Dimitris Korobilis
Dimitris Korobilis
Professor of Econometrics, University of Glasgow
Verified email at glasgow.ac.uk - Homepage
Title
Cited by
Cited by
Year
Bayesian multivariate time series methods for empirical macroeconomics
G Koop, D Korobilis
Foundations and Trends in Econometrics 3 (4), 267-358, 2010
6492010
Forecasting inflation using dynamic model averaging
G Koop, D Korobilis
International Economic Review 53 (3), 867-886, 2012
3242012
Large time-varying parameter vector autoregressions
G Koop, D Korobilis
Journal of Econometrics 177 (2), 185-198, 2013
2682013
VAR forecasting using Bayesian variable selection
D Korobilis
Journal of Applied Econometrics 28, 204-230, 2013
1612013
Assessing the Transmission of Monetary Policy Using Time‐varying Parameter Dynamic Factor Models
D Korobilis
Oxford Bulletin of Economics and Statistics 75, 157-179, 2013
154*2013
A new index of financial conditions
G Koop, D Korobilis
European Economic Review 71, 101-116, 2014
1502014
Hierarchical shrinkage in time‐varying parameter models
MAG Belmonte, G Koop, D Korobilis
Journal of Forecasting 33 (1), 80-94, 2014
1072014
The contribution of structural break models to forecasting macroeconomic series
L Bauwens, G Koop, D Korobilis, JVK Rombouts
Journal of Applied Econometrics 30 (4), 596–620, 2015
77*2015
Bayesian compressed vector autoregressions
G Koop, D Korobilis, D Pettenuzzo
Journal of Econometrics 210 (1), 135-154, 2019
74*2019
Hierarchical shrinkage priors for dynamic regressions with many predictors
D Korobilis
International Journal of Forecasting 29 (1), 43-59, 2013
712013
Model uncertainty in panel vector autoregressive models
G Koop, D Korobilis
European Economic Review 81, 115-131, 2016
562016
Bayesian methods
L Bauwens, D Korobilis
Handbook of Research Methods and Applications in Empirical Macroeconomics, 363, 2013
55*2013
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?
G Koop, D Korobilis
Economic Modelling 28 (5), 2307-2318, 2011
492011
Exchange rate predictability in a changing world
JP Byrne, D Korobilis, PJ Ribeiro
Journal of International Money and Finance 62, 1-24, 2016
452016
Forecasting in vector autoregressions with many predictors
D Korobilis
Advances in Econometrics 23 (Bayesian Econometrics), 403-431, 2008
40*2008
On the sources of uncertainty in exchange rate predictability
JP Byrne, D Korobilis, PJ Ribeiro
International Economic Review 59 (1), 329-357, 2018
382018
Data-based priors for vector autoregressions with drifting coefficients
D Korobilis
31*2014
Prior selection for panel vector autoregressions
D Korobilis
Computational Statistics & Data Analysis 101, 110-120, 2016
272016
Forecasting with High‐Dimensional Panel VARs
G Koop, D Korobilis
Oxford Bulletin of Economics and Statistics, 2018
252018
Manual to accompany MATLAB package for Bayesian VAR models
G Koop, D Korobilis
University of Strathclyde, Department of Economics, 2009
24*2009
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