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 4 8 89
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 7 8 225
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 1 3 5 152
A New Index of Financial Conditions 0 0 1 78 2 15 30 749
A New Index of Financial Conditions 0 0 1 144 2 10 17 747
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 4 9 160
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 2 5 81
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 1 122 1 4 9 51
A new index of financial conditions 0 0 1 62 0 5 11 167
A new index of financial conditions 0 0 1 115 2 6 12 399
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 0 4 10 158
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 13 21 189
Agreed and Disagreed Uncertainty 0 0 4 4 1 4 18 19
Agreed and Disagreed Uncertainty 0 0 0 0 1 2 4 5
Agreed and Disagreed Uncertainty 0 0 0 8 0 4 10 25
Agreed and Disagreed Uncertainty 0 1 2 3 0 10 21 23
Agreed and Disagreed Uncertainty 0 0 0 2 0 4 7 15
Agreed and Disagreed Uncertainty 0 0 0 7 1 2 10 26
Agreed and Disagreed Uncertainty 0 0 6 7 0 6 24 25
Agreed and Disagreed Uncertainty 0 0 0 0 0 4 9 14
Agreed and Disagreed Uncertainty 0 0 1 13 0 1 8 33
Agreed and Disagreed Uncertainty 0 0 1 3 1 7 20 26
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 1 2 412 0 6 17 751
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 3 331 1 14 21 754
Assessing the transmission of monetary policy using dynamic factor models 0 1 7 522 2 10 31 891
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 197 0 3 7 313
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 18 0 0 10 59
Bayesian Approaches to Shrinkage and Sparse Estimation 0 1 9 69 1 7 21 126
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 3 8 14 20
Bayesian Compressed Vector Autoregressions 0 0 0 232 0 4 11 439
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 4 11 103
Bayesian Compressed Vector Autoregressions 0 0 0 31 1 8 13 83
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 1 5 51
Bayesian Forecasting with Highly Correlated Predictors 0 0 0 16 2 8 11 87
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 7 20 638 6 14 47 1,583
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 10 23 73 2,803 23 58 223 6,613
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 1 0 3 10 11
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 7 10 1 1 16 18
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 5 6 2 4 19 20
Bayesian dynamic variable selection in high dimensions 0 0 0 0 1 5 9 16
Bayesian dynamic variable selection in high dimensions 0 0 0 94 1 7 12 192
Bayesian dynamic variable selection in high dimensions 0 0 0 10 1 6 10 45
Bayesian forecasting with highly correlated predictors 0 0 0 3 0 3 5 25
Bayesian forecasting with highly correlated predictors 0 1 1 277 2 3 7 361
Bayesian methods 1 2 6 419 1 5 13 696
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 2 4 6 58
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 0 5 12 226
Data-based priors for vector autoregressions with drifting coefficients 0 0 4 285 0 3 10 468
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 2 12 12 73
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 2 16 19 163
Decomposing Global Yield Curve Co-Movement 0 0 0 259 1 11 16 497
Energy Markets and Global Economic Conditions 0 0 2 82 3 13 28 212
Energy Markets and Global Economic Conditions 0 0 0 40 5 43 52 161
Energy Markets and Global Economic Conditions 0 0 1 29 0 3 13 198
Energy Markets and Global Economic Conditions 0 0 0 18 1 3 10 87
Evaluating Monetary Policy using Deviation Errors 0 0 0 0 0 3 3 3
Evaluating Monetary Policy using Deviation Errors 0 0 5 5 1 7 13 13
Exchange Rate Predictability in a Changing World 0 0 0 57 0 3 6 111
Exchange Rate Predictability in a Changing World 0 0 0 86 0 7 10 86
Exchange Rate Predictability in a Changing World 0 0 1 108 0 5 16 164
Exchange Rate Predictability in a Changing World 0 0 0 307 3 7 12 582
Exchange Rate Predictability in a Changing World 0 0 0 20 0 9 14 105
Exchange rate predictability and dynamic Bayesian learning 0 0 1 30 0 7 15 104
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 15 18 280
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 3 3 3 22 69 69
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 13 13 13 0 2 2 2
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 11 11 3 7 16 16
