Access Statistics for Dimitris Korobilis

Author contact details at EconPapers.

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 2 77 0 3 14 722
A New Index of Financial Conditions 0 0 2 143 1 2 12 732
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 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 7 42
A new index of financial conditions 0 0 1 61 0 0 2 156
A new index of financial conditions 0 0 3 114 0 1 6 388
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 0 0 2 168
Agreed and Disagreed Uncertainty 0 0 1 8 0 0 1 15
Agreed and Disagreed Uncertainty 0 6 7 7 0 8 9 9
Agreed and Disagreed Uncertainty 0 0 0 0 0 1 6 6
Agreed and Disagreed Uncertainty 0 0 3 12 0 4 14 29
Agreed and Disagreed Uncertainty 0 0 0 7 0 0 3 16
Agreed and Disagreed Uncertainty 1 1 1 2 2 3 4 5
Agreed and Disagreed Uncertainty 0 1 2 3 0 2 3 8
Agreed and Disagreed Uncertainty 0 0 1 2 0 0 2 8
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 1 1
Agreed and Disagreed Uncertainty 0 3 3 3 0 5 6 6
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 0 410 0 0 4 734
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 1 3 329 0 3 6 736
Assessing the transmission of monetary policy using dynamic factor models 0 2 13 517 1 3 25 863
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 18 0 1 6 50
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 0 1 2 7
Bayesian Approaches to Shrinkage and Sparse Estimation 3 3 13 63 3 4 17 109
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 196 0 0 2 306
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 1 1 93
Bayesian Compressed Vector Autoregressions 0 0 1 232 1 1 2 429
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 1 70
Bayesian Compressed Vector Autoregressions 0 0 1 28 0 0 1 46
Bayesian Forecasting with Highly Correlated Predictors 0 0 1 16 0 0 2 76
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 5 25 623 5 14 61 1,550
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 5 28 122 2,758 21 76 283 6,466
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 0 0 0 4 5 5
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 2 4 5 5 2 5 6 6
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 6 9 9 1 9 11 11
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 0 2 180
Bayesian dynamic variable selection in high dimensions 0 0 1 10 0 0 2 35
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 0 3 7
Bayesian forecasting with highly correlated predictors 0 0 0 3 0 0 0 20
Bayesian forecasting with highly correlated predictors 0 0 1 276 0 0 4 354
Bayesian methods 0 1 4 414 0 3 22 686
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 0 103 0 1 3 145
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 1 2 9 283 1 2 15 460
Decomposing Global Yield Curve Co-Movement 0 0 0 259 0 0 3 481
Energy Markets and Global Economic Conditions 0 0 5 18 0 1 24 78
Energy Markets and Global Economic Conditions 0 0 1 40 0 1 2 110
Energy Markets and Global Economic Conditions 0 1 5 29 0 2 9 187
Energy Markets and Global Economic Conditions 1 2 6 82 2 3 11 187
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 2 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 57 0 0 1 105
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 1 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 0 0 0 0 24 24 24 24
Forecasting Inflation Using Dynamic Model Averaging 1 1 2 21 2 2 4 117
Forecasting Inflation Using Dynamic Model Averaging 0 2 8 613 3 6 23 1,223
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 92 1 2 4 126
Forecasting Inflation Using Dynamic Model Averaging* 0 0 1 178 0 1 7 356
Forecasting With High Dimensional Panel VARs 0 0 0 340 0 1 5 575
Forecasting in vector autoregressions with many predictors 0 0 0 310 0 2 4 587
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 4 180 3 3 11 353
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 0 2 59
Forecasting with High-Dimensional Panel VARs 0 0 0 119 2 3 6 130
Forecasting with High-Dimensional Panel VARs 5 8 17 303 6 9 28 645
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 1 142 0 0 2 305
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 2 127 0 1 9 323
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 0 0 4 135
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 6 0 0 0 31
Hierarchical shrinkage in time-varying parameter models 0 1 5 261 0 2 8 460
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 1 176 0 1 3 312
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 52 1 1 1 138
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 0 0 1 25
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 1 2 68
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 1 22 0 1 6 74
Large Time-Varying Parameter VARs 0 1 2 64 0 1 4 165
Large Time-Varying Parameter VARs 0 0 2 112 0 0 7 233
Large time-varying parameter VARs 0 1 7 833 0 4 14 1,491
Large time-varying parameter VARs 0 0 0 41 1 2 10 154
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 98 0 0 4 81
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 2 3 4 46
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 30 1 2 4 76
Machine Learning Macroeconometrics A Primer 0 0 3 628 0 0 6 1,031
Machine Learning Macroeconometrics: A Primer 2 5 24 323 3 8 52 643
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 2 16 543 6 25 72 1,353
Measuring Dynamic Connectedness with Large Bayesian VAR Models 4 7 32 410 9 24 85 1,098
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 71 0 0 0 61
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 1 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 1 1 111 0 1 2 121
Model uncertainty in panel vector autoregressive models 1 2 7 272 1 3 14 445
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 0 1 85
Monitoring multicountry macroeconomic risk 0 0 2 2 1 1 4 4
Monitoring multicountry macroeconomic risk 0 0 1 20 0 0 2 26
Monitoring multicountry macroeconomic risk 0 0 1 64 1 1 9 33
Monitoring multicountry macroeconomic risk 0 0 0 8 0 0 5 12
Monitoring multicountry macroeconomic risk 0 1 2 6 1 3 5 10
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 1 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 3 324 0 0 9 610
Prior selection for panel vector autoregressions 0 0 0 8 0 0 3 49
Prior selection for panel vector autoregressions 0 0 0 79 1 1 1 92
Prior selection for panel vector autoregressions 5 6 11 290 7 11 26 422
Probabilistic Quantile Factor Analysis 0 0 0 18 0 0 5 25
Probabilistic Quantile Factor Analysis 0 0 0 1 1 1 1 4
Quantile forecasts of inflation under model uncertainty 0 0 0 65 0 0 0 91
Quantile forecasts of inflation under model uncertainty 0 0 0 15 0 0 1 49
Quantile forecasts of inflation under model uncertainty 0 1 8 338 0 1 15 570
Sign restrictions in high-dimensional vector autoregressions 1 1 5 35 1 1 12 124
Sign restrictions in high-dimensional vector autoregressions 0 0 1 121 0 2 6 214
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 9 0 1 3 49
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 2 2 5 147
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 1 2 4 172
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 3 382 0 1 7 686
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 1 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 0 185 0 1 5 543
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 35 0 2 6 106
The Effect of News Shocks and Monetary Policy 0 0 1 151 1 2 4 400
The Effect of News Shocks and Monetary Policy 0 0 0 68 0 0 2 73
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 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 0 0 3 89
The time-varying evolution of inflation risks 0 6 38 365 1 11 74 686
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 3 119 0 0 7 246
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 42 0 0 2 72
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 0 0 3 297
VAR forecasting using Bayesian variable selection 0 0 1 342 0 1 5 568
VAR forecasting using Bayesian variable selection 0 0 2 306 0 1 5 649
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 0 0 1 18 0 0 4 49
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 5 59 1 1 12 201
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 0 1 4 7
Total Working Papers 35 113 495 21,524 127 359 1,390 44,131

