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Dimitris Korobilis · Study
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Author
Dimitris Korobilis
22 works
· latest 2022
· 5 institutions
cluster: provisional
ORCID 0000-0001-9146-3008
Works
22 shown
A new algorithm for structural restrictions in Bayesian vector autoregressions
European Economic Review
·
2022
·
1 author
·
Open access
34
citations
The Time-Varying Evolution of Inflation Risks
SSRN Electronic Journal
·
2021
·
4 authors
·
preprint
·
Open access
26
citations
Energy Markets and Global Economic Conditions
The Review of Economics and Statistics
·
2020
·
3 authors
·
Open access
246
citations
Exchange rate predictability and dynamic Bayesian learning
Journal of Applied Econometrics
·
2020
·
4 authors
·
Open access
42
citations
Decomposing global yield curve co-movement
Journal of Banking & Finance
·
2019
·
3 authors
·
Open access
20
citations
Adaptive hierarchical priors for high-dimensional vector autoregressions
Journal of Econometrics
·
2019
·
2 authors
·
Open access
41
citations
Measuring Dynamic Connectedness with Large Bayesian VAR Models
SSRN Electronic Journal
·
2018
·
2 authors
·
preprint
·
Open access
134
citations
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY
International Economic Review
·
2017
·
3 authors
·
Open access
66
citations
Quantile regression forecasts of inflation under model uncertainty
International Journal of Forecasting
·
2016
·
1 author
90
citations
Exchange rate predictability in a changing world
Journal of International Money and Finance
·
2015
·
3 authors
·
Open access
73
citations
Model uncertainty in Panel Vector Autoregressive models
European Economic Review
·
2015
·
2 authors
·
Open access
98
citations
A new index of financial conditions
European Economic Review
·
2014
·
2 authors
·
Open access
710
citations
The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Journal of Applied Econometrics
·
2014
·
4 authors
·
Open access
70
citations
Large time-varying parameter VARs
Journal of Econometrics
·
2013
·
2 authors
504
citations
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*
International Economic Review
·
2012
·
2 authors
·
Open access
393
citations
Assessing the Transmission of Monetary Policy Using Time‐varying Parameter Dynamic Factor Models *
Oxford Bulletin of Economics and Statistics
·
2012
·
1 author
121
citations
Large Time-Varying Parameter VARs
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
28
citations
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?
Economic Modelling
·
2011
·
2 authors
60
citations
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Foundations and Trends® in Econometrics
·
2010
·
2 authors
·
Open access
644
citations
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
207
citations
Forecasting Inflation Using Dynamic Model Averaging
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
80
citations
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
SSRN Electronic Journal
·
2009
·
1 author
·
preprint
·
Open access
29
citations