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 1 2 3 83
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 1 2 218
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 2 147
A New Index of Financial Conditions 1 1 1 78 4 4 14 727
A New Index of Financial Conditions 1 1 2 144 2 3 8 735
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 0 0 1 152
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 1 1 2 77
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 0 121 1 2 4 44
A new index of financial conditions 1 1 1 62 2 3 3 159
A new index of financial conditions 1 1 2 115 2 3 7 392
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 2 2 3 150
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 1 1 2 77
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 1 2 4 171
Agreed and Disagreed Uncertainty 0 0 0 2 0 1 2 9
Agreed and Disagreed Uncertainty 0 0 2 3 3 4 7 12
Agreed and Disagreed Uncertainty 0 0 0 8 0 1 2 17
Agreed and Disagreed Uncertainty 0 0 3 3 1 1 7 7
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 0 1
Agreed and Disagreed Uncertainty 0 0 1 2 2 4 9 10
Agreed and Disagreed Uncertainty 0 1 2 13 2 3 13 32
Agreed and Disagreed Uncertainty 0 0 7 7 1 3 15 15
Agreed and Disagreed Uncertainty 0 0 0 7 0 1 3 17
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 5 6
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 1 1 1 411 1 2 5 737
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 4 330 0 0 6 737
Assessing the transmission of monetary policy using dynamic factor models 0 1 9 519 0 6 19 870
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 1 3 5 10
Bayesian Approaches to Shrinkage and Sparse Estimation 1 1 11 65 1 5 19 116
Bayesian Approaches to Shrinkage and Sparse Estimation 0 1 1 197 0 2 2 308
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 18 3 6 8 56
Bayesian Compressed Vector Autoregressions 0 0 0 31 1 1 2 71
Bayesian Compressed Vector Autoregressions 1 2 3 30 2 4 5 50
Bayesian Compressed Vector Autoregressions 0 0 0 232 1 2 3 431
Bayesian Compressed Vector Autoregressions 0 0 0 38 3 4 5 97
Bayesian Forecasting with Highly Correlated Predictors 0 0 0 16 0 0 2 77
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 5 21 628 6 11 57 1,564
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 6 11 99 2,775 26 50 262 6,532
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 0 0 0 0 5 5
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 1 1 10 10 4 4 17 17
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 1 6 6 1 4 11 11
Bayesian dynamic variable selection in high dimensions 0 0 1 10 2 2 4 37
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 0 1 180
Bayesian dynamic variable selection in high dimensions 0 0 0 0 1 1 3 8
Bayesian forecasting with highly correlated predictors 0 0 1 276 0 1 4 356
Bayesian forecasting with highly correlated predictors 0 0 0 3 0 0 0 20
Bayesian methods 0 2 4 416 1 3 13 689
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 1 1 3 53
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 1 3 4 218
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 0 0 0 61
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 0 0 2 145
Data-based priors for vector autoregressions with drifting coefficients 0 0 7 283 0 2 11 462
Decomposing Global Yield Curve Co-Movement 0 0 0 259 1 3 4 484
Energy Markets and Global Economic Conditions 0 0 2 18 1 2 14 80
Energy Markets and Global Economic Conditions 0 0 3 29 3 5 10 192
Energy Markets and Global Economic Conditions 0 0 1 40 1 1 3 111
Energy Markets and Global Economic Conditions 0 0 5 82 3 5 15 192
Evaluating Monetary Policy using Deviation Errors 4 4 4 4 0 0 0 0
Exchange Rate Predictability in a Changing World 0 0 2 307 0 3 7 574
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 57 0 0 1 105
Exchange Rate Predictability in a Changing World 0 0 0 20 0 0 2 91
Exchange Rate Predictability in a Changing World 0 0 1 108 2 6 8 156
Exchange rate predictability and dynamic Bayesian learning 0 0 0 29 1 1 3 90
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 0 3 263
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 9 9 9 9 2 2 2 2
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 1 3 3 4 7 40 40
Forecasting Inflation Using Dynamic Model Averaging 0 1 7 615 3 5 19 1,229
