Access Statistics for Dimitris Korobilis

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 0 1 81
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 1 217
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 4 147
A New Index of Financial Conditions 0 0 1 77 1 3 13 723
A New Index of Financial Conditions 0 0 1 143 0 2 10 732
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 0 1 1 152
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 0 1 76
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 1 121 0 0 6 42
A new index of financial conditions 0 0 2 114 1 2 6 389
A new index of financial conditions 0 0 0 61 0 0 1 156
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 0 0 1 148
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 0 1 76
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 1 1 3 169
Agreed and Disagreed Uncertainty 0 0 0 8 1 1 1 16
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 1 1
Agreed and Disagreed Uncertainty 0 0 1 2 0 0 2 8
Agreed and Disagreed Uncertainty 0 0 2 3 0 0 3 8
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 5 6
Agreed and Disagreed Uncertainty 0 3 7 7 3 8 12 12
Agreed and Disagreed Uncertainty 0 1 1 2 1 4 5 6
Agreed and Disagreed Uncertainty 0 0 2 12 0 2 11 29
Agreed and Disagreed Uncertainty 0 0 0 7 0 0 3 16
Agreed and Disagreed Uncertainty 0 3 3 3 0 4 6 6
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 1 2 4 330 1 4 7 737
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 0 410 1 1 5 735
Assessing the transmission of monetary policy using dynamic factor models 1 3 13 518 1 4 24 864
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 0 0 2 7
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 196 0 0 2 306
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 18 0 0 6 50
Bayesian Approaches to Shrinkage and Sparse Estimation 1 4 12 64 2 6 16 111
Bayesian Compressed Vector Autoregressions 0 0 1 28 0 0 1 46
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 1 70
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 1 1 93
Bayesian Compressed Vector Autoregressions 0 0 1 232 0 1 2 429
Bayesian Forecasting with Highly Correlated Predictors 0 0 1 16 1 1 3 77
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 4 21 623 3 13 59 1,553
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 6 22 115 2,764 16 64 276 6,482
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 3 5 5 1 4 7 7
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 9 9 2 4 13 13
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 0 0 0 2 5 5
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 0 2 180
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 0 3 7
Bayesian dynamic variable selection in high dimensions 0 0 1 10 0 0 2 35
Bayesian forecasting with highly correlated predictors 0 0 0 3 0 0 0 20
Bayesian forecasting with highly correlated predictors 0 0 1 276 1 1 5 355
Bayesian methods 0 1 2 414 0 2 20 686
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 0 0 2 52
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 0 1 1 215
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 0 0 1 61
Data-based priors for vector autoregressions with drifting coefficients 0 1 8 283 0 1 14 460
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 0 0 3 145
Decomposing Global Yield Curve Co-Movement 0 0 0 259 0 0 2 481
Energy Markets and Global Economic Conditions 0 0 1 40 0 1 2 110
Energy Markets and Global Economic Conditions 0 1 6 82 0 2 11 187
Energy Markets and Global Economic Conditions 0 0 5 18 0 1 23 78
Energy Markets and Global Economic Conditions 0 0 5 29 0 0 9 187
Exchange Rate Predictability in a Changing World 0 0 0 57 0 0 1 105
Exchange Rate Predictability in a Changing World 0 0 3 307 0 1 6 571
Exchange Rate Predictability in a Changing World 0 1 1 108 0 1 2 150
Exchange Rate Predictability in a Changing World 0 0 0 86 0 0 0 76
Exchange Rate Predictability in a Changing World 0 0 0 20 0 0 2 91
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 1 3 263
Exchange rate predictability and dynamic Bayesian learning 0 0 0 29 0 0 3 89
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 2 2 2 2 9 33 33 33
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 0 1 3 126
Forecasting Inflation Using Dynamic Model Averaging 0 1 2 21 0 2 4 117
Forecasting Inflation Using Dynamic Model Averaging 1 2 9 614 1 6 22 1,224
Forecasting Inflation Using Dynamic Model Averaging* 0 0 1 178 1 1 8 357
Forecasting With High Dimensional Panel VARs 0 0 0 340 1 1 6 576
Forecasting in vector autoregressions with many predictors 0 0 0 310 0 0 4 587
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 4 180 0 3 11 353
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 3 6 130
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 0 2 59
Forecasting with High-Dimensional Panel VARs 1 9 16 304 1 10 25 646
Forecasting with many predictors using message passing algorithms 0 0 0 298 0 0 2 670
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 0 142 0 0 1 305
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 6 0 0 0 31
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 0 0 7 323
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 0 0 4 135
Hierarchical shrinkage in time-varying parameter models 0 1 4 261 0 2 7 460
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 0 0 0 166
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 176 0 1 2 312
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 52 1 2 2 139
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 0 0 1 19
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 0 0 2 68
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 1 22 0 0 6 74
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 0 0 1 25
Large Time-Varying Parameter VARs 0 1 2 64 0 1 3 165
Large Time-Varying Parameter VARs 0 0 2 112 0 0 6 233
Large time-varying parameter VARs 1 2 7 834 3 6 15 1,494
Large time-varying parameter VARs 0 0 0 41 0 2 9 154
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 98 1 1 5 82
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 30 0 1 3 76
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 47 0 0 0 76
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 1 3 5 47
Machine Learning Macroeconometrics A Primer 0 0 3 628 0 0 6 1,031
Machine Learning Macroeconometrics: A Primer 1 4 25 324 4 9 56 647
Measuring Dynamic Connectedness with Large Bayesian VAR Models 0 2 16 543 5 23 74 1,358
Measuring Dynamic Connectedness with Large Bayesian VAR Models 3 10 31 413 6 22 83 1,104
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 4 4 54
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 28 0 0 3 68
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 71 0 0 0 61
Model Uncertainty in Panel Vector Autoregressive Models 0 1 1 111 0 1 2 121
Model uncertainty in panel vector autoregressive models 0 2 6 272 0 3 13 445
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 0 1 85
Monitoring multicountry macroeconomic risk 0 0 1 64 0 1 9 33
Monitoring multicountry macroeconomic risk 0 0 0 8 0 0 5 12
Monitoring multicountry macroeconomic risk 0 0 2 2 0 1 4 4
Monitoring multicountry macroeconomic risk 1 2 2 7 1 3 5 11
Monitoring multicountry macroeconomic risk 0 0 0 20 0 0 1 26
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 161 0 0 1 307
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 0 0 0 51 0 0 3 114
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 0 0 2 38
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 116 0 0 2 191
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 2 324 1 1 9 611
Prior selection for panel vector autoregressions 0 0 0 79 0 1 1 92
Prior selection for panel vector autoregressions 3 9 13 293 3 13 28 425
Prior selection for panel vector autoregressions 0 0 0 8 0 0 3 49
Probabilistic Quantile Factor Analysis 0 0 0 18 0 0 5 25
Probabilistic Quantile Factor Analysis 0 0 0 1 0 1 1 4
Quantile forecasts of inflation under model uncertainty 0 0 0 15 0 0 1 49
Quantile forecasts of inflation under model uncertainty 0 0 0 65 0 0 0 91
Quantile forecasts of inflation under model uncertainty 1 1 8 339 3 3 16 573
Sign restrictions in high-dimensional vector autoregressions 0 0 1 121 0 0 6 214
Sign restrictions in high-dimensional vector autoregressions 1 2 5 36 1 2 12 125
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 0 0 3 49
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 0 0 2 77
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 0 1 4 172
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 0 2 4 147
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 2 382 0 0 6 686
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 0 2 44
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 0 150 0 0 0 305
The Effect of News Shocks and Monetary Policy 0 0 1 151 0 2 4 400
The Effect of News Shocks and Monetary Policy 0 0 0 44 0 0 0 33
The Effect of News Shocks and Monetary Policy 0 0 0 185 1 2 6 544
The Effect of News Shocks and Monetary Policy 0 0 0 51 0 0 1 76
The Effect of News Shocks and Monetary Policy 0 0 0 68 1 1 3 74
The Effect of News Shocks and Monetary Policy 0 0 0 35 1 2 7 107
The Effect of News Shocks and Monetary Policy 0 0 1 31 0 1 3 85
The dynamic effects of U.S. monetary policy on state unemployment 0 0 1 98 0 0 2 222
The effect of news shocks and monetary policy 0 0 1 109 0 0 2 194
The effect of news shocks and monetary policy 0 0 0 35 1 1 4 90
The time-varying evolution of inflation risks 2 6 38 367 3 10 73 689
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 3 119 1 1 8 247
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 0 2 72
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 2 283 0 0 4 610
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 0 0 1 157
VAR Forecasting Using Bayesian Variable Selection 0 0 1 136 1 1 4 298
VAR forecasting using Bayesian variable selection 0 0 1 306 0 0 4 649
VAR forecasting using Bayesian variable selection 0 0 0 342 0 1 4 568
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 361 0 1 5 733
Variational Bayes inference in high-dimensional time-varying parameter models 1 1 2 19 1 1 5 50
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 5 59 1 2 13 202
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 0 0 4 7
Total Working Papers 27 107 467 21,551 91 341 1,386 44,222

