centre Working Paper Series Working Paper No 36 : 07-2018 “ Machine Learning Macroeconometrics : A Primer ” “

Dimitris Korobilis, 2018 .

VAR Forecasting Using Bayesian Variable Selection

Dimitris Korobilis, 2009 .

Forecasting in Vector Autoregressions with Many Predictors

Dimitris Korobilis, Dimitris Korobilis, 2008 .

Assessing the transmission of monetary policy using dynamic factor models

Dimitris Korobilis, 2015 .

A New Index of Financial Conditions

G. Koop, Dimitris Korobilis, 2013 .

A New Index of Financial Conditions

G. Koop, Dimitris Korobilis, 2013 .

Decomposing Global Yield Curve Co-Movement

Joseph P. Byrne, Dimitris Korobilis, Shuo Cao, 2019, Journal of Banking & Finance.

Decomposing global yield curve co-movement

Joseph P. Byrne, Dimitris Korobilis, Shuo Cao, 2019, Journal of Banking & Finance.

On the Sources of Uncertainty in Exchange Rate Predictability

Joseph P. Byrne, Dimitris Korobilis, Pinho J. Ribeiro, 2016 .

A new algorithm for structural restrictions in Bayesian vector autoregressions

Dimitris Korobilis, 2022, European Economic Review.

Exchange Rate Predictability in a Changing World

Dimitris Korobilis, Joseph P. Byrne, Dimitris Korobilis, 2014, 1403.0627.

Quantile forecasts of inﬂation under model uncertainty

Dimitris Korobilis, 2019 .

Probabilistic Quantile Factor Analysis

Dimitris Korobilis, Maximilian Schroder, 2022, SSRN Electronic Journal.

Assessing the Transmission of Monetary Policy Using Time‐Varying Parameter Dynamic Factor Models

Dimitris Korobilis, 2013 .

Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models

Dimitris Korobilis, 2009 .

ASSESSING THE TRANSMISSION OF MONETARY POLICYSHOCKS USING DYNAMIC FACTOR MODELS BY DIMITRIS KOROBILIS NO . 09-14

Dimitris Korobilis, 2009 .

Quantile regression forecasts of inflation under model uncertainty

Dimitris Korobilis, Dimitris Korobilis, 2017 .

Quantile Forecasts of Inflation Under Model Uncertainty

Dimitris Korobilis, 2015 .

The Time-Varying Evolution of Inflation Risks

Dimitris Korobilis, Alberto Musso, Bettina Landau, 2021, SSRN Electronic Journal.

Machine Learning Macroeconometrics: A Primer

Dimitris Korobilis, Dimitris Korobilis, 2018 .

The Contribution of Structural Break Models to Forecasting Macroeconomic Series

Dimitris Korobilis, Gary Koop, Luc Bauwens, 2013 .

A new algorithm for sign restrictions in vector autoregressions

Dimitris Korobilis, 2020 .

Sign Restrictions in High-Dimensional Vector Autoregressions

Dimitris Korobilis, Dimitris Korobilis, 2020 .

The Effect of News Shocks and Monetary Policy

Dimitris Korobilis, Francesco Zanetti, J. Tsoukalas, 2017, SSRN Electronic Journal.

Bayesian dynamic variable selection in high dimensions

G. Koop, Dimitris Korobilis, 2018, International Economic Review.

Exchange Rate Predictability and Dynamic Bayesian Learning

Dimitris Korobilis, Gary Koop, Joscha Beckmann, 2019, Journal of Applied Econometrics.

Forecasting with Many Predictors Using Message Passing Algorithms

Dimitris Korobilis, Dimitris Korobilis, 2017 .

Efficient estimation and forecasting in dynamic factor models with structural instability PRELIMINARY AND INCOMPLETE-COMMENTS WELCOME

Dimitris Korobilis, 2014 .

Agreed and Disagreed Uncertainty

Luca Gambetti, Dimitris Korobilis, Francesco Zanetti, 2023, SSRN Electronic Journal.

Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty

Joseph P. Byrne, Dimitris Korobilis, Shuo Cao, 2015 .

Factor Model Forecasting: A Bayesian Model Averaging (BMA) Perspective

Dimitris Korobilis, Dimitris Korobilis, 2014 .

Large Time-Varying Parameter VARs

Dimitris Korobilis, Gary Koop, G. Koop, 2012 .

VAR Forecasting Using Bayesian Variable Selection

Dimitris Korobilis, 2009 .

VAR Forecasting Using Bayesian Variable Selection

Dimitris Korobilis, Dimitris Korobilis, 2009 .

Co-Movement, Spillovers and Excess Returns in Global Bond Markets?

Joseph P. Byrne, Dimitris Korobilis, Shuo Cao, 2015 .

UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?

G. Koop, Dimitris Korobilis, 2009 .

Hierarchical Shrinkage in Time-Varying Parameter Models: Hierarchical Shrinkage in Time-Varying Parameter Models

Dimitris Korobilis, Gary Koop, Miguel Angel Gonzalez Belmonte, 2014 .

Essex Finance Centre Working Paper Series Working Paper No 14 : 12-2016 “ Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions ” “

Dimitris Korobilis, Davide Pettenuzzo, Davide Pettenuzzo, 2016 .

The Dynamic Effects of U.S. Monetary Policy on State Unemployment

Dimitris Korobilis, Michelle Gilmartin, 2010 .

Forecasting with High‐Dimensional Panel Vars

Dimitris Korobilis, Gary Koop, G. Koop, 2019, Oxford Bulletin of Economics and Statistics.

Energy Markets and Global Economic Conditions

C. Baumeister, Thomas K Lee, Dimitris Korobilis, 2020, Review of Economics and Statistics.

Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors

Dimitris Korobilis, Dimitris Korobilis, 2011 .

Model Uncertainty in Panel Vector Autoregressive Models

Dimitris Korobilis, Gary Koop, G. Koop, 2014 .

High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms

Dimitris Korobilis, Dimitris Korobilis, 2019, Journal of Business & Economic Statistics.

Monitoring Multicountry Macroeconomic Risk

Dimitris Korobilis, Maximilian Schroder, 2023, SSRN Electronic Journal.

Prior Selection for Panel Vector Autoregressions

Dimitris Korobilis, Dimitris Korobilis, 2015, Comput. Stat. Data Anal..

On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK

Dimitris Korobilis, Michelle Gilmartin, 2010 .

Bayesian Methods

L. Bauwens, Dimitris Korobilis, 2011 .

Forecast Comparison of Nonlinear Time Series Models of Us GDP: A Bayesian Approach

Dimitris Korobilis, Dimitris Korobilis, 2006 .

Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors

Dimitris Korobilis, 2011 .

Data-Based Priors for Vector Autoregressions with Drifting Coefficients

Dimitris Korobilis, Dimitris Korobilis, 2014 .

Forecasting Inflation Using Dynamic Model Averaging

Dimitris Korobilis, Gary Koop, 2009 .

Bayesian Multivariate Time Series Methods for Empirical Macroeconomics

G. Koop, Dimitris Korobilis, 2009 .

Variational Bayes inference in high-dimensional time-varying parameter models

Dimitris Korobilis, Gary Koop, G. Koop, 2018 .

Série Scientifique Scientific Series 2011 s-13 A Comparison of Forecasting Procedures For Macroeconomic Series : The Contribution of Structural Break Models

L. Bauwens, J. Rombouts, G. Koop, 2011 .

A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models

Dimitris Korobilis, Gary Koop, Luc Bauwens, 2011 .

Essex Finance Centre Working Paper Series Working Paper No 35 : 07-2018 “ Variational Bayes inference in high-dimensional time-varying parameter models ” “

Dimitris Korobilis, Gary Koop, 2018 .

Machine Learning Econometrics: Bayesian Algorithms and Methods

Dimitris Korobilis, Davide Pettenuzzo, Davide Pettenuzzo, 2020, Oxford Research Encyclopedia of Economics and Finance.