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 1 3 4 85
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 1 218
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 1 2 3 149
A New Index of Financial Conditions 0 1 1 78 6 11 20 734
A New Index of Financial Conditions 0 1 2 144 1 4 10 737
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 3 4 5 156
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 2 3 4 79
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 1 1 122 2 4 7 47
A new index of financial conditions 0 1 1 115 1 3 7 393
A new index of financial conditions 0 1 1 62 2 5 6 162
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 3 6 7 154
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 4 4 80
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 4 6 9 176
Agreed and Disagreed Uncertainty 0 0 0 2 1 2 4 11
Agreed and Disagreed Uncertainty 0 0 1 2 2 5 12 13
Agreed and Disagreed Uncertainty 0 0 0 0 0 2 2 3
Agreed and Disagreed Uncertainty 0 0 0 0 1 4 8 10
Agreed and Disagreed Uncertainty 0 0 7 7 2 5 19 19
Agreed and Disagreed Uncertainty 0 0 0 7 5 7 9 24
Agreed and Disagreed Uncertainty 0 0 0 8 2 4 6 21
Agreed and Disagreed Uncertainty 0 0 2 13 0 2 11 32
Agreed and Disagreed Uncertainty 0 1 4 4 5 9 15 15
Agreed and Disagreed Uncertainty 0 0 2 3 5 10 14 19
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 1 1 5 331 1 3 9 740
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 1 1 411 2 9 13 745
Assessing the transmission of monetary policy using dynamic factor models 2 2 9 521 7 11 26 881
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 18 3 6 11 59
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 197 2 2 4 310
Bayesian Approaches to Shrinkage and Sparse Estimation 1 4 12 68 1 4 20 119
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 2 3 6 12
Bayesian Compressed Vector Autoregressions 0 1 2 30 0 2 4 50
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 5 7 99
Bayesian Compressed Vector Autoregressions 0 0 0 31 1 5 6 75
Bayesian Compressed Vector Autoregressions 0 0 0 232 2 5 7 435
Bayesian Forecasting with Highly Correlated Predictors 0 0 0 16 2 2 4 79
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 4 11 83 2,780 8 49 242 6,555
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 3 5 19 631 4 11 47 1,569
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 1 1 1 1 3 8 8
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 6 6 4 6 16 16
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 1 10 10 0 4 17 17
Bayesian dynamic variable selection in high dimensions 0 0 0 94 1 5 6 185
Bayesian dynamic variable selection in high dimensions 0 0 1 10 2 4 5 39
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 4 6 11
Bayesian forecasting with highly correlated predictors 0 0 0 3 1 2 2 22
Bayesian forecasting with highly correlated predictors 0 0 1 276 2 2 6 358
Bayesian methods 1 1 5 417 1 3 12 691
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 0 2 2 54
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 1 4 7 221
Data-based priors for vector autoregressions with drifting coefficients 0 2 9 285 0 3 14 465
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 0 0 0 61
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 1 2 4 147
Decomposing Global Yield Curve Co-Movement 0 0 0 259 1 3 5 486
Energy Markets and Global Economic Conditions 0 0 0 40 2 8 9 118
Energy Markets and Global Economic Conditions 0 0 5 82 3 10 20 199
Energy Markets and Global Economic Conditions 0 0 1 18 2 5 15 84
Energy Markets and Global Economic Conditions 0 0 3 29 2 6 13 195
Evaluating Monetary Policy using Deviation Errors 0 5 5 5 2 6 6 6
Exchange Rate Predictability in a Changing World 0 0 1 108 2 5 11 159
Exchange Rate Predictability in a Changing World 0 0 0 20 1 5 7 96
Exchange Rate Predictability in a Changing World 0 0 2 307 1 1 8 575
Exchange Rate Predictability in a Changing World 0 0 0 57 3 3 4 108
Exchange Rate Predictability in a Changing World 0 0 0 86 2 3 3 79
Exchange rate predictability and dynamic Bayesian learning 1 1 1 30 5 8 9 97
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 1 2 5 265
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 1 11 11 11 6 9 9 9
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 3 3 4 11 47 47
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 3 6 9 123
