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 2 145 0 2 21 754
A New Index of Financial Conditions 0 0 2 79 0 2 32 755
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 1 60 0 2 12 164
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 1 11 87
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 1 122 0 1 10 53
A new index of financial conditions 0 0 1 62 0 3 13 170
A new index of financial conditions 0 0 2 116 0 1 16 406
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 0 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 0 26 196
Agreed and Disagreed Uncertainty 0 0 1 3 1 2 21 29
Agreed and Disagreed Uncertainty 0 0 0 2 2 2 11 20
Agreed and Disagreed Uncertainty 0 0 0 7 0 2 14 31
Agreed and Disagreed Uncertainty 1 1 1 8 2 2 18 32
Agreed and Disagreed Uncertainty 0 0 0 8 0 0 12 29
Agreed and Disagreed Uncertainty 0 0 0 0 0 1 5 6
Agreed and Disagreed Uncertainty 0 0 0 3 1 1 18 27
Agreed and Disagreed Uncertainty 0 0 0 0 1 3 3 3
Agreed and Disagreed Uncertainty 0 0 0 0 0 1 13 19
Agreed and Disagreed Uncertainty 0 0 1 4 1 1 19 25
Agreed and Disagreed Uncertainty 0 0 0 13 1 1 4 34
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 1 331 0 1 30 767
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 using dynamic factor models 0 2 5 524 0 2 27 897
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 18 0 0 6 59
Bayesian Approaches to Shrinkage and Sparse Estimation 1 1 6 70 2 3 18 133
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 197 0 0 11 319
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 0 0 16 25
Bayesian Compressed Vector Autoregressions 0 0 1 30 0 0 3 51
Bayesian Compressed Vector Autoregressions 0 0 0 31 1 1 19 89
Bayesian Compressed Vector Autoregressions 0 0 1 233 2 3 17 447
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 0 12 106
Bayesian Forecasting with Highly Correlated Predictors 0 0 0 16 0 0 10 87
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 1 42 2,811 3 8 144 6,650
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 0 14 640 1 3 39 1,597
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 1 0 2 8 13
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 0 6 0 0 13 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 0 2 3 16 23
Bayesian dynamic variable selection in high dimensions 0 0 0 10 0 1 13 48
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 3 18 198
Bayesian forecasting with highly correlated predictors 0 0 1 277 0 0 10 366
Bayesian forecasting with highly correlated predictors 0 0 0 3 1 1 10 30
Bayesian methods 0 0 3 419 3 3 13 701
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 1 6 13 65
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 0 1 12 229
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 0 0 22 167
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 52 0 0 14 75
Decomposing Global Yield Curve Co-Movement 0 0 0 259 0 1 19 502
Energy Markets and Global Economic Conditions 0 0 0 82 0 4 31 220
Energy Markets and Global Economic Conditions 0 0 0 40 0 2 59 169
Energy Markets and Global Economic Conditions 0 0 0 18 0 2 14 93
Energy Markets and Global Economic Conditions 0 0 0 29 0 0 16 205
Evaluating Monetary Policy using Deviation Errors 0 0 5 5 1 2 15 15
Evaluating Monetary Policy using Deviation Errors 0 0 1 1 1 1 9 9
Exchange Rate Predictability in a Changing World 0 0 0 108 1 3 17 171
Exchange Rate Predictability in a Changing World 0 0 0 57 2 2 10 115
Exchange Rate Predictability in a Changing World 0 0 0 307 1 3 13 587
Exchange Rate Predictability in a Changing World 0 0 0 86 1 3 18 94
Exchange Rate Predictability in a Changing World 0 0 0 20 0 1 17 108
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 1 1 20 109
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 0 3 0 2 42 78
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 1 1 14 14 1 2 7 7
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 11 11 0 1 22 22
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 0 2 15 141
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 21 0 0 14 131
Forecasting Inflation Using Dynamic Model Averaging 0 2 6 621 2 5 29 1,255
Forecasting Inflation Using Dynamic Model Averaging* 0 1 1 179 3 7 29 386
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach 0 2 8 8 1 3 6 6
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach 1 2 86 86 3 8 147 147
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach* 0 0 21 21 1 4 20 20
Forecasting With High Dimensional Panel VARs 0 0 1 341 1 2 9 585
Forecasting in vector autoregressions with many predictors 0 0 0 310 0 0 15 603
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 0 181 1 4 14 372
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 0 24 83
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 1 5 136
Forecasting with High-Dimensional Panel VARs 0 0 2 307 0 0 13 663
Forecasting with many predictors using message passing algorithms 0 0 1 299 0 3 17 687
Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting 0 0 14 14 0 1 6 6
Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting* 0 0 6 6 0 1 4 4
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 1 143 0 1 27 334
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 41 0 0 8 144
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 1 17 49
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 128 1 2 14 337
Hierarchical shrinkage in time-varying parameter models 0 0 2 264 1 2 22 484
Hierarchical shrinkage in time-varying parameter models 0 0 1 122 0 2 23 190
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 53 0 0 20 160
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 177 1 1 14 326
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 0 3 28
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 0 0 16 35
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 0 3 46 114
Large Time-Varying Parameter VARs 0 0 2 114 0 4 74 309
Large Time-Varying Parameter VARs 1 1 1 65 1 1 28 193
Large time-varying parameter VARs 1 1 3 44 1 3 26 180
Large time-varying parameter VARs 0 2 8 842 0 2 40 1,536
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 16 16 3 7 17 17
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 40 40 2 3 43 43
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 14 14 2 5 11 11
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 32 0 1 24 102
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 0 11 59
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 0 1 12 94
