Access Statistics for Dimitris Korobilis

Author contact details at EconPapers.

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 9 90
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 2 10 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 3 8 155
A New Index of Financial Conditions 0 1 2 79 1 4 31 753
A New Index of Financial Conditions 0 1 2 145 0 5 20 752
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 1 1 60 0 2 10 162
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 5 10 86
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 1 122 0 1 10 52
A new index of financial conditions 0 0 1 62 0 0 11 167
A new index of financial conditions 0 1 2 116 0 6 17 405
Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions 0 0 0 63 0 4 14 162
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 1 7 28 196
Agreed and Disagreed Uncertainty 0 0 0 8 0 4 14 29
Agreed and Disagreed Uncertainty 0 0 0 3 0 0 18 26
Agreed and Disagreed Uncertainty 0 0 1 3 1 4 22 27
Agreed and Disagreed Uncertainty 0 0 0 0 0 4 12 18
Agreed and Disagreed Uncertainty 0 0 1 4 0 5 18 24
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 4 5
Agreed and Disagreed Uncertainty 0 0 0 7 0 3 13 29
Agreed and Disagreed Uncertainty 0 0 1 13 0 0 4 33
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 0 0
Agreed and Disagreed Uncertainty 0 0 0 7 1 5 21 30
Agreed and Disagreed Uncertainty 0 0 0 2 0 3 10 18
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 2 331 1 12 30 766
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 2 412 0 2 19 753
Assessing the transmission of monetary policy using dynamic factor models 0 0 5 522 0 4 32 895
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 18 0 0 9 59
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 197 0 6 13 319
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 6 69 1 4 21 130
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 1 5 18 25
Bayesian Compressed Vector Autoregressions 0 0 0 31 2 5 18 88
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 3 13 106
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 5 51
Bayesian Compressed Vector Autoregressions 0 1 1 233 0 5 15 444
Bayesian Forecasting with Highly Correlated Predictors 0 0 0 16 0 0 11 87
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 2 17 640 1 11 44 1,594
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 7 52 2,810 8 29 176 6,642
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 6 1 3 17 23
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 10 0 0 7 18
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 1 1 0 0 6 11
Bayesian dynamic variable selection in high dimensions 0 0 0 10 0 2 12 47
Bayesian dynamic variable selection in high dimensions 0 0 0 94 1 3 15 195
Bayesian dynamic variable selection in high dimensions 0 0 0 0 1 4 13 20
Bayesian forecasting with highly correlated predictors 0 0 1 277 0 5 12 366
Bayesian forecasting with highly correlated predictors 0 0 0 3 0 4 9 29
Bayesian methods 0 0 5 419 1 2 12 698
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 0 1 7 59
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 0 2 13 228
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 0 2 14 75
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 1 4 22 167
Data-based priors for vector autoregressions with drifting coefficients 0 1 3 286 0 1 9 469
Decomposing Global Yield Curve Co-Movement 0 0 0 259 0 4 20 501
Energy Markets and Global Economic Conditions 0 0 0 29 1 7 18 205
Energy Markets and Global Economic Conditions 0 0 0 40 1 6 57 167
Energy Markets and Global Economic Conditions 0 0 0 82 0 4 29 216
Energy Markets and Global Economic Conditions 0 0 0 18 0 4 13 91
Evaluating Monetary Policy using Deviation Errors 0 0 5 5 0 0 13 13
Evaluating Monetary Policy using Deviation Errors 0 1 1 1 0 5 8 8
Exchange Rate Predictability in a Changing World 0 0 0 307 0 2 13 584
Exchange Rate Predictability in a Changing World 0 0 0 20 0 2 16 107
Exchange Rate Predictability in a Changing World 0 0 0 86 1 5 15 91
Exchange Rate Predictability in a Changing World 0 0 0 57 1 2 8 113
Exchange Rate Predictability in a Changing World 0 0 0 108 2 4 18 168
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 3 20 283
Exchange rate predictability and dynamic Bayesian learning 0 0 1 30 2 4 19 108
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 3 3 0 7 52 76
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 11 11 1 5 21 21
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 13 13 1 3 5 5
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 21 0 6 14 131
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 1 5 13 139
