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 1 1 217
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 1 2 4 147
A New Index of Financial Conditions 0 0 1 142 0 1 10 728
A New Index of Financial Conditions 0 0 3 77 1 2 15 716
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 0 0 0 151
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 0 0 75
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 1 121 0 1 7 41
A new index of financial conditions 0 0 1 61 0 0 3 156
A new index of financial conditions 0 1 3 114 0 1 4 386
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 0 1 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 2 168
Agreed and Disagreed Uncertainty 0 0 1 7 0 1 5 16
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 1 1
Agreed and Disagreed Uncertainty 0 0 1 2 1 1 2 8
Agreed and Disagreed Uncertainty 0 0 0 0 1 3 4 4
Agreed and Disagreed Uncertainty 0 0 1 8 0 0 1 15
Agreed and Disagreed Uncertainty 0 1 4 12 0 4 11 24
Agreed and Disagreed Uncertainty 0 1 2 2 0 1 4 6
Agreed and Disagreed Uncertainty 0 0 1 1 1 1 2 2
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 1 410 1 1 5 733
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 1 326 0 0 2 731
Assessing the transmission of monetary policy using dynamic factor models 1 4 15 514 1 7 32 859
Bayesian Approaches to Shrinkage and Sparse Estimation 0 2 9 56 2 4 17 101
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 196 0 0 2 306
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 2 18 0 0 7 48
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 0 1 1 6
Bayesian Compressed Vector Autoregressions 0 0 1 232 0 0 1 428
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 0 0 92
Bayesian Compressed Vector Autoregressions 0 1 1 28 0 1 1 46
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 0 69
Bayesian Forecasting with Highly Correlated Predictors 0 0 1 16 0 0 1 75
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 8 23 616 1 18 56 1,531
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 15 43 122 2,730 35 93 283 6,385
Bayesian dynamic variable selection in high dimensions 0 0 0 9 0 0 1 34
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 0 2 179
Bayesian dynamic variable selection in high dimensions 0 0 0 0 1 2 3 7
Bayesian forecasting with highly correlated predictors 0 0 0 3 0 0 0 20
Bayesian forecasting with highly correlated predictors 1 1 2 276 2 2 5 354
Bayesian methods 0 0 4 412 0 4 23 681
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 0 1 4 52
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 0 0 1 214
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 3 11 279 2 4 17 455
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 1 1 3 144
Decomposing Global Yield Curve Co-Movement 0 0 0 259 0 0 3 481
Energy Markets and Global Economic Conditions 1 2 5 79 1 3 7 181
Energy Markets and Global Economic Conditions 0 2 7 18 4 9 31 76
Energy Markets and Global Economic Conditions 1 2 5 28 1 2 12 184
Energy Markets and Global Economic Conditions 0 1 1 40 0 1 3 109
Exchange Rate Predictability in a Changing World 0 0 0 107 0 0 0 148
Exchange Rate Predictability in a Changing World 0 0 1 57 0 0 2 104
Exchange Rate Predictability in a Changing World 1 1 4 306 1 1 6 568
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 1 89
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 0 2 260
Exchange rate predictability and dynamic Bayesian learning 0 0 0 29 0 1 2 88
Forecasting Inflation Using Dynamic Model Averaging 2 3 11 611 2 5 23 1,217
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 20 1 1 4 115
Forecasting Inflation Using Dynamic Model Averaging 0 0 3 92 1 1 4 124
Forecasting Inflation Using Dynamic Model Averaging* 0 0 5 178 0 2 8 353
Forecasting With High Dimensional Panel VARs 0 0 2 340 0 0 6 573
Forecasting in vector autoregressions with many predictors 0 0 3 310 0 0 7 585
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 1 7 180 0 1 15 350
Forecasting with High-Dimensional Panel VARs 0 0 0 119 1 1 4 127
Forecasting with High-Dimensional Panel VARs 1 3 10 294 2 4 20 633
Forecasting with High-Dimensional Panel VARs 0 0 0 21 1 2 2 59
Forecasting with many predictors using message passing algorithms 0 0 0 298 1 1 1 669
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 0 40 0 1 3 133
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 6 0 0 1 31
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 2 127 0 3 7 321
Hierarchical shrinkage in time-varying parameter models 0 1 5 259 1 3 7 457
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 2 176 0 0 3 311
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 52 0 0 1 137
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 75 1 1 1 67
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 1 22 0 0 3 71
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 0 0 1 19
Large Time-Varying Parameter VARs 0 0 4 111 2 3 10 232
Large Time-Varying Parameter VARs 0 0 1 62 1 1 4 163
Large time-varying parameter VARs 0 0 0 41 1 2 10 152
Large time-varying parameter VARs 2 2 11 831 2 3 18 1,486
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 29 0 0 4 73
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 0 0 42
Machine Learning Econometrics: Bayesian algorithms and methods 0 2 2 98 0 4 4 81
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 47 0 0 2 76
Machine Learning Macroeconometrics A Primer 1 1 4 628 1 3 9 1,031
Machine Learning Macroeconometrics: A Primer 0 4 19 314 4 16 53 629
Measuring Dynamic Connectedness with Large Bayesian VAR Models 2 5 37 400 4 18 84 1,068
Measuring Dynamic Connectedness with Large Bayesian VAR Models 3 5 18 538 6 15 66 1,324
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 28 0 0 2 67
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 71 0 0 0 61
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 5 0 0 1 50
