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 1 9 90
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 2 10 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 4 8 155
A New Index of Financial Conditions 1 1 2 145 2 7 21 752
A New Index of Financial Conditions 0 1 2 79 1 5 30 752
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 1 1 1 60 1 3 11 162
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 5 10 86
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 1 122 0 2 10 52
A new index of financial conditions 0 0 1 62 0 0 11 167
A new index of financial conditions 0 1 2 116 1 8 17 405
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 1 4 14 162
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 1 11 27 195
Agreed and Disagreed Uncertainty 0 0 0 2 1 3 10 18
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 0 0
Agreed and Disagreed Uncertainty 0 0 0 0 0 4 12 18
Agreed and Disagreed Uncertainty 0 0 2 3 1 3 23 26
Agreed and Disagreed Uncertainty 0 0 1 13 0 0 4 33
Agreed and Disagreed Uncertainty 0 0 0 8 0 4 14 29
Agreed and Disagreed Uncertainty 0 0 0 3 0 1 18 26
Agreed and Disagreed Uncertainty 0 0 1 4 1 6 18 24
Agreed and Disagreed Uncertainty 0 0 0 7 1 4 20 29
Agreed and Disagreed Uncertainty 0 0 0 7 2 4 13 29
Agreed and Disagreed Uncertainty 0 0 0 0 0 1 4 5
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 2 331 2 12 29 765
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 2 412 1 2 19 753
Assessing the transmission of monetary policy using dynamic factor models 0 0 5 522 3 6 33 895
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 197 1 6 13 319
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 18 0 0 9 59
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 1 7 17 24
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 9 69 2 4 23 129
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 5 51
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 3 12 105
Bayesian Compressed Vector Autoregressions 0 1 1 233 1 5 16 444
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 4 16 86
Bayesian Forecasting with Highly Correlated Predictors 0 0 0 16 0 2 11 87
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 3 18 639 1 16 48 1,593
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 17 57 2,810 7 44 189 6,634
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 1 0 0 6 11
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 3 6 0 4 18 22
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 10 0 1 8 18
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 4 12 19
Bayesian dynamic variable selection in high dimensions 0 0 0 10 1 3 12 47
Bayesian dynamic variable selection in high dimensions 0 0 0 94 1 3 14 194
Bayesian forecasting with highly correlated predictors 0 0 0 3 1 4 9 29
Bayesian forecasting with highly correlated predictors 0 0 1 277 1 7 12 366
Bayesian methods 0 1 5 419 1 2 11 697
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 1 3 7 59
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 0 2 13 228
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 0 4 14 75
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 0 5 21 166
Data-based priors for vector autoregressions with drifting coefficients 0 1 4 286 0 1 10 469
Decomposing Global Yield Curve Co-Movement 0 0 0 259 1 5 20 501
Energy Markets and Global Economic Conditions 0 0 0 40 3 10 56 166
Energy Markets and Global Economic Conditions 0 0 0 18 0 5 13 91
Energy Markets and Global Economic Conditions 0 0 0 29 2 6 17 204
Energy Markets and Global Economic Conditions 0 0 1 82 0 7 31 216
Evaluating Monetary Policy using Deviation Errors 1 1 1 1 3 5 8 8
Evaluating Monetary Policy using Deviation Errors 0 0 5 5 0 1 13 13
Exchange Rate Predictability in a Changing World 0 0 0 108 0 2 16 166
Exchange Rate Predictability in a Changing World 0 0 0 20 0 2 16 107
Exchange Rate Predictability in a Changing World 0 0 0 86 2 4 14 90
Exchange Rate Predictability in a Changing World 0 0 0 307 0 5 13 584
Exchange Rate Predictability in a Changing World 0 0 0 57 0 1 7 112
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 3 21 283
Exchange rate predictability and dynamic Bayesian learning 0 0 1 30 1 2 17 106
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 13 13 1 2 4 4
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 3 3 3 10 76 76
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 11 11 0 7 20 20
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 1 4 13 138
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 1 6 16 131
Forecasting Inflation Using Dynamic Model Averaging 0 1 5 618 2 7 27 1,247
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 0 2 21 377
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach 23 82 82 82 14 136 136 136
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach 0 0 0 0 0 0 0 0
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach* 12 21 21 21 10 16 16 16
Forecasting With High Dimensional Panel VARs 0 0 0 340 0 3 7 582
Forecasting in vector autoregressions with many predictors 0 0 0 310 0 4 16 603
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 1 181 1 4 18 368
Forecasting with High-Dimensional Panel VARs 0 1 9 307 0 3 23 662
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 0 7 135
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 5 23 82
Forecasting with many predictors using message passing algorithms 0 0 1 299 1 5 14 684
Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting 9 14 14 14 2 5 5 5
Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting* 5 6 6 6 1 2 2 2
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 1 1 1 143 1 4 28 333
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 41 0 2 8 143
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 0 3 11 334
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 5 17 48
Hierarchical shrinkage in time-varying parameter models 0 0 2 263 0 5 21 481
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 2 8 21 187
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 53 0 3 22 159
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 177 0 2 13 325
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 0 11 43 111
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 0 1 2 27
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 2 8 16 35
Large Time-Varying Parameter VARs 0 0 0 64 1 3 27 192
Large Time-Varying Parameter VARs 0 0 2 114 2 9 67 300
Large time-varying parameter VARs 0 1 2 43 0 7 24 177
Large time-varying parameter VARs 0 1 6 839 3 8 42 1,533
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 16 16 1 2 10 10
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 2 40 40 1 6 39 39
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 14 14 0 1 3 3
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 0 5 11 92