Forecasting Inflation Using Dynamic Model Averaging 1 2 6 619 3 9 27 1,250
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 2 2 23 379
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach 6 6 6 6 3 3 3 3
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach 2 84 84 84 3 139 139 139
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach* 0 21 21 21 0 16 16 16
Forecasting With High Dimensional Panel VARs 1 1 1 341 1 4 8 583
Forecasting in vector autoregressions with many predictors 0 0 0 310 0 3 16 603
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 1 181 0 4 15 368
Forecasting with High-Dimensional Panel VARs 0 0 0 21 1 5 24 83
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 0 5 135
Forecasting with High-Dimensional Panel VARs 0 1 4 307 1 3 18 663
Forecasting with many predictors using message passing algorithms 0 0 1 299 0 3 14 684
Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting 0 14 14 14 0 5 5 5
Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting* 0 6 6 6 1 3 3 3
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 1 1 143 0 1 28 333
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 41 1 3 9 144
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 4 17 48
Hierarchical Shrinkage in Time-Varying Parameter Models 1 1 1 128 1 4 12 335
Hierarchical shrinkage in time-varying parameter models 1 1 1 122 1 7 22 188
Hierarchical shrinkage in time-varying parameter models 1 1 3 264 1 6 22 482
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 177 0 2 13 325
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 53 1 2 22 160
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 75 0 5 43 111
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 1 2 3 28
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 0 4 16 35
Large Time-Varying Parameter VARs 0 0 2 114 5 12 72 305
Large Time-Varying Parameter VARs 0 0 0 64 0 1 27 192
Large time-varying parameter VARs 1 2 7 840 1 9 43 1,534
Large time-varying parameter VARs 0 1 2 43 0 5 23 177
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 16 16 0 2 10 10
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 0 14 14 3 4 6 6
Learning from crises: A new class of time-varying parameter VARs with observable adaptation 0 1 40 40 1 6 40 40
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 1 3 13 59
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 98 1 4 12 93
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 32 2 9 25 101
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 48 0 1 24 100
Machine Learning Macroeconometrics A Primer 0 0 0 628 0 1 9 1,040
Machine Learning Macroeconometrics: A Primer 0 0 4 327 0 0 13 656
Measuring Dynamic Connectedness with Large Bayesian VAR Models 2 5 13 556 7 27 86 1,439
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 4 21 431 6 16 89 1,187
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 0 1 8 69
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 111 1 3 10 131
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 0 17 71
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 1 2 11 79
Model uncertainty in panel vector autoregressive models 0 0 1 273 0 2 10 455
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 4 11 96
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 2 8 0 0 20 30
Monitoring multicountry macroeconomic risk 0 0 0 8 1 2 6 18
Monitoring multicountry macroeconomic risk 0 0 0 2 0 4 11 15
Monitoring multicountry macroeconomic risk 0 0 0 64 0 1 4 37
Monitoring multicountry macroeconomic risk 0 0 0 20 0 2 21 47
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 1 3 164 1 6 15 322
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 0 0 1 52 1 1 6 120
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 0 5 26 64
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 324 0 4 16 626
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 1 117 0 1 12 203
Prior selection for panel vector autoregressions 0 0 1 80 0 2 7 99
Prior selection for panel vector autoregressions 0 0 5 295 1 1 11 433
Prior selection for panel vector autoregressions 0 0 0 8 0 2 9 58
Probabilistic Quantile Factor Analysis 0 0 0 18 1 3 14 39
Probabilistic Quantile Factor Analysis 0 0 0 1 0 0 23 27
Probabilistic Quantile Factor Analysis 1 12 12 12 1 5 5 5
Quantile forecasts of inflation under model uncertainty 0 0 0 15 0 1 10 59
Quantile forecasts of inflation under model uncertainty 0 0 1 66 0 3 10 101
Quantile forecasts of inflation under model uncertainty 1 1 11 349 2 6 25 595
Sign restrictions in high-dimensional vector autoregressions 0 0 1 36 0 1 19 143
Sign restrictions in high-dimensional vector autoregressions 0 0 0 121 0 1 4 218