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 0 0 24 100
Machine Learning Macroeconometrics A Primer 0 1 1 629 0 2 11 1,042
Machine Learning Macroeconometrics: A Primer 0 0 1 327 0 0 6 656
Measuring Dynamic Connectedness with Large Bayesian VAR Models 2 3 14 559 2 13 88 1,452
Measuring Dynamic Connectedness with Large Bayesian VAR Models 0 3 13 434 6 17 87 1,204
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 72 0 0 7 69
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 111 0 2 11 133
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 0 16 71
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 0 0 11 79
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 0 1 11 97
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 0 0 0 0 1 1 1
Monitoring multicountry macroeconomic risk 0 0 0 8 1 2 19 32
Monitoring multicountry macroeconomic risk 0 0 0 64 0 1 4 38
Monitoring multicountry macroeconomic risk 0 0 0 2 1 1 10 16
Monitoring multicountry macroeconomic risk 0 0 0 8 0 1 7 19
Monitoring multicountry macroeconomic risk 0 0 0 20 0 1 22 48
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 3 164 0 0 15 322
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 0 0 1 52 0 1 7 121
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 1 117 1 1 12 204
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 1 1 27 65
On the Sources of Uncertainty in Exchange Rate Predictability 0 1 1 325 2 3 18 629
Prior selection for panel vector autoregressions 0 0 0 80 0 0 6 99
Prior selection for panel vector autoregressions 0 0 2 295 0 1 7 434
Prior selection for panel vector autoregressions 0 0 0 8 0 1 9 59
Probabilistic Quantile Factor Analysis 0 0 0 1 0 1 24 28
Probabilistic Quantile Factor Analysis 0 0 12 12 0 0 5 5
Probabilistic Quantile Factor Analysis 0 0 0 18 2 5 18 44
Quantile forecasts of inflation under model uncertainty 0 0 0 15 0 2 12 61
Quantile forecasts of inflation under model uncertainty 0 1 8 350 0 2 19 597
Quantile forecasts of inflation under model uncertainty 0 0 1 66 3 5 15 106
Sign restrictions in high-dimensional vector autoregressions 0 0 0 36 1 2 19 145
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 9 0 0 20 71
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 0 1 20 98
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 0 0 19 170
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 1 5 21 195
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 2 385 0 3 21 709
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 1 9 54
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 0 150 1 2 9 314
The Effect of News Shocks and Monetary Policy 0 0 0 31 0 2 11 97
The Effect of News Shocks and Monetary Policy 0 0 0 185 0 2 15 560
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 44 0 1 16 49
The Effect of News Shocks and Monetary Policy 0 0 0 51 0 1 12 88
The Effect of News Shocks and Monetary Policy 0 0 0 35 1 1 52 159
The Effect of News Shocks and Monetary Policy 1 1 1 152 1 1 13 413
The dynamic effects of U.S. monetary policy on state unemployment 0 0 0 98 2 2 23 245
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 3 4 10 205
The time-varying evolution of inflation risks 3 4 15 384 5 8 38 731
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 120 2 2 16 263
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 1 1 1 43 1 1 11 83
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 0 2 10 621
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 1 1 1 68 1 2 15 172
VAR Forecasting Using Bayesian Variable Selection 0 0 3 139 0 2 32 330
VAR forecasting using Bayesian variable selection 0 0 5 347 0 0 30 599
VAR forecasting using Bayesian variable selection 0 0 2 308 0 1 29 679
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 362 1 1 20 753
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 1 20 1 4 12 62
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 59 0 1 2 205
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 1 1 15 22
Total Working Papers 15 35 458 22,052 99 301 3,152 47,565

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 7 50 4 6 40 161
A new index of financial conditions 3 4 13 295 3 8 47 1,575
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 1 2 43 94
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 1 1 6 145 1 1 33 374
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 1 3 0 0 24 34
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 6 1 3 21 40
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 2 22 573 2 6 77 1,549
Bayesian compressed vector autoregressions 0 0 0 36 2 3 20 139
Bayesian forecasting with highly correlated predictors 0 0 0 19 2 4 6 96
Bayesian nonparametric inference in bank business models with transient and persistent cost inefficiency 0 0 0 0 1 5 5 5
Decomposing global yield curve co-movement 0 0 0 12 0 1 17 71
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 1 2 5 0 2 12 17
Energy Markets and Global Economic Conditions 0 1 6 63 2 7 42 189
Exchange rate predictability and dynamic Bayesian learning 0 0 1 22 1 9 51 195
Exchange rate predictability in a changing world 0 0 2 84 1 2 22 268
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 1 3 77 3 13 33 309
Forecasting the term structure of government bond yields in unstable environments 1 1 2 27 1 3 23 156
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 2 2 30 182
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 1 1 46 1 3 20 162
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 5 5 20 56
Large time-varying parameter VARs 1 3 14 255 4 9 51 684
Model uncertainty in Panel Vector Autoregressive models 0 0 2 82 1 3 22 259
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 0 2 6 1 2 39 56
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 1 1 1 20 1 2 19 110
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 0 34 0 1 13 108
Probabilistic Quantile Factor Analysis 0 0 1 1 0 1 12 19
Quantile regression forecasts of inflation under model uncertainty 0 0 1 49 3 4 30 165
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 3 4 20 139
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 1 1 1 69 2 3 23 244
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 0 1 14 184
Total Journal Articles 10 19 94 2,116 48 115 870 7,802

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 0 3 43 0 1 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 0 3 49 0 1 36 173
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