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 4 6 8 89
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 7 7 8 225
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 2 4 5 151
A New Index of Financial Conditions 0 0 2 144 8 10 17 745
A New Index of Financial Conditions 0 0 1 78 8 15 27 742
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 2 6 7 158
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 2 4 6 81
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 1 1 122 1 4 7 48
A new index of financial conditions 0 0 1 62 2 5 8 164
A new index of financial conditions 0 0 1 115 3 4 10 396
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 3 7 9 157
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions 0 0 0 70 0 3 4 80
Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions 0 0 0 107 7 12 16 183
Agreed and Disagreed Uncertainty 0 0 1 13 1 1 9 33
Agreed and Disagreed Uncertainty 0 0 0 0 2 6 9 12
Agreed and Disagreed Uncertainty 0 1 4 4 3 11 18 18
Agreed and Disagreed Uncertainty 0 0 0 2 3 5 7 14
Agreed and Disagreed Uncertainty 0 0 1 3 5 12 18 24
Agreed and Disagreed Uncertainty 0 0 1 2 7 10 19 20
Agreed and Disagreed Uncertainty 0 0 7 7 6 10 25 25
Agreed and Disagreed Uncertainty 0 0 0 0 1 3 3 4
Agreed and Disagreed Uncertainty 0 0 0 8 3 7 9 24
Agreed and Disagreed Uncertainty 0 0 0 7 1 8 9 25
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 1 5 331 13 16 22 753
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 1 411 3 11 16 748
Assessing the transmission of monetary policy using dynamic factor models 1 3 9 522 4 15 27 885
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 197 2 4 6 312
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 5 7 11 17
Bayesian Approaches to Shrinkage and Sparse Estimation 1 4 13 69 6 9 26 125
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 18 0 3 11 59
Bayesian Compressed Vector Autoregressions 0 0 0 31 2 6 8 77
Bayesian Compressed Vector Autoregressions 0 0 0 38 3 5 10 102
Bayesian Compressed Vector Autoregressions 0 0 2 30 1 1 5 51
Bayesian Compressed Vector Autoregressions 0 0 0 232 4 8 11 439
Bayesian Forecasting with Highly Correlated Predictors 0 0 0 16 6 8 10 85
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 3 6 18 634 5 10 44 1,574
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 7 67 2,782 15 38 220 6,570
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 1 1 1 2 5 10 10
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 6 6 1 6 17 17
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 10 10 0 0 17 17
Bayesian dynamic variable selection in high dimensions 0 0 1 10 4 6 9 43
Bayesian dynamic variable selection in high dimensions 0 0 0 94 6 11 12 191
Bayesian dynamic variable selection in high dimensions 0 0 0 0 3 6 8 14
Bayesian forecasting with highly correlated predictors 0 0 0 3 3 5 5 25
Bayesian forecasting with highly correlated predictors 1 1 2 277 1 3 7 359
Bayesian methods 1 2 6 418 2 4 12 693
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 2 3 4 56
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 4 7 11 225
Data-based priors for vector autoregressions with drifting coefficients 0 2 7 285 3 6 15 468
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 5 7 9 152
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 3 3 3 64
Decomposing Global Yield Curve Co-Movement 0 0 0 259 6 8 11 492
Energy Markets and Global Economic Conditions 0 0 4 82 5 12 24 204
Energy Markets and Global Economic Conditions 0 0 0 18 1 5 13 85
Energy Markets and Global Economic Conditions 0 0 2 29 3 6 15 198
Energy Markets and Global Economic Conditions 0 0 0 40 33 40 42 151
Evaluating Monetary Policy using Deviation Errors 0 1 5 5 3 9 9 9
Evaluating Monetary Policy using Deviation Errors 0 0 0 0 1 1 1 1
Exchange Rate Predictability in a Changing World 0 0 0 86 2 5 5 81
Exchange Rate Predictability in a Changing World 0 0 0 57 3 6 7 111
Exchange Rate Predictability in a Changing World 0 0 1 108 3 6 14 162
Exchange Rate Predictability in a Changing World 0 0 0 20 3 8 10 99
Exchange Rate Predictability in a Changing World 0 0 2 307 2 3 10 577
Exchange rate predictability and dynamic Bayesian learning 0 1 1 30 3 10 12 100
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 14 16 19 279
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 3 3 10 17 57 57
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 0 0 0 0 0 0
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 2 11 11 4 11 13 13
