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 0 1 81
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 1 217
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 4 147
A New Index of Financial Conditions 0 1 2 143 1 3 11 731
A New Index of Financial Conditions 0 0 2 77 2 6 15 722
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 0 0 0 151
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 1 1 76
A new algorithm for structural restrictions in Bayesian vector autoregressions 0 0 1 121 0 1 7 42
A new index of financial conditions 0 0 1 61 0 0 2 156
A new index of financial conditions 0 0 3 114 1 2 6 388
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 0 2 168
Agreed and Disagreed Uncertainty 0 1 2 3 0 2 3 8
Agreed and Disagreed Uncertainty 3 7 7 7 5 9 9 9
Agreed and Disagreed Uncertainty 0 0 0 0 0 2 6 6
Agreed and Disagreed Uncertainty 0 0 4 12 2 5 16 29
Agreed and Disagreed Uncertainty 3 3 3 3 4 6 6 6
Agreed and Disagreed Uncertainty 0 0 0 1 1 1 2 3
Agreed and Disagreed Uncertainty 0 0 1 8 0 0 1 15
Agreed and Disagreed Uncertainty 0 0 1 2 0 0 2 8
Agreed and Disagreed Uncertainty 0 0 0 0 0 0 1 1
Agreed and Disagreed Uncertainty 0 0 0 7 0 0 3 16
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 0 0 0 410 0 1 4 734
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models 1 3 4 329 3 5 7 736
Assessing the transmission of monetary policy using dynamic factor models 2 3 15 517 2 3 29 862
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 196 0 0 2 306
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 0 4 0 1 2 7
Bayesian Approaches to Shrinkage and Sparse Estimation 0 4 10 60 1 5 18 106
Bayesian Approaches to Shrinkage and Sparse Estimation 0 0 1 18 0 2 6 50
Bayesian Compressed Vector Autoregressions 0 0 1 28 0 0 1 46
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 1 1 93
Bayesian Compressed Vector Autoregressions 0 0 1 232 0 0 1 428
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 1 1 70
Bayesian Forecasting with Highly Correlated Predictors 0 0 1 16 0 1 2 76
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 11 23 123 2,753 27 60 284 6,445
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 5 25 621 5 14 59 1,545
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 1 3 3 3 1 4 4 4
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 0 0 0 2 5 5 5
Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency 0 9 9 9 1 10 10 10
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 0 3 7
Bayesian dynamic variable selection in high dimensions 0 1 1 10 0 1 2 35
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 1 3 180
Bayesian forecasting with highly correlated predictors 0 0 2 276 0 0 5 354
Bayesian forecasting with highly correlated predictors 0 0 0 3 0 0 0 20
Bayesian methods 1 2 4 414 2 5 22 686
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 1 2 215
Data-based priors for vector autoregressions with drifting coefficients 0 3 8 282 0 4 14 459
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 52 0 0 1 61
Data-based priors for vector autoregressions with drifting coefficients 0 0 0 103 0 1 3 145
Decomposing Global Yield Curve Co-Movement 0 0 0 259 0 0 3 481
Energy Markets and Global Economic Conditions 0 1 5 29 0 3 12 187
Energy Markets and Global Economic Conditions 0 2 6 81 0 4 10 185
Energy Markets and Global Economic Conditions 0 0 1 40 1 1 3 110
Energy Markets and Global Economic Conditions 0 0 5 18 1 2 28 78
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 20 0 2 2 91
Exchange Rate Predictability in a Changing World 0 0 1 57 0 1 2 105
Exchange Rate Predictability in a Changing World 0 1 3 307 1 3 6 571
Exchange Rate Predictability in a Changing World 1 1 1 108 1 2 2 150
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 2 2 262
Exchange rate predictability and dynamic Bayesian learning 0 0 0 29 0 1 3 89
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs 0 0 0 0 0 0 0 0
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 20 0 0 2 115
Forecasting Inflation Using Dynamic Model Averaging 1 2 9 613 2 3 21 1,220
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 92 0 1 3 125
Forecasting Inflation Using Dynamic Model Averaging* 0 0 2 178 0 3 8 356
