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 4 76
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 177 0 1 6 206
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 1 83 0 0 7 134
A New Index of Financial Conditions 0 0 4 134 0 4 314 679
A New Index of Financial Conditions 0 0 6 69 14 25 384 665
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 1 58 0 0 6 143
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 60 0 1 5 68
A new index of financial conditions 0 0 0 57 0 3 27 132
A new index of financial conditions 0 0 1 107 8 28 130 355
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 1 61 0 0 5 128
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 3 69 0 1 15 67
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 5 103 0 0 10 144
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 1 3 4 310 2 8 26 661
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 1 2 402 3 4 18 699
Assessing the transmission of monetary policy using dynamic factor models 4 10 30 438 5 15 62 696
Bayesian Compressed Vector Autoregressions 1 1 3 26 1 3 10 40
Bayesian Compressed Vector Autoregressions 0 0 2 29 0 3 6 60
Bayesian Compressed Vector Autoregressions 0 0 0 37 3 3 4 84
Bayesian Compressed Vector Autoregressions 0 0 1 226 1 2 8 410
Bayesian Forecasting with Highly Correlated Predictors 0 0 2 14 0 0 7 68
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 11 39 175 2,273 39 119 476 5,124
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 3 29 538 6 24 96 1,316
Bayesian dynamic variable selection in high dimensions 0 6 65 65 6 22 90 90
Bayesian dynamic variable selection in high dimensions 0 1 7 7 0 1 21 21
Bayesian forecasting with highly correlated predictors 0 0 0 2 0 0 5 18
Bayesian forecasting with highly correlated predictors 1 1 7 248 1 4 17 311
Bayesian methods 0 2 11 371 3 7 26 572
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 1 5 9 0 1 13 35
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 1 2 3 80 1 2 8 195
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 98 1 4 10 125
Data-based priors for vector autoregressions with drifting coefficients 2 3 17 251 4 10 33 402
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 50 1 3 9 53
Decomposing Global Yield Curve Co-Movement 0 1 2 256 0 6 10 462
Energy Markets and Global Economic Conditions 0 1 5 5 0 1 11 11
Energy Markets and Global Economic Conditions 1 3 22 22 4 9 48 48
Energy Markets and Global Economic Conditions 0 0 62 62 2 3 118 118
Energy Markets and Global Economic Conditions 0 1 15 15 5 11 48 48
Exchange Rate Predictability in a Changing World 1 6 26 278 4 11 55 491
Exchange Rate Predictability in a Changing World 0 0 1 82 0 0 3 65
Exchange Rate Predictability in a Changing World 0 0 1 106 1 1 4 141
Exchange Rate Predictability in a Changing World 0 0 1 18 0 0 5 72
Exchange Rate Predictability in a Changing World 0 0 1 54 1 2 6 89
Exchange rate predictability and dynamic Bayesian learning 0 1 2 27 0 3 14 33
Exchange rate predictability and dynamic Bayesian learning 0 1 4 113 0 3 18 229
Forecasting Inflation Using Dynamic Model Averaging 0 1 1 88 3 6 12 103
Forecasting Inflation Using Dynamic Model Averaging 2 4 21 543 14 19 71 1,073
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 17 2 6 21 101
Forecasting Inflation Using Dynamic Model Averaging* 2 2 2 167 3 3 9 321
Forecasting With High Dimensional Panel VARs 0 0 5 323 0 2 13 525
Forecasting in vector autoregressions with many predictors 0 1 5 293 0 3 18 541
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 1 8 18 147 4 12 37 278
Forecasting with High-Dimensional Panel VARs 0 0 6 114 0 2 18 93
Forecasting with High-Dimensional Panel VARs 0 0 2 17 1 2 8 45
Forecasting with High-Dimensional Panel VARs 3 10 39 223 8 19 102 502
Forecasting with many predictors using message passing algorithms 0 1 1 298 0 3 14 657
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 1 136 1 5 17 292
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 3 115 1 1 19 282
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 39 1 2 16 124
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 3 0 0 7 22
Hierarchical shrinkage in time-varying parameter models 3 7 17 236 7 12 38 405
Hierarchical shrinkage in time-varying parameter models 0 0 1 121 0 0 7 160
Hierarchical shrinkage priors for dynamic regressions with many predictors 1 4 9 159 3 11 26 269
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 52 0 1 5 127
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 0 0 2 9 9
High-dimensional macroeconomic forecasting using message passing algorithms 0 2 9 16 0 5 28 46
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 5 71 2 4 31 55
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 3 3 1 5 17 17
Large Time-Varying Parameter VARs 1 3 5 97 4 9 20 195
Large Time-Varying Parameter VARs 0 1 1 53 1 4 15 132
Large time-varying parameter VARs 3 8 37 776 6 17 67 1,359
Large time-varying parameter VARs 0 0 1 34 2 7 22 112
Machine Learning Econometrics: Bayesian algorithms and methods 1 1 20 20 1 6 28 28
Machine Learning Econometrics: Bayesian algorithms and methods 1 3 25 25 1 4 28 28
Machine Learning Econometrics: Bayesian algorithms and methods 1 1 92 92 1 4 57 57
Machine Learning Econometrics: Bayesian algorithms and methods 1 2 37 37 2 6 32 32
Machine Learning Macroeconometrics A Primer 0 0 11 609 1 7 57 965
Machine Learning Macroeconometrics: A Primer 5 17 75 177 9 38 152 353
Measuring Dynamic Connectedness with Large Bayesian VAR Models 3 8 48 212 21 40 154 512
Measuring Dynamic Connectedness with Large Bayesian VAR Models 3 14 68 418 9 37 176 888
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 4 0 0 5 43
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 25 0 0 7 56
Model Uncertainty in Panel Vector Autoregressive Models 0 0 3 107 0 1 12 105
Model Uncertainty in Panel Vector Autoregressive Models 0 0 2 70 0 1 8 52
Model uncertainty in panel vector autoregressive models 0 0 1 37 3 3 12 78
Model uncertainty in panel vector autoregressive models 3 7 20 236 3 8 43 379
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 3 3 7 154 3 3 12 294
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 0 0 0 50 1 1 4 108
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 4 6 2 2 11 31
On the Sources of Uncertainty in Exchange Rate Predictability 1 2 12 301 2 7 29 561
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 4 114 1 1 10 181
Prior selection for panel vector autoregressions 4 10 24 240 5 12 38 337
Prior selection for panel vector autoregressions 1 1 3 4 2 3 9 27
Prior selection for panel vector autoregressions 0 2 6 71 0 2 11 80
Quantile forecasts of inflation under model uncertainty 0 6 25 257 5 17 68 432
Quantile forecasts of inflation under model uncertainty 0 1 6 7 0 1 17 35
Quantile forecasts of inflation under model uncertainty 0 1 2 59 0 1 7 81
Sign restrictions in high-dimensional vector autoregressions 1 16 115 115 3 29 184 184
Sign restrictions in high-dimensional vector autoregressions 0 2 5 5 3 20 35 35
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 8 0 1 8 41
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 1 3 18 124
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 1 1 13 153
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 1 1 26 1 5 13 64
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 1 2 9 360 2 5 31 634
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 2 12 37
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 3 143 0 2 12 277
The Effect of News Shocks and Monetary Policy 0 0 0 29 0 2 11 45
The Effect of News Shocks and Monetary Policy 0 0 6 182 0 3 28 481
The Effect of News Shocks and Monetary Policy 0 1 1 34 1 6 14 62
The Effect of News Shocks and Monetary Policy 0 0 0 48 0 2 9 29
The Effect of News Shocks and Monetary Policy 3 8 37 127 9 25 122 295
The Effect of News Shocks and Monetary Policy 0 0 4 66 0 1 15 52
The dynamic effects of U.S. monetary policy on state unemployment 0 0 0 96 1 2 7 196
The effect of news shocks and monetary policy 0 0 4 46 0 1 27 58
The effect of news shocks and monetary policy 0 0 1 34 1 4 12 46
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 281 0 0 3 600
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 5 8 20 97 7 13 33 207
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 1 1 40 1 2 4 62
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 1 2 4 55 1 2 8 135
VAR Forecasting Using Bayesian Variable Selection 0 0 5 128 1 4 19 263
VAR forecasting using Bayesian variable selection 3 5 16 313 4 10 41 503
VAR forecasting using Bayesian variable selection 0 0 1 300 1 2 16 629
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 3 15 1 1 15 37
Variational Bayes inference in high-dimensional time-varying parameter models 2 2 9 30 8 10 27 83
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 37 354 0 1 102 698
Total Working Papers 82 266 1,500 18,093 299 874 4,691 35,202