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 1 7 22 71
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 0 1 23 170
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 0 11 18 190
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 0 5 20 97
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 3 385 1 3 20 706
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 2 9 53
The Dynamic Effects of U.S. Monetary Policy on State Unemployment 0 0 0 150 0 2 7 312
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 3 52 158
The Effect of News Shocks and Monetary Policy 0 0 0 51 0 0 11 87
The Effect of News Shocks and Monetary Policy 0 0 0 151 0 3 12 412
The Effect of News Shocks and Monetary Policy 0 0 0 31 0 1 10 95
The Effect of News Shocks and Monetary Policy 0 0 0 185 1 3 15 558
The Effect of News Shocks and Monetary Policy 0 0 0 44 1 2 15 48
The dynamic effects of U.S. monetary policy on state unemployment 0 0 0 98 0 6 21 243
The effect of news shocks and monetary policy 0 0 0 109 0 1 7 201
The effect of news shocks and monetary policy 0 0 0 35 0 5 11 100
The time-varying evolution of inflation risks 3 5 15 380 4 12 37 723
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 120 0 3 15 261
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 1 3 9 619
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 3 10 82
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 0 3 13 170
VAR Forecasting Using Bayesian Variable Selection 0 2 3 139 1 7 31 328
VAR forecasting using Bayesian variable selection 0 2 5 347 0 7 31 599
VAR forecasting using Bayesian variable selection 0 1 2 308 0 6 29 678
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 362 0 6 19 752
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 19 0 4 9 58
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 59 0 0 3 204
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 0 2 14 21
Total Working Papers 23 192 493 22,017 103 778 3,133 47,264

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 11 48 6 11 45 155
A new index of financial conditions 1 3 10 291 6 16 48 1,567
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 1 16 0 2 42 92
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 0 1 5 144 0 7 34 373
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 1 3 2 11 26 34
Bayesian Approaches to Shrinkage and Sparse Estimation 1 1 1 6 2 4 23 37
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 3 26 571 3 22 85 1,543
Bayesian compressed vector autoregressions 0 0 0 36 0 6 20 136
Bayesian forecasting with highly correlated predictors 0 0 0 19 0 1 4 92
Bayesian nonparametric inference in bank business models with transient and persistent cost inefficiency 0 0 0 0 0 0 0 0
Decomposing global yield curve co-movement 0 0 1 12 2 4 19 70
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 1 4 0 6 12 15
Energy Markets and Global Economic Conditions 0 1 7 62 2 10 46 182
Exchange rate predictability and dynamic Bayesian learning 0 0 2 22 2 8 47 186
Exchange rate predictability in a changing world 0 0 2 84 1 5 22 266
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 1 3 76 1 3 24 296
Forecasting the term structure of government bond yields in unstable environments 0 0 2 26 1 6 22 153
Forecasting with High‐Dimensional Panel VARs 0 0 2 22 0 3 23 78
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 4 43 2 2 33 180
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 45 0 1 18 159
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 0 3 17 51
Large time-varying parameter VARs 0 1 15 252 8 17 54 675
Model uncertainty in Panel Vector Autoregressive models 0 1 2 82 0 4 21 256
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 0 3 6 4 9 46 54
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 0 19 0 2 19 108
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 13 0 5 20 84
Prior selection for panel vector autoregressions 0 0 1 34 1 4 13 107
Probabilistic Quantile Factor Analysis 0 0 1 1 0 1 18 18
Quantile regression forecasts of inflation under model uncertainty 1 1 1 49 1 6 32 161
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 1 5 18 135
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 0 68 0 9 24 241
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 0 6 14 183
Total Journal Articles 5 14 103 2,097 45 199 889 7,687

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 1 1 3 43 1 2 17 135
Forecasting in vector autoregressions with many predictors 0 0 0 1 0 1 9 14
The Effect of News Shocks and Monetary Policy 0 0 0 5 0 3 9 23
Total Chapters 1 1 3 49 1 6 35 172
2 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10