Forecasting Inflation Using Dynamic Model Averaging 0 1 6 617 1 9 24 1,241
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 0 2 10 125
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 0 4 10 134
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 2 11 22 377
Forecasting With High Dimensional Panel VARs 0 0 0 340 0 1 5 579
Forecasting in vector autoregressions with many predictors 0 0 0 310 1 7 15 600
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 1 181 0 2 14 364
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 1 8 135
Forecasting with High-Dimensional Panel VARs 0 1 11 306 1 9 24 660
Forecasting with High-Dimensional Panel VARs 0 0 0 21 1 16 19 78
Forecasting with many predictors using message passing algorithms 0 0 1 299 2 5 11 681
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 0 142 3 17 27 332
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 41 0 5 6 141
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 1 5 13 44
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 0 5 9 331
Hierarchical shrinkage in time-varying parameter models 0 1 3 263 0 9 18 476
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 2 10 15 181
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 53 2 16 21 158
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 1 1 177 0 8 12 323
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 22 0 1 2 75
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 4 10 12 31
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 6 32 39 106
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 0 1 1 26
Large Time-Varying Parameter VARs 0 0 1 64 2 15 27 191
Large Time-Varying Parameter VARs 0 0 2 114 2 30 60 293
Large time-varying parameter VARs 0 0 1 42 2 11 20 172
Large time-varying parameter VARs 0 2 6 838 0 14 38 1,525
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 9 16 16 0 5 8 8
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 1 39 39 39 1 34 34 34
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 14 14 14 0 2 2 2
Machine Learning Econometrics: Bayesian algorithms and methods 1 1 2 32 3 10 18 92
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 2 14 23 99
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 4 13 56
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 2 3 8 89
Machine Learning Macroeconometrics A Primer 0 0 0 628 0 4 8 1,039
Machine Learning Macroeconometrics: A Primer 0 0 9 327 0 1 21 656
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 2 10 551 10 26 84 1,412
Measuring Dynamic Connectedness with Large Bayesian VAR Models 0 2 24 427 8 25 97 1,171
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 0 5 7 68
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 2 11 21 71
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 0 5 9 77
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 0 3 8 128
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 5 7 92
Model uncertainty in panel vector autoregressive models 0 0 3 273 0 3 11 453
Monitoring multicountry macroeconomic risk 0 0 0 64 0 1 4 36
Monitoring multicountry macroeconomic risk 0 0 3 8 3 12 23 30
Monitoring multicountry macroeconomic risk 0 0 0 2 0 0 8 11
Monitoring multicountry macroeconomic risk 0 0 0 8 0 1 4 16
Monitoring multicountry macroeconomic risk 0 0 0 20 2 14 19 45
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 1 1 2 163 2 6 9 316
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 1 1 1 52 2 5 6 119
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 324 0 10 12 622
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 2 16 21 59
On the Sources of Uncertainty in Exchange Rate Predictability 1 1 1 117 1 5 11 202
Prior selection for panel vector autoregressions 0 0 0 8 0 2 7 56
Prior selection for panel vector autoregressions 0 0 1 80 0 1 6 97
Prior selection for panel vector autoregressions 0 1 11 295 0 3 21 432
Probabilistic Quantile Factor Analysis 0 0 0 1 3 20 24 27
Probabilistic Quantile Factor Analysis 0 0 0 18 2 7 11 36
Quantile forecasts of inflation under model uncertainty 0 0 0 15 0 4 9 58
Quantile forecasts of inflation under model uncertainty 0 0 1 66 1 4 7 98
Quantile forecasts of inflation under model uncertainty 0 3 11 348 0 8 20 589
Sign restrictions in high-dimensional vector autoregressions 0 0 2 36 3 10 19 142
Sign restrictions in high-dimensional vector autoregressions 0 0 0 121 0 0 5 217
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 1 3 9 179
