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 2 3 84
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 2 218
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 1 1 3 148
A New Index of Financial Conditions 0 1 2 144 1 3 9 736
A New Index of Financial Conditions 0 1 1 78 1 5 14 728
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 1 2 153
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 1 2 77
A new algorithm for structural restrictions in Bayesian vector autoregressions 1 1 1 122 1 3 5 45
A new index of financial conditions 0 1 2 115 0 3 7 392
A new index of financial conditions 0 1 1 62 1 3 4 160
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 1 3 4 151
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 3 4 4 80
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 1 2 5 172
Agreed and Disagreed Uncertainty 1 1 4 4 3 4 10 10
Agreed and Disagreed Uncertainty 0 0 7 7 2 4 17 17
Agreed and Disagreed Uncertainty 0 0 0 7 2 2 4 19
Agreed and Disagreed Uncertainty 0 1 2 13 0 3 12 32
Agreed and Disagreed Uncertainty 0 0 0 8 2 2 4 19
Agreed and Disagreed Uncertainty 0 0 1 2 1 4 10 11
Agreed and Disagreed Uncertainty 0 0 0 0 3 3 8 9
Agreed and Disagreed Uncertainty 0 0 2 3 2 5 9 14
Agreed and Disagreed Uncertainty 0 0 0 2 1 1 3 10
Agreed and Disagreed Uncertainty 0 0 0 0 2 2 2 3
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 4 330 2 2 8 739
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 1 1 411 6 7 11 743
Assessing the transmission of monetary policy using dynamic factor models 0 1 9 519 4 9 22 874
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 0 2 5 10
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 18 0 4 8 56
Bayesian Approaches to Shrinkage and Sparse Estimation 0 1 1 197 0 1 2 308
Bayesian Approaches to Shrinkage and Sparse Estimation 2 3 13 67 2 3 21 118
Bayesian Compressed Vector Autoregressions 0 0 0 31 3 4 5 74
Bayesian Compressed Vector Autoregressions 0 0 0 232 2 3 5 433
Bayesian Compressed Vector Autoregressions 0 2 3 30 0 3 5 50
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 5 6 98
Bayesian Forecasting with Highly Correlated Predictors 0 0 0 16 0 0 2 77
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 4 20 628 1 10 52 1,565
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 12 89 2,776 15 53 255 6,547
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 1 10 10 0 4 17 17
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 6 6 1 2 12 12
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 1 1 1 1 2 2 7 7
Bayesian dynamic variable selection in high dimensions 0 0 0 94 4 4 5 184
Bayesian dynamic variable selection in high dimensions 0 0 0 0 3 4 6 11
Bayesian dynamic variable selection in high dimensions 0 0 1 10 0 2 3 37
Bayesian forecasting with highly correlated predictors 0 0 0 3 1 1 1 21
Bayesian forecasting with highly correlated predictors 0 0 1 276 0 0 4 356
Bayesian methods 0 1 4 416 1 3 13 690
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 1 2 3 54
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 2 4 6 220
Data-based priors for vector autoregressions with drifting coefficients 2 2 9 285 3 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 1 3 146
Decomposing Global Yield Curve Co-Movement 0 0 0 259 1 3 4 485
Energy Markets and Global Economic Conditions 0 0 2 18 2 3 15 82
Energy Markets and Global Economic Conditions 0 0 1 40 5 6 8 116
Energy Markets and Global Economic Conditions 0 0 3 29 1 4 11 193
Energy Markets and Global Economic Conditions 0 0 5 82 4 8 18 196
Evaluating Monetary Policy using Deviation Errors 1 5 5 5 4 4 4 4
Exchange Rate Predictability in a Changing World 0 0 2 307 0 1 7 574
Exchange Rate Predictability in a Changing World 0 0 0 86 1 1 1 77
Exchange Rate Predictability in a Changing World 0 0 0 57 0 0 1 105
Exchange Rate Predictability in a Changing World 0 0 1 108 1 3 9 157
Exchange Rate Predictability in a Changing World 0 0 0 20 4 4 6 95
Exchange rate predictability and dynamic Bayesian learning 0 0 0 29 2 3 5 92
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 1 1 4 264
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 1 10 10 10 1 3 3 3
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 3 3 3 8 43 43
