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 9 90
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 10 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 8 155
A New Index of Financial Conditions 0 0 2 79 1 3 31 754
A New Index of Financial Conditions 0 1 2 145 0 2 20 752
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 1 1 60 0 1 10 162
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 0 10 86
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 1 122 0 0 10 52
A new index of financial conditions 0 0 1 62 0 0 11 167
A new index of financial conditions 0 0 2 116 0 1 16 405
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 2 3 16 164
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 0 4 80
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 1 108 0 2 27 196
Agreed and Disagreed Uncertainty 0 0 0 8 0 0 13 29
Agreed and Disagreed Uncertainty 0 0 0 3 0 0 18 26
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 4 5
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 0 0
Agreed and Disagreed Uncertainty 0 0 1 4 0 1 18 24
Agreed and Disagreed Uncertainty 0 0 1 13 0 0 4 33
Agreed and Disagreed Uncertainty 0 0 0 7 0 2 18 30
Agreed and Disagreed Uncertainty 0 0 1 3 0 2 21 27
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 12 18
Agreed and Disagreed Uncertainty 0 0 0 2 0 1 10 18
Agreed and Disagreed Uncertainty 0 0 0 7 1 3 14 30
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 1 331 0 3 29 766
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 1 1 3 413 1 2 19 754
Assessing the transmission of monetary policy using dynamic factor models 1 1 5 523 1 4 32 896
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 18 0 0 9 59
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 5 69 1 4 20 131
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 197 0 1 13 319
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 0 2 18 25
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 2 18 88
Bayesian Compressed Vector Autoregressions 0 0 1 233 0 1 15 444
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 2 13 106
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 5 51
Bayesian Forecasting with Highly Correlated Predictors 0 0 0 16 0 0 10 87
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 1 46 2,810 3 18 163 6,645
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 1 17 640 1 3 42 1,595
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 1 1 1 7 12
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 6 0 1 16 23
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 10 0 0 5 18
Bayesian dynamic variable selection in high dimensions 0 0 0 94 1 3 16 196
Bayesian dynamic variable selection in high dimensions 0 0 0 10 0 1 12 47
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 1 13 20
Bayesian forecasting with highly correlated predictors 0 0 0 3 0 1 9 29
Bayesian forecasting with highly correlated predictors 0 0 1 277 0 1 11 366
Bayesian methods 0 0 5 419 0 2 12 698
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 1 2 8 60
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 0 0 13 228
Data-based priors for vector autoregressions with drifting coefficients 0 0 3 286 0 0 9 469
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 0 0 14 75
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 0 1 22 167
Decomposing Global Yield Curve Co-Movement 0 0 0 259 0 1 20 501
Energy Markets and Global Economic Conditions 0 0 0 18 1 1 14 92
Energy Markets and Global Economic Conditions 0 0 0 29 0 3 18 205
Energy Markets and Global Economic Conditions 0 0 0 82 1 1 30 217
Energy Markets and Global Economic Conditions 0 0 0 40 0 4 57 167
Evaluating Monetary Policy using Deviation Errors 0 0 5 5 1 1 14 14
Evaluating Monetary Policy using Deviation Errors 0 1 1 1 0 3 8 8
Exchange Rate Predictability in a Changing World 0 0 0 108 0 2 18 168
Exchange Rate Predictability in a Changing World 0 0 0 86 1 4 16 92
Exchange Rate Predictability in a Changing World 0 0 0 20 0 0 16 107
Exchange Rate Predictability in a Changing World 0 0 0 57 0 1 8 113
Exchange Rate Predictability in a Changing World 0 0 0 307 0 0 13 584
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 0 20 283
Exchange rate predictability and dynamic Bayesian learning 0 0 1 30 0 3 19 108
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 11 11 1 2 22 22
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 1 3 0 3 43 76
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 13 13 0 2 5 5
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 2 4 15 141
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 21 0 1 14 131
Forecasting Inflation Using Dynamic Model Averaging 2 3 7 621 2 7 28 1,252