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 2 14 37 4 10 49 110
A new index of financial conditions 1 3 9 281 4 13 55 1,519
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 1 8 139 2 4 20 339
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 1 2 2 1 2 6 8
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 2 5 0 0 3 14
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 4 7 25 545 12 29 101 1,458
Bayesian compressed vector autoregressions 0 0 0 36 0 2 3 116
Bayesian forecasting with highly correlated predictors 0 0 0 19 0 1 4 88
Decomposing global yield curve co-movement 1 1 1 11 1 1 2 51
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 2 3 0 0 2 3
Energy Markets and Global Economic Conditions 0 2 17 55 1 12 46 136
Exchange rate predictability and dynamic Bayesian learning 0 1 2 20 3 7 16 139
Exchange rate predictability in a changing world 0 1 3 82 1 4 8 244
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 4 7 73 4 11 18 272
Forecasting the term structure of government bond yields in unstable environments 1 1 1 24 1 2 7 131
Forecasting with High‐Dimensional Panel VARs 0 0 2 20 1 1 8 55
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 1 3 39 1 6 10 147
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 44 0 0 2 141
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 1 1 4 34
Large time-varying parameter VARs 1 3 5 237 1 8 21 621
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 3 3 3 3 8 8 8 8
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 2 19 0 1 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 2 3 94
Quantile regression forecasts of inflation under model uncertainty 0 0 4 48 0 2 12 129
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 1 35 0 2 5 117
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 1 2 68 0 3 15 217
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 0 0 5 169
Total Journal Articles 11 33 118 1,994 46 133 451 6,798

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 1 1 1 1 1 1 2 5
The Effect of News Shocks and Monetary Policy 0 1 2 5 0 2 3 14
Total Chapters 1 2 9 46 1 3 16 137
2 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04