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 5 8 89
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 7 8 225
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 3 4 151
A New Index of Financial Conditions 0 0 1 78 5 19 31 747
A New Index of Financial Conditions 0 0 2 144 0 9 17 745
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 6 8 159
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 4 6 81
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 1 122 2 5 9 50
A new index of financial conditions 0 0 1 115 1 5 11 397
A new index of financial conditions 0 0 1 62 3 7 11 167
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 1 7 10 158
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 0 4 80
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 1 1 1 108 1 12 16 184
Agreed and Disagreed Uncertainty 0 0 0 0 0 1 3 4
Agreed and Disagreed Uncertainty 0 0 0 0 2 5 10 14
Agreed and Disagreed Uncertainty 0 0 0 8 1 6 10 25
Agreed and Disagreed Uncertainty 1 1 2 3 3 12 21 23
Agreed and Disagreed Uncertainty 0 0 1 3 1 11 19 25
Agreed and Disagreed Uncertainty 0 0 4 4 0 8 18 18
Agreed and Disagreed Uncertainty 0 0 0 7 0 6 9 25
Agreed and Disagreed Uncertainty 0 0 1 13 0 1 9 33
Agreed and Disagreed Uncertainty 0 0 0 2 1 5 7 15
Agreed and Disagreed Uncertainty 0 0 7 7 0 8 25 25
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 1 1 2 412 3 8 18 751
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 1 5 331 0 14 22 753
Assessing the transmission of monetary policy using dynamic factor models 0 3 8 522 4 15 30 889
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 18 0 3 11 59
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 197 1 5 7 313
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 0 7 11 17
Bayesian Approaches to Shrinkage and Sparse Estimation 0 2 13 69 0 7 24 125
Bayesian Compressed Vector Autoregressions 0 0 0 31 5 8 13 82
Bayesian Compressed Vector Autoregressions 0 0 0 232 0 6 11 439
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 4 10 102
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 1 5 51
Bayesian Forecasting with Highly Correlated Predictors 0 0 0 16 0 8 10 85
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 11 17 63 2,793 20 43 205 6,590
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 8 20 636 3 12 46 1,577
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 1 1 4 11 11
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 10 10 0 0 17 17
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 6 6 1 6 18 18
Bayesian dynamic variable selection in high dimensions 0 0 0 0 1 4 8 15
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 7 12 191
Bayesian dynamic variable selection in high dimensions 0 0 1 10 1 7 10 44
Bayesian forecasting with highly correlated predictors 0 1 1 277 0 3 5 359
Bayesian forecasting with highly correlated predictors 0 0 0 3 0 4 5 25
Bayesian methods 0 2 6 418 2 5 14 695
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 0 2 4 56
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 1 6 12 226
Data-based priors for vector autoregressions with drifting coefficients 0 0 6 285 0 3 13 468
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 7 10 10 71
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 9 15 17 161
Decomposing Global Yield Curve Co-Movement 0 0 0 259 4 11 15 496
Energy Markets and Global Economic Conditions 0 0 1 29 0 5 14 198
Energy Markets and Global Economic Conditions 0 0 0 18 1 4 10 86
Energy Markets and Global Economic Conditions 0 0 0 40 5 40 47 156
Energy Markets and Global Economic Conditions 0 0 3 82 5 13 28 209
Evaluating Monetary Policy using Deviation Errors 0 0 5 5 3 8 12 12
Evaluating Monetary Policy using Deviation Errors 0 0 0 0 2 3 3 3
Exchange Rate Predictability in a Changing World 0 0 1 307 2 5 11 579
Exchange Rate Predictability in a Changing World 0 0 0 57 0 6 7 111
Exchange Rate Predictability in a Changing World 0 0 1 108 2 7 16 164
Exchange Rate Predictability in a Changing World 0 0 0 20 6 10 16 105
Exchange Rate Predictability in a Changing World 0 0 0 86 5 9 10 86
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 1 16 20 280
Exchange rate predictability and dynamic Bayesian learning 0 1 1 30 4 12 16 104
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 13 13 13 13 2 2 2 2
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 3 3 9 23 66 66
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 1 11 11 0 10 13 13