Forecasting Inflation Using Dynamic Model Averaging* 1 1 1 179 2 4 24 381
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach 2 8 8 8 1 4 4 4
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach 1 26 85 85 3 20 142 142
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach* 0 12 21 21 3 13 19 19
Forecasting With High Dimensional Panel VARs 0 1 1 341 0 1 7 583
Forecasting in vector autoregressions with many predictors 0 0 0 310 0 0 16 603
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 1 181 2 3 17 370
Forecasting with High-Dimensional Panel VARs 0 0 0 119 1 1 6 136
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 1 24 83
Forecasting with High-Dimensional Panel VARs 0 0 3 307 0 1 17 663
Forecasting with many predictors using message passing algorithms 0 0 1 299 1 2 15 685
Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting 0 9 14 14 0 2 5 5
Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting* 0 5 6 6 1 3 4 4
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 1 1 143 0 1 28 333
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 41 0 1 9 144
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 0 17 48
Hierarchical Shrinkage in Time-Varying Parameter Models 0 1 1 128 0 1 12 335
Hierarchical shrinkage in time-varying parameter models 0 1 3 264 0 1 22 482
Hierarchical shrinkage in time-varying parameter models 0 1 1 122 1 4 23 189
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 177 0 0 13 325
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 53 0 1 21 160
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 0 1 3 28
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 3 3 46 114
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 22 0 0 1 75
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 0 2 16 35
Large Time-Varying Parameter VARs 0 0 2 114 0 7 72 305
Large Time-Varying Parameter VARs 0 0 0 64 0 1 27 192
Large time-varying parameter VARs 0 0 2 43 1 1 24 178
Large time-varying parameter VARs 2 3 8 842 2 6 42 1,536
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 40 40 0 2 40 40
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 14 14 1 4 7 7
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 16 16 0 1 10 10
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 32 0 2 25 101
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 0 1 24 100
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 1 12 59
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 0 1 11 93
Machine Learning Macroeconometrics A Primer 1 1 1 629 1 1 10 1,041
Machine Learning Macroeconometrics: A Primer 0 0 3 327 0 0 9 656
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 3 19 432 4 15 87 1,191
Measuring Dynamic Connectedness with Large Bayesian VAR Models 0 4 13 556 4 19 85 1,443
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 0 0 8 69
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 0 2 11 79
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 0 17 71
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 111 1 3 11 132
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 2 11 96
Model uncertainty in panel vector autoregressive models 0 0 1 273 0 0 10 455
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 0 0 0 0 0 0 0
Monitoring multicountry macroeconomic risk 0 0 0 64 0 0 4 37
Monitoring multicountry macroeconomic risk 0 0 0 20 0 1 21 47
Monitoring multicountry macroeconomic risk 0 0 0 8 0 1 6 18
Monitoring multicountry macroeconomic risk 0 0 1 8 0 0 19 30
Monitoring multicountry macroeconomic risk 0 0 0 2 0 1 11 15
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 3 164 0 1 15 322
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 0 0 1 52 0 1 6 120
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 1 117 0 0 12 203
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 324 0 2 15 626
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 0 1 26 64
Prior selection for panel vector autoregressions 0 0 2 295 1 2 9 434
Prior selection for panel vector autoregressions 0 0 0 8 0 0 9 58
Prior selection for panel vector autoregressions 0 0 1 80 0 1 7 99
Probabilistic Quantile Factor Analysis 0 0 0 18 2 3 16 41
Probabilistic Quantile Factor Analysis 0 6 12 12 0 2 5 5
Probabilistic Quantile Factor Analysis 0 0 0 1 1 1 24 28
Quantile forecasts of inflation under model uncertainty 0 0 1 66 1 1 11 102
Quantile forecasts of inflation under model uncertainty 0 1 10 349 1 3 23 596
Quantile forecasts of inflation under model uncertainty 0 0 0 15 0 0 10 59
Sign restrictions in high-dimensional vector autoregressions 0 0 0 36 1 1 19 144
Sign restrictions in high-dimensional vector autoregressions 0 0 0 121 0 0 4 218