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 2 8 11 125
Forecasting Inflation Using Dynamic Model Averaging 1 2 8 617 7 10 24 1,239
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 3 6 10 133
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 8 14 21 374
Forecasting With High Dimensional Panel VARs 0 0 0 340 1 2 6 579
Forecasting in vector autoregressions with many predictors 0 0 0 310 4 9 12 597
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 1 181 2 5 14 364
Forecasting with High-Dimensional Panel VARs 0 0 0 119 1 3 9 135
Forecasting with High-Dimensional Panel VARs 1 1 13 306 3 4 23 654
Forecasting with High-Dimensional Panel VARs 0 0 0 21 10 12 14 72
Forecasting with many predictors using message passing algorithms 0 0 1 299 3 8 11 679
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 0 142 8 14 18 323
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 5 7 10 331
Hierarchical Shrinkage in Time-Varying Parameter Models 0 1 1 7 4 11 12 43
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 4 4 7 140
Hierarchical shrinkage in time-varying parameter models 0 0 3 262 8 12 19 475
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 4 8 9 175
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 53 9 11 14 151
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 176 5 8 9 320
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 16 20 24 90
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 1 1 1 26
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 22 1 1 4 75
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 4 5 6 25
Large Time-Varying Parameter VARs 0 1 3 114 27 51 60 290
Large Time-Varying Parameter VARs 0 0 2 64 4 13 18 180
Large time-varying parameter VARs 1 2 8 837 7 13 34 1,518
Large time-varying parameter VARs 0 0 1 42 5 9 15 166
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 9 16 16 16 4 7 7 7
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 34 34 34 34 33 33 33 33
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 0 0 0 0 0 0
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 4 7 14 56
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 1 4 6 87
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 5 10 14 90
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 2 31 5 6 14 87
Machine Learning Macroeconometrics A Primer 0 0 1 628 4 7 9 1,039
Machine Learning Macroeconometrics: A Primer 0 0 13 327 1 3 31 656
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 3 28 426 13 33 95 1,159
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 3 15 550 12 29 80 1,398
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 9 13 19 69
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 5 6 7 68
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 3 5 9 128
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 4 7 9 76
Model uncertainty in panel vector autoregressive models 0 0 3 273 1 4 10 451
Model uncertainty in panel vector autoregressive models 0 0 0 38 4 5 6 91
Monitoring multicountry macroeconomic risk 0 0 3 8 8 13 19 26
Monitoring multicountry macroeconomic risk 0 0 0 64 1 2 4 36
Monitoring multicountry macroeconomic risk 0 0 0 8 0 3 5 15
Monitoring multicountry macroeconomic risk 0 0 0 20 8 12 13 39
Monitoring multicountry macroeconomic risk 0 0 0 2 0 5 9 11
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 1 1 162 3 6 6 313
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 0 0 0 51 2 2 3 116
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 116 3 6 10 200
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 7 10 13 50
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 1 324 4 4 10 616
Prior selection for panel vector autoregressions 1 2 12 295 3 5 27 432
Prior selection for panel vector autoregressions 0 0 0 8 2 6 9 56
Prior selection for panel vector autoregressions 0 0 1 80 1 3 6 97
Probabilistic Quantile Factor Analysis 0 0 0 18 4 6 9 33
Probabilistic Quantile Factor Analysis 0 0 0 1 4 5 8 11
Quantile forecasts of inflation under model uncertainty 0 0 1 66 2 2 5 96
Quantile forecasts of inflation under model uncertainty 0 0 0 15 4 7 9 58
Quantile forecasts of inflation under model uncertainty 1 1 10 346 5 5 19 586
Sign restrictions in high-dimensional vector autoregressions 0 0 3 36 4 7 14 136
Sign restrictions in high-dimensional vector autoregressions 0 0 0 121 0 3 5 217
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 5 9 11 88
