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 9 90
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 2 2 10 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 3 4 8 155
A New Index of Financial Conditions 0 0 1 144 3 5 20 750
A New Index of Financial Conditions 1 1 2 79 2 9 31 751
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 3 10 161
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 5 5 10 86
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 1 122 1 4 10 52
A new index of financial conditions 0 0 1 62 0 3 11 167
A new index of financial conditions 1 1 2 116 5 8 17 404
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 3 4 13 161
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 1 1 108 5 11 26 194
Agreed and Disagreed Uncertainty 0 0 0 8 4 5 14 29
Agreed and Disagreed Uncertainty 0 0 0 3 0 2 18 26
Agreed and Disagreed Uncertainty 0 0 1 13 0 0 6 33
Agreed and Disagreed Uncertainty 0 1 2 3 2 5 23 25
Agreed and Disagreed Uncertainty 0 0 0 2 2 3 9 17
Agreed and Disagreed Uncertainty 0 0 3 7 3 3 24 28
Agreed and Disagreed Uncertainty 0 0 0 0 4 6 12 18
Agreed and Disagreed Uncertainty 0 0 0 7 1 2 11 27
Agreed and Disagreed Uncertainty 0 0 4 4 4 5 21 23
Agreed and Disagreed Uncertainty 0 0 0 0 0 1 4 5
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 1 2 412 1 4 18 752
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 3 331 9 10 30 763
Assessing the transmission of monetary policy using dynamic factor models 0 0 7 522 1 7 32 892
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 3 6 16 23
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 197 5 6 12 318
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 9 69 1 2 22 127
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 5 51
Bayesian Compressed Vector Autoregressions 1 1 1 233 4 4 15 443
Bayesian Compressed Vector Autoregressions 0 0 0 31 3 9 16 86
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 2 12 104
Bayesian Forecasting with Highly Correlated Predictors 0 0 0 16 0 2 11 87
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 6 27 67 2,809 14 57 209 6,627
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 5 20 639 9 18 52 1,592
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 1 0 1 8 11
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 4 6 2 5 19 22
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 10 0 1 9 18
Bayesian dynamic variable selection in high dimensions 0 0 0 94 1 2 13 193
Bayesian dynamic variable selection in high dimensions 0 0 0 0 3 5 12 19
Bayesian dynamic variable selection in high dimensions 0 0 0 10 1 3 11 46
Bayesian forecasting with highly correlated predictors 0 0 1 277 4 6 11 365
Bayesian forecasting with highly correlated predictors 0 0 0 3 3 3 8 28
Bayesian methods 0 1 6 419 0 3 12 696
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 0 2 6 58
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 2 3 14 228
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 2 11 14 75
Data-based priors for vector autoregressions with drifting coefficients 1 1 4 286 1 1 10 469
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 3 14 21 166
Decomposing Global Yield Curve Co-Movement 0 0 0 259 3 8 19 500
Energy Markets and Global Economic Conditions 0 0 0 40 2 12 54 163
Energy Markets and Global Economic Conditions 0 0 1 82 4 12 31 216
Energy Markets and Global Economic Conditions 0 0 0 18 4 6 14 91
Energy Markets and Global Economic Conditions 0 0 0 29 4 4 15 202
Evaluating Monetary Policy using Deviation Errors 0 0 5 5 0 4 13 13
Evaluating Monetary Policy using Deviation Errors 0 0 0 0 2 4 5 5
Exchange Rate Predictability in a Changing World 0 0 1 108 2 4 17 166
Exchange Rate Predictability in a Changing World 0 0 0 57 1 1 7 112
Exchange Rate Predictability in a Changing World 0 0 0 86 2 7 12 88
Exchange Rate Predictability in a Changing World 0 0 0 20 2 8 16 107
Exchange Rate Predictability in a Changing World 0 0 0 307 2 7 14 584
Exchange rate predictability and dynamic Bayesian learning 0 0 1 30 1 5 16 105
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 3 4 21 283
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 11 11 4 7 20 20
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 3 3 4 16 73 73
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 13 13 13 1 3 3 3
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 3 4 12 137
Forecasting Inflation Using Dynamic Model Averaging 1 1 6 618 4 6 27 1,245
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 5 5 15 130