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 0 0 23 170
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 0 3 22 71
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 1 1 19 191
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 0 0 20 97
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 3 385 1 2 21 707
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 0 9 53
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 0 150 0 1 7 312
The Effect of News Shocks and Monetary Policy 0 0 0 68 0 0 0 74
The Effect of News Shocks and Monetary Policy 0 0 0 151 0 0 12 412
The Effect of News Shocks and Monetary Policy 0 0 0 44 0 1 15 48
The Effect of News Shocks and Monetary Policy 0 0 0 35 0 0 51 158
The Effect of News Shocks and Monetary Policy 0 0 0 31 1 1 11 96
The Effect of News Shocks and Monetary Policy 0 0 0 51 0 0 11 87
The Effect of News Shocks and Monetary Policy 0 0 0 185 0 1 14 558
The dynamic effects of U.S. monetary policy on state unemployment 0 0 0 98 0 1 21 243
The effect of news shocks and monetary policy 0 0 0 35 0 0 10 100
The effect of news shocks and monetary policy 0 0 0 109 0 0 7 201
The time-varying evolution of inflation risks 0 5 13 380 1 8 35 724
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 0 10 82
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 120 0 1 14 261
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 0 1 9 619
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 0 0 13 170
VAR Forecasting Using Bayesian Variable Selection 0 1 3 139 0 2 30 328
VAR forecasting using Bayesian variable selection 0 2 5 347 0 2 31 599
VAR forecasting using Bayesian variable selection 0 1 2 308 0 4 29 678
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 59 0 0 2 204
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 362 0 0 19 752
Variational Bayes inference in high-dimensional time-varying parameter models 1 1 1 20 1 3 9 59
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 0 0 14 21
Total Working Papers 13 104 479 22,030 67 313 3,109 47,331

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 1 9 48 1 9 43 156
A new index of financial conditions 0 2 10 291 2 13 44 1,569
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 0 0 42 92
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 0 0 5 144 0 3 33 373
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 1 3 0 4 26 34
Bayesian Approaches to Shrinkage and Sparse Estimation 0 1 1 6 1 3 22 38
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 1 23 571 1 8 80 1,544
Bayesian compressed vector autoregressions 0 0 0 36 1 2 20 137
Bayesian forecasting with highly correlated predictors 0 0 0 19 2 2 4 94
Bayesian nonparametric inference in bank business models with transient and persistent cost inefficiency 0 0 0 0 2 2 2 2
Decomposing global yield curve co-movement 0 0 1 12 0 2 17 70
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 1 4 0 0 12 15
Energy Markets and Global Economic Conditions 0 1 5 62 2 8 42 184
Exchange rate predictability and dynamic Bayesian learning 0 0 2 22 6 9 52 192
Exchange rate predictability in a changing world 0 0 2 84 1 3 23 267
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 1 2 4 77 1 3 24 297
Forecasting the term structure of government bond yields in unstable environments 0 0 1 26 1 4 21 154
Forecasting with High‐Dimensional Panel VARs 0 0 2 22 0 0 22 78
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 4 43 0 2 32 180
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 45 0 1 17 159
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 0 0 16 51
Large time-varying parameter VARs 1 2 14 253 3 15 52 678
Model uncertainty in Panel Vector Autoregressive models 0 1 2 82 1 3 22 257
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 0 3 6 0 7 43 54
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 0 19 1 1 20 109
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 0 1 20 84
Prior selection for panel vector autoregressions 0 0 1 34 0 2 13 107
Probabilistic Quantile Factor Analysis 0 0 1 1 0 0 17 18
Quantile regression forecasts of inflation under model uncertainty 0 1 1 49 1 5 31 162
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 1 2 17 136
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 0 68 0 1 23 241
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 1 4 15 184
Total Journal Articles 2 12 94 2,099 29 119 867 7,716

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 1 3 43 0 1 17 135
Forecasting in vector autoregressions with many predictors 0 0 0 1 0 0 9 14
The Effect of News Shocks and Monetary Policy 0 0 0 5 0 1 9 23
Total Chapters 0 1 3 49 0 2 35 172
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