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 3 4 7 130
Forecasting Inflation Using Dynamic Model Averaging 1 1 7 616 3 6 18 1,232
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 5 9 15 366
Forecasting With High Dimensional Panel VARs 0 0 0 340 0 2 5 578
Forecasting in vector autoregressions with many predictors 0 0 0 310 3 5 8 593
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 1 181 2 4 12 362
Forecasting with High-Dimensional Panel VARs 0 0 0 119 1 3 8 134
Forecasting with High-Dimensional Panel VARs 0 0 0 21 1 3 5 62
Forecasting with High-Dimensional Panel VARs 0 0 12 305 1 1 20 651
Forecasting with many predictors using message passing algorithms 0 1 1 299 2 6 8 676
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 0 142 6 8 10 315
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 2 3 7 326
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 0 0 3 136
Hierarchical Shrinkage in Time-Varying Parameter Models 0 1 1 7 4 7 8 39
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 3 4 5 171
Hierarchical shrinkage in time-varying parameter models 0 0 4 262 1 5 13 467
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 53 2 2 5 142
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 176 2 3 4 315
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 3 6 8 74
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 22 0 0 3 74
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 1 2 2 21
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 0 0 0 25
Large Time-Varying Parameter VARs 0 2 3 114 21 28 33 263
Large Time-Varying Parameter VARs 0 0 2 64 2 11 14 176
Large time-varying parameter VARs 0 1 1 42 2 7 10 161
Large time-varying parameter VARs 1 2 7 836 4 15 27 1,511
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 7 7 7 7 3 3 3 3
Machine Learning Econometrics: Bayesian algorithms and methods 1 1 2 31 1 4 9 82
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 1 4 10 52
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 98 1 4 8 86
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 1 48 4 9 9 85
Machine Learning Macroeconometrics A Primer 0 0 1 628 2 4 6 1,035
Machine Learning Macroeconometrics: A Primer 0 1 15 327 1 5 34 655
Measuring Dynamic Connectedness with Large Bayesian VAR Models 2 4 27 425 18 29 85 1,146
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 4 15 549 13 22 71 1,386
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 2 5 10 60
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 3 4 5 72
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 1 1 2 63
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 1 3 6 125
Model uncertainty in panel vector autoregressive models 0 0 3 273 1 3 9 450
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 1 2 87
Monitoring multicountry macroeconomic risk 0 0 0 64 1 1 5 35
Monitoring multicountry macroeconomic risk 0 0 0 2 3 5 9 11
Monitoring multicountry macroeconomic risk 0 0 0 8 1 3 6 15
Monitoring multicountry macroeconomic risk 0 0 0 20 0 5 5 31
Monitoring multicountry macroeconomic risk 0 0 3 8 4 5 11 18
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 1 1 1 162 2 3 3 310
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 0 0 0 51 0 0 1 114
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 116 1 5 8 197
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 0 5 6 43
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 1 324 0 1 7 612
Prior selection for panel vector autoregressions 0 0 0 8 2 4 7 54
Prior selection for panel vector autoregressions 0 0 1 80 1 3 5 96
Prior selection for panel vector autoregressions 0 1 11 294 0 2 24 429
Probabilistic Quantile Factor Analysis 0 0 0 1 0 3 4 7
Probabilistic Quantile Factor Analysis 0 0 0 18 2 3 7 29
Quantile forecasts of inflation under model uncertainty 0 3 9 345 0 3 16 581
Quantile forecasts of inflation under model uncertainty 0 1 1 66 0 3 3 94
Quantile forecasts of inflation under model uncertainty 0 0 0 15 1 5 5 54
Sign restrictions in high-dimensional vector autoregressions 0 0 3 36 3 6 12 132
Sign restrictions in high-dimensional vector autoregressions 0 0 0 121 1 3 5 217
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 2 2 7 176
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 5 6 13 157
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 1 5 7 83