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 0 3 21 377
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach 59 59 59 59 122 122 122 122
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach* 9 9 9 9 6 6 6 6
Forecasting With High Dimensional Panel VARs 0 0 0 340 3 3 7 582
Forecasting in vector autoregressions with many predictors 0 0 0 310 3 6 16 603
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 1 181 3 3 17 367
Forecasting with High-Dimensional Panel VARs 0 0 0 21 4 10 23 82
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 0 8 135
Forecasting with High-Dimensional Panel VARs 1 1 12 307 2 8 26 662
Forecasting with many predictors using message passing algorithms 0 0 1 299 2 4 13 683
Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting 5 5 5 5 3 3 3 3
Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting* 1 1 1 1 1 1 1 1
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 0 142 0 9 27 332
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 4 5 17 48
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 41 2 3 8 143
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 3 3 11 334
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 4 10 19 185
Hierarchical shrinkage in time-varying parameter models 0 1 3 263 5 6 23 481
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 1 1 177 2 5 14 325
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 53 1 8 22 159
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 5 21 43 111
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 2 8 14 33
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 1 1 2 27
Large Time-Varying Parameter VARs 0 0 2 114 5 8 65 298
Large Time-Varying Parameter VARs 0 0 1 64 0 11 27 191
Large time-varying parameter VARs 1 2 7 839 5 12 42 1,530
Large time-varying parameter VARs 1 1 2 43 5 11 25 177
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 14 14 14 1 3 3 3
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 1 6 40 40 4 5 38 38
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 16 16 1 2 9 9
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 2 32 7 12 24 99
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 3 5 11 92
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 2 2 14 58
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 0 9 23 99
Machine Learning Macroeconometrics A Primer 0 0 0 628 1 1 9 1,040
Machine Learning Macroeconometrics: A Primer 0 0 7 327 0 0 18 656
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 2 11 552 12 26 89 1,424
Measuring Dynamic Connectedness with Large Bayesian VAR Models 2 3 26 429 5 17 94 1,176
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 1 1 9 129
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 2 21 71
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 0 1 9 77
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 1 1 8 69
Model uncertainty in panel vector autoregressive models 0 0 3 273 2 4 13 455
Model uncertainty in panel vector autoregressive models 0 0 0 38 2 3 9 94
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 3 3 11 14
Monitoring multicountry macroeconomic risk 0 0 3 8 0 4 22 30
Monitoring multicountry macroeconomic risk 0 0 0 20 1 7 20 46
Monitoring multicountry macroeconomic risk 0 0 0 64 1 1 5 37
Monitoring multicountry macroeconomic risk 0 0 0 8 1 2 5 17
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 1 2 3 164 5 8 14 321
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 0 1 1 52 0 3 5 119
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 324 2 8 14 624
On the Sources of Uncertainty in Exchange Rate Predictability 0 1 1 117 1 3 12 203
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 4 13 25 63
Prior selection for panel vector autoregressions 0 0 1 80 1 1 7 98
Prior selection for panel vector autoregressions 0 0 0 8 2 2 9 58
Prior selection for panel vector autoregressions 0 0 11 295 0 0 20 432
Probabilistic Quantile Factor Analysis 0 0 0 18 2 5 13 38
Probabilistic Quantile Factor Analysis 6 6 6 6 3 3 3 3
Probabilistic Quantile Factor Analysis 0 0 0 1 0 16 24 27
Quantile forecasts of inflation under model uncertainty 0 0 0 15 1 1 10 59
Quantile forecasts of inflation under model uncertainty 0 0 1 66 3 5 10 101
Quantile forecasts of inflation under model uncertainty 0 2 10 348 4 7 23 593
Sign restrictions in high-dimensional vector autoregressions 0 0 0 121 1 1 4 218
Sign restrictions in high-dimensional vector autoregressions 0 0 2 36 1 7 20 143