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new algorithm for structural restrictions in Bayesian vector autoregressions 2 4 14 39 3 12 46 113
A new index of financial conditions 0 2 8 281 6 12 56 1,525
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 0 15 0 0 1 50
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 0 0 8 139 1 4 20 340
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 1 2 2 0 2 6 8
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 5 2 2 4 16
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 3 9 28 548 6 26 101 1,464
Bayesian compressed vector autoregressions 0 0 0 36 1 2 3 117
Bayesian forecasting with highly correlated predictors 0 0 0 19 2 2 6 90
Decomposing global yield curve co-movement 0 1 1 11 2 3 4 53
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 1 3 0 0 1 3
Energy Markets and Global Economic Conditions 2 3 16 57 6 10 49 142
Exchange rate predictability and dynamic Bayesian learning 0 0 2 20 1 6 17 140
Exchange rate predictability in a changing world 0 0 2 82 0 2 7 244
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 1 6 73 1 6 15 273
Forecasting the term structure of government bond yields in unstable environments 1 2 2 25 2 4 9 133
Forecasting with High‐Dimensional Panel VARs 0 0 2 20 1 2 9 56
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 1 3 39 1 5 11 148
Hierarchical shrinkage priors for dynamic regressions with many predictors 1 1 2 45 1 1 3 142
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 1 2 5 35
Large time-varying parameter VARs 2 4 6 239 5 10 22 626
Model uncertainty in Panel Vector Autoregressive models 0 0 2 80 0 1 10 235
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 3 3 3 3 11 11 11
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 2 19 0 0 6 89
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 0 0 1 64
Prior selection for panel vector autoregressions 0 0 0 33 0 1 3 94
Probabilistic Quantile Factor Analysis 0 0 0 0 1 1 1 1
Quantile regression forecasts of inflation under model uncertainty 0 0 4 48 2 3 14 131
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 2 2 6 119
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 2 68 1 2 16 218
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 0 0 5 169
Total Journal Articles 11 32 118 2,005 51 134 468 6,849

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 0 6 40 0 0 11 118
Forecasting in vector autoregressions with many predictors 0 1 1 1 0 1 1 5
The Effect of News Shocks and Monetary Policy 0 1 2 5 0 2 3 14
Total Chapters 0 2 9 46 0 3 15 137
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