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 2 14 58
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 1 3 24 100
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 2 32 0 10 24 99
Machine Learning Macroeconometrics A Primer 0 0 0 628 0 1 9 1,040
Machine Learning Macroeconometrics: A Primer 0 0 6 327 0 0 16 656
Measuring Dynamic Connectedness with Large Bayesian VAR Models 2 4 12 554 8 30 85 1,432
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 3 24 430 5 18 92 1,181
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 1 1 10 78
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 2 18 71
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 111 1 2 9 130
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 0 1 8 69
Model uncertainty in panel vector autoregressive models 0 0 0 38 2 4 11 96
Model uncertainty in panel vector autoregressive models 0 0 2 273 0 2 11 455
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 2 1 4 12 15
Monitoring multicountry macroeconomic risk 0 0 2 8 0 3 21 30
Monitoring multicountry macroeconomic risk 0 0 0 20 1 4 21 47
Monitoring multicountry macroeconomic risk 0 0 0 64 0 1 5 37
Monitoring multicountry macroeconomic risk 0 0 0 8 0 1 5 17
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 2 3 164 0 7 14 321
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 0 1 1 52 0 2 5 119
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 324 2 4 16 626
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 1 7 26 64
On the Sources of Uncertainty in Exchange Rate Predictability 0 1 1 117 0 2 12 203
Prior selection for panel vector autoregressions 0 0 1 80 1 2 8 99
Prior selection for panel vector autoregressions 0 0 0 8 0 2 9 58
Prior selection for panel vector autoregressions 0 0 10 295 0 0 17 432
Probabilistic Quantile Factor Analysis 0 0 0 18 0 4 13 38
Probabilistic Quantile Factor Analysis 5 11 11 11 1 4 4 4
Probabilistic Quantile Factor Analysis 0 0 0 1 0 3 24 27
Quantile forecasts of inflation under model uncertainty 0 0 1 66 0 4 10 101
Quantile forecasts of inflation under model uncertainty 0 0 0 15 0 1 10 59
Quantile forecasts of inflation under model uncertainty 0 0 10 348 0 4 23 593
Sign restrictions in high-dimensional vector autoregressions 0 0 2 36 0 4 20 143
Sign restrictions in high-dimensional vector autoregressions 0 0 0 121 0 1 4 218
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 0 12 19 190
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 0 3 25 170
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 0 9 20 97
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 2 7 21 70
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 3 385 0 3 19 705
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 2 9 53
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 0 150 1 2 7 312
The Effect of News Shocks and Monetary Policy 0 0 0 151 0 4 13 412
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 2 14 557
The Effect of News Shocks and Monetary Policy 0 0 0 68 0 0 1 74
The Effect of News Shocks and Monetary Policy 0 0 0 35 0 3 52 158
The Effect of News Shocks and Monetary Policy 0 0 0 31 0 1 10 95
The Effect of News Shocks and Monetary Policy 0 0 0 44 0 1 14 47
The dynamic effects of U.S. monetary policy on state unemployment 0 0 0 98 1 8 21 243
The effect of news shocks and monetary policy 0 0 0 35 0 5 11 100
The effect of news shocks and monetary policy 0 0 0 109 0 2 7 201
The time-varying evolution of inflation risks 2 3 12 377 3 9 34 719
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 120 1 5 15 261
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 4 10 82
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 0 3 8 618
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 0 3 13 170
VAR Forecasting Using Bayesian Variable Selection 1 2 3 139 1 6 30 327
VAR forecasting using Bayesian variable selection 2 2 5 347 2 9 31 599
VAR forecasting using Bayesian variable selection 1 1 2 308 4 9 29 678
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 19 2 4 9 58
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 1 362 0 8 19 752
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 59 0 0 4 204
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 0 2 14 21
Total Working Papers 68 191 505 21,994 143 874 3,157 47,161

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 10 47 2 10 43 149
A new index of financial conditions 1 4 10 290 5 12 46 1,561
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 0 5 42 92
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 0 1 5 144 3 10 36 373
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 1 3 2 12 25 32
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 5 0 2 21 35
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 5 29 570 4 29 94 1,540
Bayesian compressed vector autoregressions 0 0 0 36 1 8 20 136
Bayesian forecasting with highly correlated predictors 0 0 0 19 0 1 4 92
Decomposing global yield curve co-movement 0 0 2 12 0 2 18 68
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 1 4 0 6 12 15
Energy Markets and Global Economic Conditions 1 3 7 62 4 10 45 180
Exchange rate predictability and dynamic Bayesian learning 0 0 2 22 1 8 48 184
Exchange rate predictability in a changing world 0 0 2 84 1 4 22 265
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 1 1 3 76 1 3 27 295
Forecasting the term structure of government bond yields in unstable environments 0 0 3 26 2 6 22 152
Forecasting with High‐Dimensional Panel VARs 0 1 2 22 0 8 24 78
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 4 43 0 0 32 178
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 45 1 4 18 159
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 0 3 18 51
Large time-varying parameter VARs 1 5 16 252 4 13 47 667
Model uncertainty in Panel Vector Autoregressive models 1 1 2 82 2 4 21 256
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 1 6 6 3 8 50 50
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 0 19 0 3 19 108
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 1 5 20 84
Prior selection for panel vector autoregressions 0 0 1 34 1 4 12 106
Probabilistic Quantile Factor Analysis 0 0 1 1 0 3 18 18
Quantile regression forecasts of inflation under model uncertainty 0 0 0 48 3 8 31 160
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 0 6 17 134
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 0 68 1 11 24 241
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 3 6 14 183
Total Journal Articles 5 23 109 2,092 45 214 890 7,642

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 1 2 42 0 3 16 134
Forecasting in vector autoregressions with many predictors 0 0 1 1 0 2 10 14
The Effect of News Shocks and Monetary Policy 0 0 0 5 1 4 9 23
Total Chapters 0 1 3 48 1 9 35 171
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