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 1 5 25 170
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 5 9 20 97
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 11 13 19 190
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 4 8 19 68
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 3 385 2 6 19 705
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 2 5 9 53
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 0 150 1 1 6 311
The Effect of News Shocks and Monetary Policy 0 0 0 31 1 1 11 95
The Effect of News Shocks and Monetary Policy 0 0 0 51 0 1 11 87
The Effect of News Shocks and Monetary Policy 0 0 0 44 1 3 14 47
The Effect of News Shocks and Monetary Policy 0 0 0 35 3 3 53 158
The Effect of News Shocks and Monetary Policy 0 0 0 185 2 2 15 557
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 0 151 3 6 14 412
The dynamic effects of U.S. monetary policy on state unemployment 0 0 0 98 5 11 20 242
The effect of news shocks and monetary policy 0 0 0 109 1 2 7 201
The effect of news shocks and monetary policy 0 0 0 35 5 5 11 100
The time-varying evolution of inflation risks 0 1 14 375 5 7 37 716
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 120 2 9 14 260
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 3 4 10 82
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 2 3 8 618
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 3 5 13 170
VAR Forecasting Using Bayesian Variable Selection 1 1 2 138 5 8 29 326
VAR forecasting using Bayesian variable selection 0 2 3 345 5 12 30 597
VAR forecasting using Bayesian variable selection 0 0 1 307 2 10 25 674
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 59 0 0 4 204
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 19 2 2 7 56
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 1 362 6 8 20 752
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 2 7 14 21
Total Working Papers 101 178 482 21,926 532 1,045 3,137 47,018

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 12 47 3 10 46 147
A new index of financial conditions 1 3 10 289 5 11 43 1,556
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 2 8 42 92
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 1 2 5 144 4 8 34 370
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 2 3 7 11 24 30
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 5 2 3 21 35
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 13 31 570 15 37 98 1,536
Bayesian compressed vector autoregressions 0 0 0 36 5 8 20 135
Bayesian forecasting with highly correlated predictors 0 0 0 19 1 1 4 92
Decomposing global yield curve co-movement 0 0 2 12 2 4 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 6 6 12 15
Energy Markets and Global Economic Conditions 0 2 7 61 4 9 44 176
Exchange rate predictability and dynamic Bayesian learning 0 0 2 22 5 9 49 183
Exchange rate predictability in a changing world 0 1 2 84 3 8 22 264
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 0 3 75 1 4 27 294
Forecasting the term structure of government bond yields in unstable environments 0 1 3 26 3 5 21 150
Forecasting with High‐Dimensional Panel VARs 0 1 2 22 3 8 24 78
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 1 5 43 0 6 35 178
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 45 0 3 17 158
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 3 3 18 51
Large time-varying parameter VARs 0 6 16 251 5 13 47 663
Model uncertainty in Panel Vector Autoregressive models 0 1 1 81 2 4 20 254
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 1 6 6 2 8 47 47
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 0 19 2 5 19 108
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 4 12 19 83
Prior selection for panel vector autoregressions 0 0 1 34 2 3 12 105
Probabilistic Quantile Factor Analysis 0 0 1 1 1 4 18 18
Quantile regression forecasts of inflation under model uncertainty 0 0 0 48 2 9 29 157
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 4 8 17 134
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 0 68 8 12 24 240
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 3 5 11 180
Total Journal Articles 4 33 114 2,087 109 245 882 7,597

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 1 8 16 134
Forecasting in vector autoregressions with many predictors 0 0 1 1 1 3 10 14
The Effect of News Shocks and Monetary Policy 0 0 1 5 2 3 10 22
Total Chapters 0 1 4 48 4 14 36 170
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