Forecasting With High Dimensional Panel VARs 0 0 0 340 0 2 5 575
Forecasting in vector autoregressions with many predictors 0 0 3 310 0 2 9 587
Forecasting with Factor Models: A Bayesian Model Averaging Perspective 0 0 5 180 0 0 9 350
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 0 2 59
Forecasting with High-Dimensional Panel VARs 3 4 14 298 3 6 25 639
Forecasting with High-Dimensional Panel VARs 0 0 0 119 1 1 4 128
Forecasting with many predictors using message passing algorithms 0 0 0 298 0 1 2 670
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors 0 0 1 142 0 0 2 305
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 6 0 0 0 31
Hierarchical Shrinkage in Time-Varying Parameter Models 0 1 1 41 0 2 4 135
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 2 127 0 2 9 323
Hierarchical shrinkage in time-varying parameter models 1 2 5 261 2 3 8 460
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 0 0 0 166
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 176 1 1 3 312
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 0 52 0 0 0 137
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 1 22 0 3 6 74
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 75 0 1 2 68
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 5 0 0 1 25
High-dimensional macroeconomic forecasting using message passing algorithms 0 0 0 1 0 0 1 19
Large Time-Varying Parameter VARs 1 2 3 64 1 2 5 165
Large Time-Varying Parameter VARs 0 1 3 112 0 1 8 233
Large time-varying parameter VARs 0 0 0 41 1 1 9 153
Large time-varying parameter VARs 1 2 8 833 3 5 16 1,491
Machine Learning Econometrics: Bayesian algorithms and methods 0 1 2 30 0 2 4 75
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 1 47 0 0 1 76
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 0 31 0 2 2 44
Machine Learning Econometrics: Bayesian algorithms and methods 0 0 2 98 0 0 4 81
Machine Learning Macroeconometrics A Primer 0 0 3 628 0 0 7 1,031
Machine Learning Macroeconometrics: A Primer 1 7 23 321 2 11 52 640
Measuring Dynamic Connectedness with Large Bayesian VAR Models 1 4 16 542 12 23 72 1,347
Measuring Dynamic Connectedness with Large Bayesian VAR Models 3 6 31 406 7 21 80 1,089
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 3 3 3 53
Model Uncertainty in Panel Vector Autoregressive Models 1 1 1 111 1 1 2 121
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 28 0 1 3 68
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 71 0 0 0 61
Model uncertainty in panel vector autoregressive models 1 1 6 271 2 2 14 444
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 0 1 85
Monitoring multicountry macroeconomic risk 0 0 2 2 0 0 3 3
Monitoring multicountry macroeconomic risk 0 0 1 20 0 0 2 26
Monitoring multicountry macroeconomic risk 0 0 0 8 0 1 6 12
Monitoring multicountry macroeconomic risk 0 0 1 64 0 0 8 32
Monitoring multicountry macroeconomic risk 1 1 2 6 1 2 4 9
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK 0 0 0 161 0 0 1 307
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK 0 0 0 51 0 1 3 114
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 0 1 2 38
On the Sources of Uncertainty in Exchange Rate Predictability 0 1 4 324 0 3 10 610
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 116 0 1 2 191
Prior selection for panel vector autoregressions 0 0 0 79 0 0 0 91
Prior selection for panel vector autoregressions 0 0 0 8 0 1 3 49
Prior selection for panel vector autoregressions 1 2 9 285 3 7 23 415
Probabilistic Quantile Factor Analysis 0 0 0 1 0 0 0 3
Probabilistic Quantile Factor Analysis 0 0 0 18 0 0 5 25
Quantile forecasts of inflation under model uncertainty 0 0 0 15 0 0 1 49
Quantile forecasts of inflation under model uncertainty 0 2 10 338 0 2 17 570
Quantile forecasts of inflation under model uncertainty 0 0 0 65 0 0 0 91
Sign restrictions in high-dimensional vector autoregressions 0 0 1 121 0 2 6 214
Sign restrictions in high-dimensional vector autoregressions 0 0 4 34 0 0 11 123
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 0 1 3 145
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 1 9 0 1 4 49
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 0 0 2 77
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 0 1 3 171
