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 1 2 82
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 0 0 1 143 0 1 8 733
A New Index of Financial Conditions 0 0 0 77 0 1 10 723
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 0 0 1 76
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 0 121 1 1 5 43
A new index of financial conditions 0 0 1 114 1 2 5 390
A new index of financial conditions 0 0 0 61 0 1 1 157
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 0 2 3 170
Agreed and Disagreed Uncertainty 0 0 0 7 0 1 4 17
Agreed and Disagreed Uncertainty 0 0 3 3 0 0 6 6
Agreed and Disagreed Uncertainty 1 1 2 13 1 1 11 30
Agreed and Disagreed Uncertainty 0 0 0 8 0 2 2 17
Agreed and Disagreed Uncertainty 0 0 0 2 0 1 2 9
Agreed and Disagreed Uncertainty 0 0 7 7 1 5 14 14
Agreed and Disagreed Uncertainty 0 0 1 2 1 3 7 8
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 1 1
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 5 6
Agreed and Disagreed Uncertainty 0 0 2 3 0 1 4 9
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 1 4 330 0 1 6 737
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 0 410 0 2 5 736
Assessing the transmission of monetary policy using dynamic factor models 1 2 10 519 5 7 23 870
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 1 2 4 9
Bayesian Approaches to Shrinkage and Sparse Estimation 0 1 10 64 0 6 18 115
Bayesian Approaches to Shrinkage and Sparse Estimation 1 1 1 197 1 2 2 308
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 18 1 3 5 53
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 1 70
Bayesian Compressed Vector Autoregressions 1 1 2 29 1 2 3 48
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 1 2 94
Bayesian Compressed Vector Autoregressions 0 0 1 232 0 1 3 430
Bayesian Forecasting with Highly Correlated Predictors 0 0 0 16 0 1 2 77
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 3 20 626 3 8 54 1,558
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 5 11 100 2,769 12 40 258 6,506
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 9 9 0 2 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 0 1 6 6 0 4 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 0 2 4 356
Bayesian forecasting with highly correlated predictors 0 0 0 3 0 0 0 20
Bayesian methods 1 2 4 416 1 2 19 688
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 2 3 217
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 8 283 0 2 14 462
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 0 0 3 145
Decomposing Global Yield Curve Co-Movement 0 0 0 259 1 2 4 483
Energy Markets and Global Economic Conditions 0 0 1 40 0 0 2 110
Energy Markets and Global Economic Conditions 0 0 5 82 1 2 12 189
Energy Markets and Global Economic Conditions 0 0 2 18 0 1 15 79
Energy Markets and Global Economic Conditions 0 0 3 29 0 2 9 189
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 0 4 6 154
Exchange Rate Predictability in a Changing World 0 0 2 307 1 3 7 574
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 0 3 263
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 3 3 3 1 12 36 36
Forecasting Inflation Using Dynamic Model Averaging 1 2 8 615 1 3 17 1,226
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 0 0 3 126
Forecasting Inflation Using Dynamic Model Averaging 0 0 2 21 0 0 4 117
Forecasting Inflation Using Dynamic Model Averaging* 0 0 1 178 0 1 7 357
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 1 1 3 588
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 1 1 2 181 3 5 9 358
Forecasting with High-Dimensional Panel VARs 1 2 15 305 3 5 25 650
Forecasting with High-Dimensional Panel VARs 0 0 0 119 1 1 7 131
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 2 2 307
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 0 0 6 323
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 0 1 4 136
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 6 0 1 1 32
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 0 1 1 167
Hierarchical shrinkage in time-varying parameter models 1 1 5 262 2 2 9 462
Hierarchical shrinkage priors for dynamic regressions with many predictors 1 1 1 53 1 2 3 140
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 176 0 0 1 312
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 0 0 2 68
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 22 0 0 4 74
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 0 5 0 0 1 25
Large Time-Varying Parameter VARs 0 0 2 64 0 0 3 165
Large Time-Varying Parameter VARs 0 0 1 112 0 2 6 235
Large time-varying parameter VARs 0 0 0 41 0 0 9 154
Large time-varying parameter VARs 0 1 6 834 1 5 15 1,496
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 98 0 1 5 82
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 47 0 0 0 76
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 1 2 6 48
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 30 1 2 5 78
Machine Learning Macroeconometrics A Primer 0 0 1 628 0 0 4 1,031
Machine Learning Macroeconometrics: A Primer 1 3 23 326 2 7 48 650
Measuring Dynamic Connectedness with Large Bayesian VAR Models 0 2 15 545 4 11 68 1,364
Measuring Dynamic Connectedness with Large Bayesian VAR Models 4 11 34 421 5 19 85 1,117
Model Uncertainty in Panel Vector Autoregressive Models 1 1 1 72 1 1 1 62
