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 8 90
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 9 227
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 32 755
A New Index of Financial Conditions 0 0 2 145 2 2 21 754
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 1 60 2 2 12 164
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 1 1 11 87
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 1 122 1 1 11 53
A new index of financial conditions 0 0 2 116 1 1 17 406
A new index of financial conditions 0 0 1 62 3 3 13 170
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 1 3 17 165
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 1 26 196
Agreed and Disagreed Uncertainty 0 0 1 3 1 2 21 28
Agreed and Disagreed Uncertainty 0 0 0 7 0 1 17 30
Agreed and Disagreed Uncertainty 0 0 0 2 0 0 9 18
Agreed and Disagreed Uncertainty 0 0 1 4 0 0 18 24
Agreed and Disagreed Uncertainty 0 0 0 8 0 0 12 29
Agreed and Disagreed Uncertainty 0 0 0 3 0 0 17 26
Agreed and Disagreed Uncertainty 0 0 0 7 1 2 14 31
Agreed and Disagreed Uncertainty 0 0 0 0 1 1 13 19
Agreed and Disagreed Uncertainty 0 0 0 0 2 2 2 2
Agreed and Disagreed Uncertainty 0 0 1 13 0 0 4 33
Agreed and Disagreed Uncertainty 0 0 0 0 1 1 5 6
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 1 3 413 0 1 18 754
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 1 331 1 2 30 767
Assessing the transmission of monetary policy using dynamic factor models 1 2 6 524 1 2 32 897
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 5 69 0 2 16 131
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 0 1 17 25
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 18 0 0 7 59
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 197 0 0 12 319
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 2 18 88
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 1 13 106
Bayesian Compressed Vector Autoregressions 0 0 1 233 1 1 15 445
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 4 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 16 640 1 3 41 1,596
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 0 46 2,810 2 13 153 6,647
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 0 6 0 1 13 23
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 10 0 0 5 18
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 1 1 2 8 13
Bayesian dynamic variable selection in high dimensions 0 0 0 94 2 4 18 198
Bayesian dynamic variable selection in high dimensions 0 0 0 0 1 2 14 21
Bayesian dynamic variable selection in high dimensions 0 0 0 10 1 1 13 48
Bayesian forecasting with highly correlated predictors 0 0 0 3 0 0 9 29
Bayesian forecasting with highly correlated predictors 0 0 1 277 0 0 10 366
Bayesian methods 0 0 4 419 0 1 11 698
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 4 5 12 64
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 1 1 13 229
Data-based priors for vector autoregressions with drifting coefficients 0 0 3 286 0 0 7 469
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 0 1 22 167
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 0 0 14 75
Decomposing Global Yield Curve Co-Movement 0 0 0 259 1 1 20 502
Energy Markets and Global Economic Conditions 0 0 0 82 3 4 32 220
Energy Markets and Global Economic Conditions 0 0 0 18 1 2 14 93
Energy Markets and Global Economic Conditions 0 0 0 29 0 1 16 205
Energy Markets and Global Economic Conditions 0 0 0 40 2 3 59 169
Evaluating Monetary Policy using Deviation Errors 0 0 5 5 0 1 14 14
Evaluating Monetary Policy using Deviation Errors 0 0 1 1 0 0 8 8
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 86 1 3 17 93
Exchange Rate Predictability in a Changing World 0 0 0 307 2 2 13 586
Exchange Rate Predictability in a Changing World 0 0 0 20 1 1 17 108
Exchange Rate Predictability in a Changing World 0 0 0 108 2 4 16 170
Exchange rate predictability and dynamic Bayesian learning 0 0 1 30 0 2 19 108
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 0 20 283
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 13 13 1 2 6 6
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 11 11 0 2 22 22
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 0 3 2 2 43 78
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 21 0 0 14 131
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 0 3 15 141
Forecasting Inflation Using Dynamic Model Averaging 0 3 7 621 1 6 28 1,253
Forecasting Inflation Using Dynamic Model Averaging* 0 1 1 179 2 6 26 383
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach 0 3 85 85 2 8 144 144
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach 0 8 8 8 1 5 5 5
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach* 0 0 21 21 0 3 19 19
Forecasting With High Dimensional Panel VARs 0 1 1 341 1 2 8 584
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 1 3 16 371
Forecasting with High-Dimensional Panel VARs 0 0 3 307 0 1 16 663
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 1 24 83
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 1 6 136
Forecasting with many predictors using message passing algorithms 0 0 1 299 2 3 17 687
Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting 0 0 14 14 1 1 6 6
Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting* 0 0 6 6 0 2 4 4
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 1 143 1 1 28 334
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 41 0 1 8 144
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 1 1 17 49
Hierarchical Shrinkage in Time-Varying Parameter Models 0 1 1 128 1 2 13 336
Hierarchical shrinkage in time-varying parameter models 0 1 3 264 1 2 23 483
Hierarchical shrinkage in time-varying parameter models 0 1 1 122 1 3 23 190
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 53 0 1 21 160
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 177 0 0 13 325
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 0 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 5 0 1 3 28
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 0 0 16 35
Large Time-Varying Parameter VARs 0 0 0 64 0 0 27 192
Large Time-Varying Parameter VARs 0 0 2 114 4 9 74 309
Large time-varying parameter VARs 0 3 8 842 0 3 41 1,536
Large time-varying parameter VARs 0 0 2 43 1 2 25 179
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 40 40 1 2 41 41
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 14 14 2 6 9 9
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 16 16 4 4 14 14
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 1 2 12 94