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 110 1 1 1 120
Model uncertainty in panel vector autoregressive models 0 1 7 270 1 4 15 442
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 0 1 85
Monitoring multicountry macroeconomic risk 0 0 1 8 1 2 6 11
Monitoring multicountry macroeconomic risk 0 0 1 5 0 0 3 7
Monitoring multicountry macroeconomic risk 0 0 2 20 0 0 9 26
Monitoring multicountry macroeconomic risk 0 0 2 2 1 1 3 3
Monitoring multicountry macroeconomic risk 0 0 1 64 0 4 10 32
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 2 113
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 0 0 1 37
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 5 323 1 2 9 607
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 116 0 1 2 190
Prior selection for panel vector autoregressions 0 0 0 8 1 1 4 48
Prior selection for panel vector autoregressions 0 0 0 79 0 0 0 91
Prior selection for panel vector autoregressions 0 1 8 283 3 6 17 408
Probabilistic Quantile Factor Analysis 0 0 0 18 1 5 5 25
Probabilistic Quantile Factor Analysis 0 0 0 1 0 0 0 3
Quantile forecasts of inflation under model uncertainty 0 0 13 336 1 4 23 568
Quantile forecasts of inflation under model uncertainty 0 0 0 15 0 1 1 49
Quantile forecasts of inflation under model uncertainty 0 0 0 65 0 0 0 91
Sign restrictions in high-dimensional vector autoregressions 1 1 8 34 1 5 19 123
Sign restrictions in high-dimensional vector autoregressions 0 0 2 121 0 0 5 212
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 1 9 0 0 3 48
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 0 1 2 77
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 0 0 2 144
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 0 1 2 170
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 5 382 1 2 7 684
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 0 1 43
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 30 0 0 1 83
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 6 541
The Effect of News Shocks and Monetary Policy 0 0 0 68 0 0 1 72
The Effect of News Shocks and Monetary Policy 0 1 1 151 0 1 2 398
The Effect of News Shocks and Monetary Policy 0 0 0 51 0 0 1 75
The Effect of News Shocks and Monetary Policy 0 0 0 35 1 2 2 102
The dynamic effects of U.S. monetary policy on state unemployment 0 0 0 97 0 1 1 221
The effect of news shocks and monetary policy 0 1 1 109 0 1 5 194
The effect of news shocks and monetary policy 0 0 0 35 2 2 2 88
The time-varying evolution of inflation risks 3 12 39 352 7 19 77 662
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 1 3 72
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 2 283 0 1 3 609
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 3 119 3 3 8 245
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 1 67 0 0 1 156
VAR Forecasting Using Bayesian Variable Selection 0 1 1 136 0 1 3 297
VAR forecasting using Bayesian variable selection 0 0 1 342 0 1 5 567
VAR forecasting using Bayesian variable selection 0 0 1 305 0 0 3 646
Variational Bayes inference in high-dimensional time-varying parameter models 1 1 1 361 3 4 4 732
Variational Bayes inference in high-dimensional time-varying parameter models 2 3 5 58 2 4 12 198
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 1 18 0 1 4 49
Where do they care? The ECB in the media and inflation expectations 0 0 2 2 1 2 5 6
Total Working Papers 39 124 505 21,359 124 355 1,310 43,639

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 1 2 14 34 2 7 43 96
A new index of financial conditions 0 2 8 277 4 13 50 1,503
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 15 0 0 1 49
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 2 2 7 137 2 4 17 333
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 0 0 0 1 2 4
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 4 0 0 2 12
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 5 10 24 538 11 34 88 1,425
Bayesian compressed vector autoregressions 0 0 0 36 0 0 2 114
Bayesian forecasting with highly correlated predictors 0 0 0 19 1 1 2 86
Decomposing global yield curve co-movement 0 0 1 10 0 0 3 50
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 3 3 0 0 3 3
Energy Markets and Global Economic Conditions 2 7 25 53 5 16 46 120
Exchange rate predictability and dynamic Bayesian learning 0 0 1 19 2 4 19 132
Exchange rate predictability in a changing world 1 1 2 81 2 2 4 240
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 1 2 5 69 1 2 13 261
Forecasting the term structure of government bond yields in unstable environments 0 0 0 23 1 2 5 128
Forecasting with High‐Dimensional Panel VARs 1 2 2 20 2 3 6 52
Hierarchical Shrinkage in Time‐Varying Parameter Models 1 1 2 38 1 1 4 140
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 1 2 44 0 1 3 140
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 0 2 3 32
Large time-varying parameter VARs 0 1 3 234 3 4 21 610
Model uncertainty in Panel Vector Autoregressive models 0 1 2 80 1 3 10 234
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 1 2 18 2 3 7 87
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 0 1 1 64
Prior selection for panel vector autoregressions 0 0 0 33 0 1 3 92
Quantile regression forecasts of inflation under model uncertainty 0 3 5 48 1 6 12 127
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 34 0 1 4 115
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 3 67 3 4 17 212
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 0 0 5 168
Total Journal Articles 14 36 114 1,955 44 116 396 6,629

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 1 1 7 40 1 2 12 115
Forecasting in vector autoregressions with many predictors 0 0 0 0 0 0 1 4
The Effect of News Shocks and Monetary Policy 0 0 1 4 0 0 1 12
Total Chapters 1 1 8 44 1 2 14 131
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Statistics updated 2025-03-03