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 0 5 10 125
Forecasting Inflation Using Dynamic Model Averaging 0 2 6 617 1 11 23 1,240
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 1 7 10 134
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 1 14 22 375
Forecasting With High Dimensional Panel VARs 0 0 0 340 0 1 6 579
Forecasting in vector autoregressions with many predictors 0 0 0 310 2 9 14 599
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 1 181 0 4 14 364
Forecasting with High-Dimensional Panel VARs 0 1 12 306 5 9 26 659
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 2 8 135
Forecasting with High-Dimensional Panel VARs 0 0 0 21 5 16 18 77
Forecasting with many predictors using message passing algorithms 0 0 1 299 0 5 10 679
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 0 142 6 20 24 329
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 8 12 43
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 1 5 8 141
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 0 7 10 331
Hierarchical shrinkage in time-varying parameter models 1 1 4 263 1 10 19 476
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 4 11 13 179
Hierarchical shrinkage priors for dynamic regressions with many predictors 1 1 1 177 3 10 12 323
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 53 5 16 19 156
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 2 7 8 27
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 10 29 33 100
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 0 1 1 26
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 22 0 1 4 75
Large Time-Varying Parameter VARs 0 0 2 64 9 15 26 189
Large Time-Varying Parameter VARs 0 0 3 114 1 49 59 291
Large time-varying parameter VARs 1 3 7 838 7 18 39 1,525
Large time-varying parameter VARs 0 0 1 42 4 11 18 170
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 4 38 38 38 0 33 33 33
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 14 14 14 14 2 2 2 2
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 16 16 16 1 8 8 8
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 2 31 2 8 16 89
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 5 14 56
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 7 16 21 97
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 0 2 6 87
Machine Learning Macroeconometrics A Primer 0 0 0 628 0 6 8 1,039
Machine Learning Macroeconometrics: A Primer 0 0 13 327 0 2 27 656
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 4 27 427 4 35 95 1,163
Measuring Dynamic Connectedness with Large Bayesian VAR Models 0 2 12 550 4 29 78 1,402
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 0 4 8 128
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 0 6 7 68
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 1 8 10 77
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 11 19 69
Model uncertainty in panel vector autoregressive models 0 0 3 273 2 4 11 453
Model uncertainty in panel vector autoregressive models 0 0 0 38 1 5 7 92
Monitoring multicountry macroeconomic risk 0 0 0 64 0 2 4 36
Monitoring multicountry macroeconomic risk 0 0 0 2 0 3 8 11
Monitoring multicountry macroeconomic risk 0 0 0 20 4 12 17 43
Monitoring multicountry macroeconomic risk 0 0 0 8 1 2 5 16
Monitoring multicountry macroeconomic risk 0 0 3 8 1 13 20 27
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 1 1 162 1 6 7 314
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 0 0 0 51 1 3 4 117
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 1 324 6 10 15 622
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 7 14 20 57
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 116 1 5 11 201
Prior selection for panel vector autoregressions 0 0 1 80 0 2 6 97
Prior selection for panel vector autoregressions 0 0 0 8 0 4 8 56
Prior selection for panel vector autoregressions 0 1 12 295 0 3 24 432
Probabilistic Quantile Factor Analysis 0 0 0 18 1 7 9 34
Probabilistic Quantile Factor Analysis 0 0 0 1 13 17 21 24
Quantile forecasts of inflation under model uncertainty 2 3 12 348 3 8 21 589
Quantile forecasts of inflation under model uncertainty 0 0 0 15 0 5 9 58
Quantile forecasts of inflation under model uncertainty 0 0 1 66 1 3 6 97
Sign restrictions in high-dimensional vector autoregressions 0 0 0 121 0 1 5 217
Sign restrictions in high-dimensional vector autoregressions 0 0 2 36 3 10 16 139
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 3 11 15 63