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 3 382 0 2 7 686
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 1 2 44
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 51 0 1 1 76
The Effect of News Shocks and Monetary Policy 0 0 0 185 1 2 6 543
The Effect of News Shocks and Monetary Policy 0 0 0 35 1 4 6 106
The Effect of News Shocks and Monetary Policy 0 0 0 68 0 1 2 73
The Effect of News Shocks and Monetary Policy 0 1 1 31 1 2 3 85
The Effect of News Shocks and Monetary Policy 0 0 1 151 1 1 3 399
The Effect of News Shocks and Monetary Policy 0 0 0 44 0 0 0 33
The dynamic effects of U.S. monetary policy on state unemployment 0 1 1 98 0 1 2 222
The effect of news shocks and monetary policy 0 0 0 35 0 1 3 89
The effect of news shocks and monetary policy 0 0 1 109 0 0 2 194
The time-varying evolution of inflation risks 4 13 44 365 6 23 81 685
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 2 283 0 1 4 610
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 3 119 0 1 8 246
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 0 2 72
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 1 67 0 1 2 157
VAR Forecasting Using Bayesian Variable Selection 0 0 1 136 0 0 3 297
VAR forecasting using Bayesian variable selection 0 1 2 306 0 3 5 649
VAR forecasting using Bayesian variable selection 0 0 1 342 1 1 6 568
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 361 1 1 5 733
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 18 0 0 4 49
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 5 59 0 2 12 200
Where do they care? The ECB in the media and inflation expectations 0 0 0 2 0 1 4 7
Total Working Papers 45 130 506 21,489 123 365 1,368 44,004

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 3 15 37 5 10 47 106
A new index of financial conditions 1 3 8 280 2 12 53 1,515
Adaptive hierarchical priors for high-dimensional vector autoregressions 0 0 0 15 0 1 1 50
Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- 0 2 8 139 1 4 18 337
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 1 2 2 2 1 3 5 7
Bayesian Approaches to Shrinkage and Sparse Estimation 0 1 2 5 0 2 3 14
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 3 23 541 8 21 93 1,446
Bayesian compressed vector autoregressions 0 0 0 36 1 2 4 116
Bayesian forecasting with highly correlated predictors 0 0 0 19 0 2 4 88
Decomposing global yield curve co-movement 0 0 0 10 0 0 1 50
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 3 3 0 0 3 3
Energy Markets and Global Economic Conditions 1 2 19 55 3 15 48 135
Exchange rate predictability and dynamic Bayesian learning 0 1 2 20 2 4 15 136
Exchange rate predictability in a changing world 0 1 3 82 1 3 7 243
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 1 4 7 73 1 7 14 268
Forecasting the term structure of government bond yields in unstable environments 0 0 0 23 1 2 6 130
Forecasting with High‐Dimensional Panel VARs 0 0 2 20 0 2 8 54
Hierarchical Shrinkage in Time‐Varying Parameter Models 1 1 3 39 3 6 9 146
Hierarchical shrinkage priors for dynamic regressions with many predictors 0 0 1 44 0 1 2 141
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms 0 0 0 8 0 1 3 33
Large time-varying parameter VARs 1 2 4 236 4 10 21 620
Model uncertainty in Panel Vector Autoregressive models 0 0 2 80 1 1 10 235
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach 0 0 0 0 0 0 0 0
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 1 2 19 0 2 6 89
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 0 0 0 33 1 2 3 94
Quantile regression forecasts of inflation under model uncertainty 0 0 4 48 1 2 12 129
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 1 35 0 2 5 117
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 1 3 68 1 5 16 217
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION 0 0 0 0 0 1 5 169
Total Journal Articles 10 28 114 1,983 37 123 423 6,752

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian methods 0 0 7 40 0 3 12 118
Forecasting in vector autoregressions with many predictors 0 0 0 0 0 0 1 4
The Effect of News Shocks and Monetary Policy 1 1 2 5 2 2 3 14
Total Chapters 1 1 9 45 2 5 16 136
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Statistics updated 2025-06-06