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 0 1 4 127
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 3 3 6 120
Forecasting Inflation Using Dynamic Model Averaging 0 1 7 615 0 4 17 1,229
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 1 4 10 361
Forecasting With High Dimensional Panel VARs 0 0 0 340 1 2 5 578
Forecasting in vector autoregressions with many predictors 0 0 0 310 2 3 5 590
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 1 2 181 1 5 11 360
Forecasting with High-Dimensional Panel VARs 0 0 0 119 1 3 7 133
Forecasting with High-Dimensional Panel VARs 0 1 14 305 0 3 21 650
Forecasting with High-Dimensional Panel VARs 0 0 0 21 1 2 4 61
Forecasting with many predictors using message passing algorithms 0 1 1 299 3 4 6 674
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 0 142 0 3 4 309
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 0 0 4 136
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 0 1 6 324
Hierarchical Shrinkage in Time-Varying Parameter Models 1 1 1 7 3 3 4 35
Hierarchical shrinkage in time-varying parameter models 0 1 4 262 3 6 12 466
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 1 1 2 168
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 1 1 53 0 1 3 140
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 176 1 1 2 313
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 0 0 0 25
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 1 3 5 71
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 0 1 1 20
Large Time-Varying Parameter VARs 1 2 3 114 3 7 13 242
Large Time-Varying Parameter VARs 0 0 2 64 7 9 12 174
Large time-varying parameter VARs 0 1 1 42 2 5 9 159
Large time-varying parameter VARs 0 1 6 835 2 12 24 1,507
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 1 48 1 5 5 81
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 98 2 3 8 85
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 30 0 4 8 81
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 2 4 9 51
Machine Learning Macroeconometrics A Primer 0 0 1 628 1 2 5 1,033
Machine Learning Macroeconometrics: A Primer 0 2 17 327 1 6 41 654
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 3 15 548 4 13 64 1,373
Measuring Dynamic Connectedness with Large Bayesian VAR Models 0 6 28 423 2 16 78 1,128
Model Uncertainty in Panel Vector Autoregressive Models 0 1 1 72 0 1 1 62
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 2 4 8 58
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 1 2 5 124
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 0 1 2 69
Model uncertainty in panel vector autoregressive models 0 0 0 38 1 2 2 87
Model uncertainty in panel vector autoregressive models 0 0 4 273 2 2 11 449
Monitoring multicountry macroeconomic risk 0 0 0 64 0 0 6 34
Monitoring multicountry macroeconomic risk 0 0 0 2 2 3 6 8
Monitoring multicountry macroeconomic risk 0 0 0 20 4 5 5 31
Monitoring multicountry macroeconomic risk 0 0 3 8 1 1 7 14
Monitoring multicountry macroeconomic risk 0 0 0 8 2 2 5 14
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 161 1 1 1 308
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 6 3 5 6 43
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 116 2 4 7 196
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 1 324 0 1 7 612
Prior selection for panel vector autoregressions 1 1 12 294 2 3 27 429
Prior selection for panel vector autoregressions 0 1 1 80 1 3 4 95
Prior selection for panel vector autoregressions 0 0 0 8 2 2 5 52
Probabilistic Quantile Factor Analysis 0 0 0 1 1 3 4 7
Probabilistic Quantile Factor Analysis 0 0 0 18 0 2 7 27
Quantile forecasts of inflation under model uncertainty 0 1 1 66 0 3 3 94
Quantile forecasts of inflation under model uncertainty 0 5 9 345 0 6 17 581
Quantile forecasts of inflation under model uncertainty 0 0 0 15 2 4 5 53
Sign restrictions in high-dimensional vector autoregressions 0 0 0 121 2 2 4 216
Sign restrictions in high-dimensional vector autoregressions 0 0 3 36 0 3 11 129
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 0 1 5 174
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 1 1 4 52
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 1 3 8 152
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 3 5 6 82