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 4 9 15 92
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 1 11 16 64
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 2 12 24 169
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 1 1 3 385 1 11 18 703
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 4 8 51
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 0 150 0 3 5 310
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 35 0 10 51 155
The Effect of News Shocks and Monetary Policy 0 0 0 51 0 4 11 87
The Effect of News Shocks and Monetary Policy 0 0 0 31 0 3 10 94
The Effect of News Shocks and Monetary Policy 0 0 0 44 0 4 13 46
The Effect of News Shocks and Monetary Policy 0 0 0 151 1 7 11 409
The Effect of News Shocks and Monetary Policy 0 0 0 185 0 4 13 555
The dynamic effects of U.S. monetary policy on state unemployment 0 0 0 98 2 13 15 237
The effect of news shocks and monetary policy 0 0 0 109 1 2 6 200
The effect of news shocks and monetary policy 0 0 0 35 0 1 6 95
The time-varying evolution of inflation risks 1 2 16 375 1 6 36 711
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 1 4 7 79
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 1 1 120 2 9 12 258
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 1 4 6 616
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 0 6 10 167
VAR Forecasting Using Bayesian Variable Selection 0 0 1 137 0 16 24 321
VAR forecasting using Bayesian variable selection 0 2 3 345 2 18 25 592
VAR forecasting using Bayesian variable selection 0 0 1 307 3 19 24 672
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 1 1 1 362 2 9 14 746
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 19 0 1 5 54
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 0 8 13 19
Total Working Papers 22 138 414 21,825 199 1,256 2,714 46,486

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 1 12 47 5 11 44 144
A new index of financial conditions 2 4 10 288 2 11 45 1,551
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 3 21 40 90
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 0 1 5 143 3 10 31 366
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 1 2 3 3 8 17 23
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 5 0 4 19 33
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 3 12 30 568 10 28 92 1,521
Bayesian compressed vector autoregressions 0 0 0 36 2 5 16 130
Bayesian forecasting with highly correlated predictors 0 0 0 19 0 0 4 91
Decomposing global yield curve co-movement 0 0 2 12 0 11 16 66
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 1 4 0 3 6 9
Energy Markets and Global Economic Conditions 2 2 8 61 2 11 48 172
Exchange rate predictability and dynamic Bayesian learning 0 1 3 22 2 27 46 178
Exchange rate predictability in a changing world 0 1 3 84 0 11 21 261
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 0 6 75 1 9 32 293
Forecasting the term structure of government bond yields in unstable environments 0 1 3 26 1 10 18 147
Forecasting with High‐Dimensional Panel VARs 1 1 2 22 5 12 21 75
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 2 5 43 0 15 37 178
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 45 3 11 17 158
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 0 5 15 48
Large time-varying parameter VARs 4 6 17 251 4 14 45 658
Model uncertainty in Panel Vector Autoregressive models 0 1 1 81 0 3 18 252
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 1 1 6 6 3 15 45 45
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 0 19 1 9 18 106
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 0 10 15 79
Prior selection for panel vector autoregressions 0 0 1 34 1 6 11 103
Probabilistic Quantile Factor Analysis 0 0 1 1 2 4 17 17
Quantile regression forecasts of inflation under model uncertainty 0 0 0 48 3 16 28 155
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 2 6 15 130
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 1 68 2 8 18 232
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 0 4 8 177
Total Journal Articles 14 35 122 2,083 60 318 823 7,488

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 1 1 2 42 2 11 15 133
Forecasting in vector autoregressions with many predictors 0 0 1 1 1 6 9 13
The Effect of News Shocks and Monetary Policy 0 0 1 5 1 5 8 20
Total Chapters 1 1 4 48 4 22 32 166
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