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 0 6 11 88
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 2 15 23 167
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 1 4 8 178
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 2 384 3 13 18 702
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 3 6 8 51
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 0 150 0 3 5 310
The Effect of News Shocks and Monetary Policy 0 0 0 35 0 47 53 155
The Effect of News Shocks and Monetary Policy 0 0 1 31 0 6 11 94
The Effect of News Shocks and Monetary Policy 0 0 0 44 2 8 13 46
The Effect of News Shocks and Monetary Policy 0 0 0 151 2 7 10 408
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 51 1 6 12 87
The Effect of News Shocks and Monetary Policy 0 0 0 185 0 6 14 555
The dynamic effects of U.S. monetary policy on state unemployment 0 0 1 98 4 12 14 235
The effect of news shocks and monetary policy 0 0 0 109 0 2 5 199
The effect of news shocks and monetary policy 0 0 0 35 0 2 7 95
The time-varying evolution of inflation risks 0 3 22 374 1 10 48 710
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 0 4 6 615
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 5 6 78
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 1 1 120 5 7 11 256
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 2 8 11 167
VAR Forecasting Using Bayesian Variable Selection 0 0 1 137 3 18 24 321
VAR forecasting using Bayesian variable selection 0 0 2 307 5 17 23 669
VAR forecasting using Bayesian variable selection 2 2 3 345 5 18 23 590
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 361 0 10 12 744
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 59 0 0 6 204
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 19 0 3 5 54
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 5 11 13 19
Total Working Papers 55 147 444 21,803 314 1,433 2,648 46,287

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 0 12 46 2 8 43 139
A new index of financial conditions 0 2 9 286 4 12 46 1,549
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 3 25 38 87
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 1 1 6 143 1 14 30 363
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 1 3 3 1 6 16 20
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 5 1 7 21 33
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 8 10 27 565 12 25 86 1,511
Bayesian compressed vector autoregressions 0 0 0 36 1 5 14 128
Bayesian forecasting with highly correlated predictors 0 0 0 19 0 0 5 91
Decomposing global yield curve co-movement 0 0 2 12 2 12 16 66
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 1 4 0 3 6 9
Energy Markets and Global Economic Conditions 0 1 6 59 3 18 50 170
Exchange rate predictability and dynamic Bayesian learning 0 1 3 22 2 29 44 176
Exchange rate predictability in a changing world 1 1 3 84 5 13 21 261
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 0 6 75 2 11 31 292
Forecasting the term structure of government bond yields in unstable environments 1 1 3 26 1 10 18 146
Forecasting with High‐Dimensional Panel VARs 0 0 1 21 0 10 18 70
Hierarchical Shrinkage in Time‐Varying Parameter Models 1 2 5 43 6 18 38 178
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 45 0 11 15 155
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 0 7 16 48
Large time-varying parameter VARs 2 3 13 247 4 12 44 654
Model uncertainty in Panel Vector Autoregressive models 1 1 1 81 2 9 18 252
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 1 5 5 3 15 42 42
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 1 19 2 8 18 105
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 8 13 15 79
Prior selection for panel vector autoregressions 0 0 1 34 0 6 10 102
Probabilistic Quantile Factor Analysis 0 0 1 1 1 6 15 15
Quantile regression forecasts of inflation under model uncertainty 0 0 0 48 4 16 25 152
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 2 7 13 128
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 1 68 2 8 18 230
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 2 5 9 177
Total Journal Articles 15 25 114 2,069 76 349 799 7,428

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 0 1 41 5 10 16 131
Forecasting in vector autoregressions with many predictors 0 0 1 1 1 6 8 12
The Effect of News Shocks and Monetary Policy 0 0 1 5 0 5 7 19
Total Chapters 0 0 3 47 6 21 31 162
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