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new index of financial conditions 2 7 30 208 27 50 444 1,249
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 4 6 0 4 19 25
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 1 1 3 102 2 4 22 241
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 9 21 78 373 25 63 220 874
Bayesian compressed vector autoregressions 1 4 10 19 5 9 36 65
Bayesian forecasting with highly correlated predictors 0 0 1 18 0 0 7 77
Decomposing global yield curve co-movement 0 0 4 5 1 4 20 24
Exchange rate predictability and dynamic Bayesian learning 0 3 8 8 3 10 31 31
Exchange rate predictability in a changing world 0 0 3 64 3 9 26 188
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 0 1 54 4 5 29 196
Forecasting the term structure of government bond yields in unstable environments 1 1 1 17 3 11 23 94
Forecasting with High‐Dimensional Panel VARs 1 2 7 10 2 3 18 22
Hierarchical Shrinkage in Time‐Varying Parameter Models 1 1 3 26 2 7 23 115
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 1 5 28 1 3 14 109
Large time-varying parameter VARs 2 9 31 188 10 24 79 461
Model uncertainty in Panel Vector Autoregressive models 0 1 8 57 2 8 36 177
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 5 12 1 1 16 51
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 1 13 1 1 5 52
Prior selection for panel vector autoregressions 1 2 6 18 3 5 15 61
Quantile regression forecasts of inflation under model uncertainty 0 0 1 22 1 3 12 68
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 3 26 0 3 16 93
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 1 1 4 57 1 1 14 159
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 0 1 17 144
Total Journal Articles 20 55 217 1,331 97 229 1,142 4,576

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 0 1 21 2 2 8 70
Total Chapters 0 0 1 21 2 2 8 70

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Statistics updated 2021-01-03