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 1 3 7 177
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 7 9 12 60
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 8 14 21 165
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 2 384 7 11 16 699
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 1 3 5 48
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 0 150 3 5 5 310
The Effect of News Shocks and Monetary Policy 0 0 1 31 3 7 11 94
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 0 35 10 47 54 155
The Effect of News Shocks and Monetary Policy 0 0 0 151 4 6 8 406
The Effect of News Shocks and Monetary Policy 0 0 0 51 3 9 11 86
The Effect of News Shocks and Monetary Policy 0 0 0 44 2 9 11 44
The Effect of News Shocks and Monetary Policy 0 0 0 185 4 10 15 555
The dynamic effects of U.S. monetary policy on state unemployment 0 0 1 98 7 8 10 231
The effect of news shocks and monetary policy 0 0 0 35 1 3 9 95
The effect of news shocks and monetary policy 0 0 0 109 1 3 5 199
The time-varying evolution of inflation risks 1 3 25 374 4 12 54 709
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 3 4 6 615
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 3 6 6 78
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 1 1 1 120 2 3 9 251
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 4 8 9 165
VAR Forecasting Using Bayesian Variable Selection 0 1 1 137 13 18 21 318
VAR forecasting using Bayesian variable selection 0 1 2 307 11 14 18 664
VAR forecasting using Bayesian variable selection 0 1 1 343 11 15 18 585
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 361 7 11 15 744
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 19 1 4 5 54
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 3 59 0 1 8 204
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 3 6 9 14
Total Working Papers 61 109 428 21,748 743 1,354 2,458 45,973

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 0 13 46 4 8 43 137
A new index of financial conditions 2 2 9 286 5 10 46 1,545
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 15 28 35 84
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 0 1 7 142 6 16 31 362
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 1 1 3 3 4 7 15 19
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 5 3 12 20 32
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 2 24 557 6 19 85 1,499
Bayesian compressed vector autoregressions 0 0 0 36 2 5 13 127
Bayesian forecasting with highly correlated predictors 0 0 0 19 0 0 6 91
Decomposing global yield curve co-movement 0 0 2 12 9 10 14 64
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 1 4 3 3 6 9
Energy Markets and Global Economic Conditions 0 2 8 59 6 17 52 167
Exchange rate predictability and dynamic Bayesian learning 1 1 3 22 23 27 44 174
Exchange rate predictability in a changing world 0 0 3 83 6 8 18 256
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 1 7 75 6 13 30 290
Forecasting the term structure of government bond yields in unstable environments 0 0 2 25 8 10 18 145
Forecasting with High‐Dimensional Panel VARs 0 1 2 21 7 11 20 70
Hierarchical Shrinkage in Time‐Varying Parameter Models 1 1 5 42 9 14 33 172
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 45 8 12 15 155
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 5 7 16 48
Large time-varying parameter VARs 0 2 11 245 6 11 43 650
Model uncertainty in Panel Vector Autoregressive models 0 0 0 80 1 12 17 250
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 1 5 5 9 16 39 39
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 1 19 6 9 18 103
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 2 6 7 71
Prior selection for panel vector autoregressions 0 0 1 34 5 7 10 102
Probabilistic Quantile Factor Analysis 0 0 1 1 1 6 14 14
Quantile regression forecasts of inflation under model uncertainty 0 0 0 48 9 12 22 148
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 2 7 11 126
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 1 68 4 7 19 228
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 2 4 7 175
Total Journal Articles 6 15 113 2,054 182 334 767 7,352

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 1 2 41 4 7 12 126
Forecasting in vector autoregressions with many predictors 0 0 1 1 4 6 7 11
The Effect of News Shocks and Monetary Policy 0 0 1 5 4 5 7 19
Total Chapters 0 1 4 47 12 18 26 156
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Statistics updated 2026-02-12