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 1 1 4 127
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 0 0 3 117
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 3 3 9 360
Forecasting With High Dimensional Panel VARs 0 0 0 340 1 1 7 577
Forecasting in vector autoregressions with many predictors 0 0 0 310 0 1 3 588
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 1 2 181 1 6 10 359
Forecasting with High-Dimensional Panel VARs 0 1 15 305 0 4 23 650
Forecasting with High-Dimensional Panel VARs 0 0 0 119 1 2 8 132
Forecasting with High-Dimensional Panel VARs 0 0 0 21 1 1 3 60
Forecasting with many predictors using message passing algorithms 1 1 1 299 1 1 3 671
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 0 142 2 4 4 309
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 6 0 1 1 32
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 1 1 6 324
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 0 1 4 136
Hierarchical shrinkage in time-varying parameter models 0 1 4 262 1 3 9 463
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 0 1 1 167
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 176 0 0 1 312
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 1 1 53 0 1 3 140
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 0 0 0 25
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 22 0 0 3 74
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 2 2 4 70
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 1 1 1 20
Large Time-Varying Parameter VARs 0 0 2 64 2 2 5 167
Large Time-Varying Parameter VARs 1 1 2 113 4 6 10 239
Large time-varying parameter VARs 1 1 6 835 9 11 22 1,505
Large time-varying parameter VARs 1 1 1 42 3 3 12 157
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 30 3 5 8 81
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 1 2 7 49
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 98 1 1 6 83
Machine Learning Econometrics: Bayesian algorithms and methods 1 1 1 48 4 4 4 80
Machine Learning Macroeconometrics A Primer 0 0 1 628 1 1 4 1,032
Machine Learning Macroeconometrics: A Primer 1 3 21 327 3 6 46 653
Measuring Dynamic Connectedness with Large Bayesian VAR Models 2 10 31 423 9 22 84 1,126
Measuring Dynamic Connectedness with Large Bayesian VAR Models 2 4 15 547 5 11 66 1,369
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 1 2 4 123
Model Uncertainty in Panel Vector Autoregressive Models 0 1 1 72 0 1 1 62
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 1 1 3 69
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 1 2 6 56
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 1 1 86
Model uncertainty in panel vector autoregressive models 0 1 6 273 0 2 12 447
Monitoring multicountry macroeconomic risk 0 0 0 8 0 0 3 12
Monitoring multicountry macroeconomic risk 0 0 0 64 0 1 6 34
Monitoring multicountry macroeconomic risk 0 0 0 2 0 2 4 6
Monitoring multicountry macroeconomic risk 0 1 3 8 0 2 6 13
Monitoring multicountry macroeconomic risk 0 0 0 20 1 1 2 27
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 161 0 0 0 307
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 0 0 0 51 0 0 2 114
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 1 324 1 1 8 612
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 116 2 3 5 194
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 2 2 3 40
Prior selection for panel vector autoregressions 0 1 1 80 1 2 3 94
Prior selection for panel vector autoregressions 0 0 12 293 0 2 27 427
Prior selection for panel vector autoregressions 0 0 0 8 0 1 4 50
Probabilistic Quantile Factor Analysis 0 0 0 18 1 2 7 27
Probabilistic Quantile Factor Analysis 0 0 0 1 2 2 3 6
Quantile forecasts of inflation under model uncertainty 3 6 10 345 3 8 18 581
Quantile forecasts of inflation under model uncertainty 1 1 1 66 3 3 3 94
Quantile forecasts of inflation under model uncertainty 0 0 0 15 2 2 3 51
Sign restrictions in high-dimensional vector autoregressions 0 0 3 36 3 4 12 129
Sign restrictions in high-dimensional vector autoregressions 0 0 0 121 0 0 2 214
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 1 2 3 79
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 0 4 7 151
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 0 2 5 174