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 0 0 24 100
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 32 1 3 25 102
Machine Learning Macroeconometrics A Primer 0 1 1 629 1 2 11 1,042
Machine Learning Macroeconometrics: A Primer 0 0 2 327 0 0 8 656
Measuring Dynamic Connectedness with Large Bayesian VAR Models 2 4 17 434 7 17 86 1,198
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 3 12 557 7 18 90 1,450
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 111 1 3 11 133
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 28 0 1 11 79
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 0 0 8 69
Model uncertainty in panel vector autoregressive models 0 0 0 273 0 0 8 455
Model uncertainty in panel vector autoregressive models 0 0 0 38 1 1 12 97
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 0 0 0 1 1 1 1
Monitoring multicountry macroeconomic risk 0 0 0 64 1 1 4 38
Monitoring multicountry macroeconomic risk 0 0 0 20 1 1 22 48
Monitoring multicountry macroeconomic risk 0 0 0 2 0 0 10 15
Monitoring multicountry macroeconomic risk 0 0 0 8 1 2 7 19
Monitoring multicountry macroeconomic risk 0 0 0 8 1 1 18 31
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 1 2 7 121
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 0 0 26 64
On the Sources of Uncertainty in Exchange Rate Predictability 1 1 1 325 1 1 16 627
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 1 117 0 0 11 203
Prior selection for panel vector autoregressions 0 0 2 295 0 2 8 434
Prior selection for panel vector autoregressions 0 0 1 80 0 0 7 99
Prior selection for panel vector autoregressions 0 0 0 8 1 1 9 59
Probabilistic Quantile Factor Analysis 0 0 0 18 1 4 17 42
Probabilistic Quantile Factor Analysis 0 0 0 1 0 1 24 28
Probabilistic Quantile Factor Analysis 0 1 12 12 0 1 5 5
Quantile forecasts of inflation under model uncertainty 1 2 10 350 1 4 22 597
Quantile forecasts of inflation under model uncertainty 0 0 1 66 1 2 12 103
Quantile forecasts of inflation under model uncertainty 0 0 0 15 2 2 12 61
Sign restrictions in high-dimensional vector autoregressions 0 0 0 36 0 1 18 144
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 90 3 4 21 194
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 0 0 21 170
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 1 1 21 98
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 0 1 20 71
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 2 385 2 4 22 709
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 1 1 10 54
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 0 150 1 1 8 313
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 0 185 2 3 15 560
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 51 1 1 12 88
The Effect of News Shocks and Monetary Policy 0 0 0 44 1 2 16 49
The Effect of News Shocks and Monetary Policy 0 0 0 31 1 2 11 97
The Effect of News Shocks and Monetary Policy 0 0 0 151 0 0 12 412
The dynamic effects of U.S. monetary policy on state unemployment 0 0 0 98 0 0 21 243
The effect of news shocks and monetary policy 0 0 0 35 0 0 9 100
The effect of news shocks and monetary policy 0 0 0 109 1 1 7 202
The time-varying evolution of inflation risks 1 4 13 381 2 7 36 726
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 2 3 11 621
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 0 14 261
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 1 1 14 171
VAR Forecasting Using Bayesian Variable Selection 0 0 3 139 2 3 32 330
VAR forecasting using Bayesian variable selection 0 0 2 308 1 1 30 679
VAR forecasting using Bayesian variable selection 0 0 5 347 0 0 30 599
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 59 1 1 2 205
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 1 20 2 3 11 61
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 362 0 0 19 752
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 0 0 14 21
Total Working Papers 7 43 470 22,037 135 305 3,137 47,466

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 8 49 1 8 40 157
A new index of financial conditions 1 2 11 292 3 11 46 1,572
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 1 1 42 93
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 0 0 5 144 0 0 33 373
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 1 3 0 2 25 34
Bayesian Approaches to Shrinkage and Sparse Estimation 0 1 1 6 1 4 21 39
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 2 22 572 3 7 77 1,547
Bayesian compressed vector autoregressions 0 0 0 36 0 1 19 137
Bayesian forecasting with highly correlated predictors 0 0 0 19 0 2 4 94
Bayesian nonparametric inference in bank business models with transient and persistent cost inefficiency 0 0 0 0 2 4 4 4
Decomposing global yield curve co-movement 0 0 0 12 1 3 17 71
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 1 1 2 5 2 2 13 17
Energy Markets and Global Economic Conditions 1 1 6 63 3 7 42 187
Exchange rate predictability and dynamic Bayesian learning 0 0 1 22 2 10 52 194
Exchange rate predictability in a changing world 0 0 2 84 0 2 21 267
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 1 4 77 9 11 32 306
Forecasting the term structure of government bond yields in unstable environments 0 0 1 26 1 3 22 155
Forecasting with High‐Dimensional Panel VARs 0 0 2 22 0 0 21 78
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 2 43 0 2 30 180
Hierarchical shrinkage priors for dynamic regressions with many predictors 1 1 1 46 2 2 19 161
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 0 0 15 51
Large time-varying parameter VARs 1 2 14 254 2 13 52 680
Model uncertainty in Panel Vector Autoregressive models 0 0 2 82 1 2 22 258
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 0 2 6 1 5 40 55
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 0 19 0 1 18 109
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 0 0 20 84
Prior selection for panel vector autoregressions 0 0 1 34 1 2 14 108
Probabilistic Quantile Factor Analysis 0 0 1 1 1 1 14 19
Quantile regression forecasts of inflation under model uncertainty 0 1 1 49 0 2 28 162
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 0 2 17 136
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 0 68 1 1 22 242
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 0 1 14 184
Total Journal Articles 7 14 91 2,106 38 112 856 7,754

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 1 2 18 136
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 0 9 23
Total Chapters 0 1 3 49 1 2 36 173
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