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 2 383 1 2 7 689
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 1 2 45
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 0 150 2 2 2 307
The Effect of News Shocks and Monetary Policy 0 0 0 51 4 5 6 81
The Effect of News Shocks and Monetary Policy 0 0 0 35 0 1 8 108
The Effect of News Shocks and Monetary Policy 0 0 0 44 3 5 5 38
The Effect of News Shocks and Monetary Policy 0 0 1 151 1 1 4 401
The Effect of News Shocks and Monetary Policy 0 0 0 185 4 4 10 549
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 1 31 1 2 5 88
The dynamic effects of U.S. monetary policy on state unemployment 0 0 1 98 0 1 3 223
The effect of news shocks and monetary policy 0 0 1 109 1 2 4 197
The effect of news shocks and monetary policy 0 0 0 35 1 2 7 93
The time-varying evolution of inflation risks 0 3 31 371 3 10 57 700
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 0 1 3 611
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 1 1 2 73
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 119 1 2 7 249
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 2 2 3 159
VAR Forecasting Using Bayesian Variable Selection 1 1 2 137 3 5 7 303
VAR forecasting using Bayesian variable selection 1 1 1 343 2 3 6 572
VAR forecasting using Bayesian variable selection 1 1 2 307 2 3 6 652
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 2 19 1 1 3 51
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 361 1 1 6 734
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 4 59 1 1 10 204
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 0 1 4 8
Total Working Papers 17 89 421 21,656 235 525 1,570 44,854

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 5 14 46 2 14 42 131
A new index of financial conditions 0 3 9 284 2 11 47 1,537
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 1 1 16 6 11 13 62
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 1 3 7 142 3 9 20 349
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 2 2 2 5 11 14
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 5 6 8 14 26
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 5 27 555 6 16 95 1,486
Bayesian compressed vector autoregressions 0 0 0 36 1 5 9 123
Bayesian forecasting with highly correlated predictors 0 0 0 19 0 1 6 91
Decomposing global yield curve co-movement 0 0 2 12 0 0 4 54
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 1 1 4 0 2 3 6
Energy Markets and Global Economic Conditions 1 1 12 58 2 7 48 152
Exchange rate predictability and dynamic Bayesian learning 0 0 2 21 0 5 19 147
Exchange rate predictability in a changing world 0 1 3 83 0 2 10 248
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 1 2 8 75 4 7 22 281
Forecasting the term structure of government bond yields in unstable environments 0 0 2 25 1 3 10 136
Forecasting with High‐Dimensional Panel VARs 1 1 3 21 1 3 11 60
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 4 41 2 10 21 160
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 2 45 1 2 5 144
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 0 5 11 41
Large time-varying parameter VARs 1 4 11 244 3 14 36 642
Model uncertainty in Panel Vector Autoregressive models 0 0 1 80 5 7 12 243
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 0 4 4 4 12 27 27
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 2 19 3 6 13 97
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 1 2 3 66
Prior selection for panel vector autoregressions 0 1 1 34 1 2 5 96
Probabilistic Quantile Factor Analysis 0 1 1 1 1 4 9 9
Quantile regression forecasts of inflation under model uncertainty 0 0 3 48 0 2 15 136
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 2 2 7 121
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 1 68 1 2 14 222
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 1 2 4 172
Total Journal Articles 5 29 125 2,044 61 181 566 7,079

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 1 1 2 41 2 3 8 121
Forecasting in vector autoregressions with many predictors 0 0 1 1 1 1 2 6
The Effect of News Shocks and Monetary Policy 0 0 1 5 0 0 2 14
Total Chapters 1 1 4 47 3 4 12 141
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