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 1 2 82
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 1 1 2 218
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 3 147
A New Index of Financial Conditions 0 0 0 77 0 1 12 723
A New Index of Financial Conditions 0 0 1 143 1 2 8 733
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 0 1 1 152
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 0 1 76
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 0 121 0 0 5 42
A new index of financial conditions 0 0 0 61 1 1 1 157
A new index of financial conditions 0 0 1 114 0 1 4 389
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 0 0 1 148
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 0 1 76
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 1 2 4 170
Agreed and Disagreed Uncertainty 0 0 2 12 0 0 11 29
Agreed and Disagreed Uncertainty 0 0 1 2 1 1 3 9
Agreed and Disagreed Uncertainty 0 0 0 8 1 2 2 17
Agreed and Disagreed Uncertainty 0 0 7 7 1 4 13 13
Agreed and Disagreed Uncertainty 0 0 3 3 0 0 6 6
Agreed and Disagreed Uncertainty 0 0 2 3 1 1 4 9
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 1 1
Agreed and Disagreed Uncertainty 0 0 0 7 1 1 4 17
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 5 6
Agreed and Disagreed Uncertainty 0 1 1 2 1 4 6 7
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 1 4 330 0 1 7 737
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 0 410 1 2 5 736
Assessing the transmission of monetary policy using dynamic factor models 0 1 11 518 1 3 22 865
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 18 2 2 8 52
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 196 1 1 1 307
Bayesian Approaches to Shrinkage and Sparse Estimation 0 4 11 64 4 9 19 115
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 1 1 3 8
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 0 1 93
Bayesian Compressed Vector Autoregressions 0 0 1 232 1 2 3 430
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 1 70
Bayesian Compressed Vector Autoregressions 0 0 1 28 1 1 2 47
Bayesian Forecasting with Highly Correlated Predictors 0 0 1 16 0 1 3 77
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 3 19 624 2 10 53 1,555
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 11 103 2,764 12 49 265 6,494
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 9 9 0 3 13 13
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 3 6 6 3 6 10 10
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 0 2 180
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 0 3 7
Bayesian dynamic variable selection in high dimensions 0 0 1 10 0 0 2 35
Bayesian forecasting with highly correlated predictors 0 0 1 276 1 2 4 356
Bayesian forecasting with highly correlated predictors 0 0 0 3 0 0 0 20
Bayesian methods 1 1 3 415 1 1 19 687
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 0 0 2 52
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 1 1 2 216
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 0 0 1 61
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 0 0 3 145
Data-based priors for vector autoregressions with drifting coefficients 0 1 8 283 2 3 15 462
Decomposing Global Yield Curve Co-Movement 0 0 0 259 1 1 3 482
Energy Markets and Global Economic Conditions 0 0 4 29 2 2 10 189
Energy Markets and Global Economic Conditions 0 0 1 40 0 0 2 110
Energy Markets and Global Economic Conditions 0 1 5 82 1 3 11 188
Energy Markets and Global Economic Conditions 0 0 4 18 1 1 20 79
Exchange Rate Predictability in a Changing World 0 0 2 307 2 2 6 573
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 4 4 6 154
Exchange Rate Predictability in a Changing World 0 0 0 86 0 0 0 76
Exchange rate predictability and dynamic Bayesian learning 0 0 0 29 0 0 3 89
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 1 3 263
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 1 3 3 3 2 35 35 35
Forecasting Inflation Using Dynamic Model Averaging 0 1 2 21 0 2 4 117
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 0 1 3 126
Forecasting Inflation Using Dynamic Model Averaging 0 1 7 614 1 5 19 1,225
Forecasting Inflation Using Dynamic Model Averaging* 0 0 1 178 0 1 8 357
Forecasting With High Dimensional Panel VARs 0 0 0 340 0 1 6 576
Forecasting in vector autoregressions with many predictors 0 0 0 310 0 0 3 587
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 3 180 2 5 10 355
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 2 6 130
Forecasting with High-Dimensional Panel VARs 0 6 15 304 1 8 25 647
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 0 2 59
Forecasting with many predictors using message passing algorithms 0 0 0 298 0 0 2 670
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 0 142 1 1 2 306
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 0 0 7 323
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 6 1 1 1 32
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 1 1 5 136
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 1 1 1 167
Hierarchical shrinkage in time-varying parameter models 0 0 4 261 0 0 7 460
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 176 0 0 2 312
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 52 0 2 2 139
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 0 0 1 25
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 0 0 1 19
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 1 22 0 0 6 74
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 0 0 2 68
Large Time-Varying Parameter VARs 0 0 2 112 2 2 8 235
Large Time-Varying Parameter VARs 0 0 2 64 0 0 3 165
Large time-varying parameter VARs 0 0 0 41 0 1 9 154
Large time-varying parameter VARs 0 1 6 834 1 4 14 1,495
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 3 5 47
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 30 1 2 4 77
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 47 0 0 0 76
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 98 0 1 5 82
Machine Learning Macroeconometrics A Primer 0 0 2 628 0 0 5 1,031
Machine Learning Macroeconometrics: A Primer 1 4 24 325 1 8 53 648