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 0 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 1 1 5 55
Model uncertainty in panel vector autoregressive models 0 0 0 38 1 1 1 86
Model uncertainty in panel vector autoregressive models 0 1 6 273 0 2 13 447
Monitoring multicountry macroeconomic risk 0 0 0 2 1 2 5 6
Monitoring multicountry macroeconomic risk 0 0 0 20 0 0 1 26
Monitoring multicountry macroeconomic risk 0 0 0 8 0 0 3 12
Monitoring multicountry macroeconomic risk 0 2 3 8 0 3 6 13
Monitoring multicountry macroeconomic risk 0 0 0 64 0 1 7 34
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 1 324 0 1 7 611
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 0 0 1 38
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 116 0 1 3 192
Prior selection for panel vector autoregressions 0 0 0 8 0 1 4 50
Prior selection for panel vector autoregressions 0 3 12 293 1 5 29 427
Prior selection for panel vector autoregressions 1 1 1 80 1 1 2 93
Probabilistic Quantile Factor Analysis 0 0 0 1 0 0 1 4
Probabilistic Quantile Factor Analysis 0 0 0 18 1 1 6 26
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
Quantile forecasts of inflation under model uncertainty 2 4 8 342 3 8 17 578
Sign restrictions in high-dimensional vector autoregressions 0 1 5 36 0 2 12 126
Sign restrictions in high-dimensional vector autoregressions 0 0 0 121 0 0 3 214
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 2 4 7 151
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 1 2 5 174
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 0 2 3 51
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 1 1 2 78
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 2 383 1 2 6 688
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 1 1 3 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 68 0 1 2 74
The Effect of News Shocks and Monetary Policy 0 0 0 185 0 2 6 545
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 35 0 1 7 107
The Effect of News Shocks and Monetary Policy 0 0 1 151 0 0 3 400
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 1 31 0 1 4 86
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 1 109 0 1 2 195
The effect of news shocks and monetary policy 0 0 0 35 0 2 5 91
The time-varying evolution of inflation risks 1 4 35 369 3 7 62 693
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 119 0 1 5 247
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 1 1 3 611
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 67 0 0 1 157
VAR Forecasting Using Bayesian Variable Selection 0 0 1 136 0 1 2 298
VAR forecasting using Bayesian variable selection 0 0 0 342 0 1 5 569
VAR forecasting using Bayesian variable selection 0 0 1 306 1 1 4 650
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 5 59 0 2 12 203
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 2 19 0 1 3 50
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 361 0 0 5 733
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 0 0 4 7
Total Working Papers 27 70 421 21,594 84 282 1,340 44,413

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 6 14 43 4 11 44 121
A new index of financial conditions 1 1 9 282 2 9 50 1,528
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 0 15 0 1 2 51
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 0 0 6 139 1 2 17 341
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 2 2 1 2 7 10
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 5 1 5 7 19
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 6 27 551 2 14 96 1,472
Bayesian compressed vector autoregressions 0 0 0 36 1 3 5 119
Bayesian forecasting with highly correlated predictors 0 0 0 19 0 2 5 90
Decomposing global yield curve co-movement 0 1 2 12 0 3 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 2 2 5
Energy Markets and Global Economic Conditions 0 2 11 57 2 11 47 147
Exchange rate predictability and dynamic Bayesian learning 0 1 2 21 2 5 18 144
Exchange rate predictability in a changing world 0 0 2 82 0 2 8 246
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 1 1 7 74 2 4 18 276
Forecasting the term structure of government bond yields in unstable environments 0 1 2 25 0 2 8 133
Forecasting with High‐Dimensional Panel VARs 0 0 2 20 0 2 10 57
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 2 5 41 2 5 14 152
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 0 2 6 36
Large time-varying parameter VARs 1 4 8 241 5 12 29 633
Model uncertainty in Panel Vector Autoregressive models 0 0 2 80 1 2 10 237
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 1 4 4 2 9 17 17
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 2 19 0 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 1 1 1 34 1 1 4 95
Probabilistic Quantile Factor Analysis 0 0 0 0 2 7 7 7
Quantile regression forecasts of inflation under model uncertainty 0 0 4 48 1 6 17 135
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 1 4 15 221
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 0 1 5 170
Total Journal Articles 7 28 118 2,022 34 134 491 6,932

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 0 3 40 0 0 7 118
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 5 46 0 0 10 137
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