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 0 2 3 51
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 2 383 0 2 6 688
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 1 2 45
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 44 2 2 2 35
The Effect of News Shocks and Monetary Policy 0 0 0 51 1 1 2 77
The Effect of News Shocks and Monetary Policy 0 0 0 185 0 1 6 545
The Effect of News Shocks and Monetary Policy 0 0 1 31 1 2 4 87
The Effect of News Shocks and Monetary Policy 0 0 0 35 1 1 8 108
The Effect of News Shocks and Monetary Policy 0 0 0 68 0 0 2 74
The Effect of News Shocks and Monetary Policy 0 0 1 151 0 0 3 400
The dynamic effects of U.S. monetary policy on state unemployment 0 0 1 98 1 1 3 223
The effect of news shocks and monetary policy 0 0 1 109 1 2 3 196
The effect of news shocks and monetary policy 0 0 0 35 1 2 6 92
The time-varying evolution of inflation risks 2 4 35 371 4 8 61 697
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 0 1 72
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 0 1 3 611
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 119 1 1 6 248
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 0 0 1 157
VAR Forecasting Using Bayesian Variable Selection 0 0 1 136 2 2 4 300
VAR forecasting using Bayesian variable selection 0 0 1 306 0 1 4 650
VAR forecasting using Bayesian variable selection 0 0 0 342 1 2 5 570
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 361 0 0 5 733
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 5 59 0 1 10 203
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 2 19 0 0 2 50
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 1 1 5 8
Total Working Papers 45 88 434 21,639 206 397 1,431 44,619

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 3 7 15 46 8 16 45 129
A new index of financial conditions 2 3 10 284 7 10 51 1,535
Adaptive hierarchical priors for high-dimensional vector autoregressions 1 1 1 16 5 6 7 56
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 2 2 7 141 5 6 18 346
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 2 2 2 4 9 12
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 5 1 4 8 20
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 4 7 29 555 8 16 98 1,480
Bayesian compressed vector autoregressions 0 0 0 36 3 5 8 122
Bayesian forecasting with highly correlated predictors 0 0 0 19 1 1 6 91
Decomposing global yield curve co-movement 0 1 2 12 0 1 5 54
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 1 1 1 4 1 3 3 6
Energy Markets and Global Economic Conditions 0 0 11 57 3 8 48 150
Exchange rate predictability and dynamic Bayesian learning 0 1 2 21 3 7 20 147
Exchange rate predictability in a changing world 1 1 3 83 2 4 10 248
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 1 7 74 1 4 18 277
Forecasting the term structure of government bond yields in unstable environments 0 0 2 25 2 2 9 135
Forecasting with High‐Dimensional Panel VARs 0 0 2 20 2 3 11 59
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 2 4 41 6 10 19 158
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 2 45 1 1 4 143
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 5 6 11 41
Large time-varying parameter VARs 2 4 10 243 6 13 34 639
Model uncertainty in Panel Vector Autoregressive models 0 0 2 80 1 3 8 238
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 1 4 4 6 12 23 23
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 2 19 3 5 10 94
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 1 1 2 65
Prior selection for panel vector autoregressions 0 1 1 34 0 1 4 95
Probabilistic Quantile Factor Analysis 1 1 1 1 1 7 8 8
Quantile regression forecasts of inflation under model uncertainty 0 0 4 48 1 5 17 136
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 0 0 5 119
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 1 68 0 3 13 221
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 1 2 3 171
Total Journal Articles 17 34 127 2,039 86 169 535 7,018

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 0 1 40 1 1 6 119
Forecasting in vector autoregressions with many predictors 0 0 1 1 0 0 1 5
The Effect of News Shocks and Monetary Policy 0 0 1 5 0 0 2 14
Total Chapters 0 0 3 46 1 1 9 138
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