Measuring Dynamic Connectedness with Large Bayesian VAR Models 4 11 34 417 8 23 89 1,112
Measuring Dynamic Connectedness with Large Bayesian VAR Models 2 3 17 545 2 13 74 1,360
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 1 1 3 122
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 28 0 0 3 68
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 1 4 54
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 71 0 0 0 61
Model uncertainty in panel vector autoregressive models 1 2 6 273 2 3 13 447
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 0 1 85
Monitoring multicountry macroeconomic risk 0 0 1 64 1 2 9 34
Monitoring multicountry macroeconomic risk 0 0 2 2 1 2 5 5
Monitoring multicountry macroeconomic risk 0 0 0 20 0 0 1 26
Monitoring multicountry macroeconomic risk 1 2 3 8 2 4 7 13
Monitoring multicountry macroeconomic risk 0 0 0 8 0 0 4 12
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 3 114
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 116 1 1 3 192
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 2 324 0 1 9 611
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 0 0 2 38
Prior selection for panel vector autoregressions 0 8 13 293 1 11 29 426
Prior selection for panel vector autoregressions 0 0 0 8 1 1 4 50
Prior selection for panel vector autoregressions 0 0 0 79 0 1 1 92
Probabilistic Quantile Factor Analysis 0 0 0 1 0 1 1 4
Probabilistic Quantile Factor Analysis 0 0 0 18 0 0 5 25
Quantile forecasts of inflation under model uncertainty 1 2 8 340 2 5 16 575
Quantile forecasts of inflation under model uncertainty 0 0 0 65 0 0 0 91
Quantile forecasts of inflation under model uncertainty 0 0 0 15 0 0 1 49
Sign restrictions in high-dimensional vector autoregressions 0 2 5 36 1 3 13 126
Sign restrictions in high-dimensional vector autoregressions 0 0 1 121 0 0 5 214
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 2 2 4 51
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 0 0 2 77
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 1 2 5 173
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 2 4 5 149
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 1 1 3 383 1 1 7 687
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 0 2 44
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 1 31 1 1 4 86
The Effect of News Shocks and Monetary Policy 0 0 1 151 0 1 4 400
The Effect of News Shocks and Monetary Policy 0 0 0 185 1 2 6 545
The Effect of News Shocks and Monetary Policy 0 0 0 44 0 0 0 33
The Effect of News Shocks and Monetary Policy 0 0 0 51 0 0 1 76
The Effect of News Shocks and Monetary Policy 0 0 0 68 0 1 3 74
The Effect of News Shocks and Monetary Policy 0 0 0 35 0 1 7 107
The dynamic effects of U.S. monetary policy on state unemployment 0 0 1 98 0 0 2 222
The effect of news shocks and monetary policy 0 0 0 35 1 2 5 91
The effect of news shocks and monetary policy 0 0 1 109 1 1 2 195
The time-varying evolution of inflation risks 1 3 37 368 1 5 68 690
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 0 2 72
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 2 119 0 1 7 247
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 2 283 0 0 4 610
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 0 1 3 298
VAR forecasting using Bayesian variable selection 0 0 0 342 1 1 5 569
VAR forecasting using Bayesian variable selection 0 0 1 306 0 0 3 649
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 5 59 1 3 14 203
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 1 2 19 0 1 4 50
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 0 0 4 7
Total Working Papers 16 78 443 21,567 107 325 1,391 44,329

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 2 4 13 41 4 11 44 117
A new index of financial conditions 0 1 8 281 1 11 52 1,526
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 0 15 1 1 2 51
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 0 0 8 139 0 3 20 340
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 2 2 1 2 7 9
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 5 2 4 6 18
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 9 27 550 6 24 100 1,470
Bayesian compressed vector autoregressions 0 0 0 36 1 2 4 118
Bayesian forecasting with highly correlated predictors 0 0 0 19 0 2 6 90
Decomposing global yield curve co-movement 1 2 2 12 1 4 5 54
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 0 3 1 1 1 4
Energy Markets and Global Economic Conditions 0 2 12 57 3 10 47 145
Exchange rate predictability and dynamic Bayesian learning 1 1 3 21 2 6 18 142
Exchange rate predictability in a changing world 0 0 2 82 2 3 9 246
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 0 6 73 1 6 16 274
Forecasting the term structure of government bond yields in unstable environments 0 2 2 25 0 3 8 133
Forecasting with High‐Dimensional Panel VARs 0 0 2 20 1 3 10 57
Hierarchical Shrinkage in Time‐Varying Parameter Models 2 2 5 41 2 4 13 150
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 1 2 45 0 1 3 142
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 1 3 6 36
Large time-varying parameter VARs 1 4 7 240 2 8 24 628
Model uncertainty in Panel Vector Autoregressive models 0 0 2 80 1 1 9 236
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 1 4 4 4 4 15 15 15
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 2 19 2 2 8 91
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 0 0 1 64
Prior selection for panel vector autoregressions 0 0 0 33 0 0 3 94
Probabilistic Quantile Factor Analysis 0 0 0 0 4 5 5 5
Quantile regression forecasts of inflation under model uncertainty 0 0 4 48 3 5 17 134
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 0 2 6 119
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 2 68 2 3 18 220
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 1 1 6 170
Total Journal Articles 10 32 117 2,015 49 146 489 6,898

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 0 4 40 0 0 8 118
Forecasting in vector autoregressions with many predictors 0 1 1 1 0 1 1 5
The Effect of News Shocks and Monetary Policy 0 0 2 5 0 0 3 14
Total Chapters 0 1 7 46 0 1 12 137
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