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 1 2 5 53
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 1 1 2 384 3 4 9 692
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 2 2 4 47
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 0 150 0 2 2 307
The Effect of News Shocks and Monetary Policy 0 0 0 44 4 9 9 42
The Effect of News Shocks and Monetary Policy 0 0 0 35 37 38 45 145
The Effect of News Shocks and Monetary Policy 0 0 1 151 1 2 5 402
The Effect of News Shocks and Monetary Policy 0 0 1 31 3 5 8 91
The Effect of News Shocks and Monetary Policy 0 0 0 51 2 7 8 83
The Effect of News Shocks and Monetary Policy 0 0 0 68 0 0 2 74
The Effect of News Shocks and Monetary Policy 0 0 0 185 2 6 12 551
The dynamic effects of U.S. monetary policy on state unemployment 0 0 1 98 1 2 4 224
The effect of news shocks and monetary policy 0 0 0 35 1 3 8 94
The effect of news shocks and monetary policy 0 0 0 109 1 3 4 198
The time-varying evolution of inflation risks 2 4 30 373 5 12 58 705
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 1 1 3 612
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 119 0 2 7 249
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 2 3 3 75
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 2 4 5 161
VAR Forecasting Using Bayesian Variable Selection 0 1 2 137 2 7 9 305
VAR forecasting using Bayesian variable selection 0 1 1 343 2 5 7 574
VAR forecasting using Bayesian variable selection 0 1 2 307 1 3 7 653
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 19 2 3 4 53
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 4 59 0 1 10 204
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 361 3 4 8 737
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 3 4 6 11
Total Working Papers 31 93 411 21,687 376 817 1,833 45,230

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 0 3 14 46 2 12 41 133
A new index of financial conditions 0 2 9 284 3 12 47 1,540
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 1 1 16 7 18 20 69
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 0 3 7 142 7 15 25 356
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 2 2 1 5 12 15
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 5 3 10 17 29
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 5 25 556 7 21 91 1,493
Bayesian compressed vector autoregressions 0 0 0 36 2 6 11 125
Bayesian forecasting with highly correlated predictors 0 0 0 19 0 1 6 91
Decomposing global yield curve co-movement 0 0 2 12 1 1 5 55
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 1 1 4 0 1 3 6
Energy Markets and Global Economic Conditions 1 2 10 59 9 14 50 161
Exchange rate predictability and dynamic Bayesian learning 0 0 2 21 4 7 22 151
Exchange rate predictability in a changing world 0 1 3 83 2 4 12 250
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 1 8 75 3 8 25 284
Forecasting the term structure of government bond yields in unstable environments 0 0 2 25 1 4 11 137
Forecasting with High‐Dimensional Panel VARs 0 1 2 21 3 6 13 63
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 4 41 3 11 24 163
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 45 3 5 7 147
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 2 7 12 43
Large time-varying parameter VARs 1 4 11 245 2 11 37 644
Model uncertainty in Panel Vector Autoregressive models 0 0 1 80 6 12 17 249
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 1 1 5 5 3 13 30 30
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 2 19 0 6 13 97
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 3 5 5 69
Prior selection for panel vector autoregressions 0 0 1 34 1 2 6 97
Probabilistic Quantile Factor Analysis 0 1 1 1 4 6 13 13
Quantile regression forecasts of inflation under model uncertainty 0 0 1 48 3 4 16 139
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 3 5 10 124
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 1 68 2 3 15 224
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 1 3 5 173
Total Journal Articles 4 26 118 2,048 91 238 621 7,170

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 1 2 41 1 4 8 122
Forecasting in vector autoregressions with many predictors 0 0 1 1 1 2 3 7
The Effect of News Shocks and Monetary Policy 0 0 1 5 1 1 3 15
Total Chapters 0 1 4 47 3 7 14 144
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Statistics updated 2026-01-09