Dimitris Korobilis
University of Glasgow
H-index: 29
Europe-United Kingdom
Top articles of Dimitris Korobilis
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Editorial Introduction of the Special Issue of the Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk | Dimitris Korobilis Gary Koop Francesco Ravazzolo | 2024/4/11 | |
Monitoring multicountry macroeconomic risk | arXiv preprint arXiv:2305.09563 | Dimitris Korobilis Maximilian Schröder | 2023/5/16 |
Agreed and disagreed uncertainty | arXiv preprint arXiv:2302.01621 | Luca Gambetti Dimitris Korobilis John Tsoukalas Francesco Zanetti | 2023/2/3 |
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” | Applied Stochastic Models in Business and Industry | Mike K.P. So Cathy W.S. Chen | 2022/11/2 |
Bayesian dynamic variable selection in high dimensions | International Economic Review | Gary Koop Dimitris Korobilis | 2023 |
Probabilistic quantile factor analysis | arXiv preprint arXiv:2212.10301 | Dimitris Korobilis Maximilian Schröder | 2022/12/20 |
The effect of news shocks and monetary policy | Luca Gambetti Christoph Görtz Dimitris Korobilis John D Tsoukalas Francesco Zanetti | 2022/9/16 | |
A new algorithm for structural restrictions in Bayesian vector autoregressions | European Economic Review | Dimitris Korobilis | 2022/9/1 |
Energy markets and global economic conditions | Review of Economics and Statistics | Christiane Baumeister Dimitris Korobilis Thomas K Lee | 2022/7/1 |
Bayesian approaches to shrinkage and sparse estimation | Foundations and Trends® in Econometrics | Dimitris Korobilis Kenichi Shimizu | 2022/6/28 |
The time-varying evolution of inflation risks | Dimitris Korobilis Bettina Landau Alberto Musso Anthoulla Phella | 2021/10/1 | |
High-dimensional macroeconomic forecasting using message passing algorithms | Journal of Business & Economic Statistics | Dimitris Korobilis | 2021/3/20 |
Exchange rate predictability and dynamic Bayesian learning | Journal of Applied Econometrics | Joscha Beckmann Gary Koop Dimitris Korobilis Rainer Alexander Schüssler | 2020/6 |
Machine learning econometrics: Bayesian algorithms and methods | arXiv preprint arXiv:2004.11486 | Dimitris Korobilis Davide Pettenuzzo | 2020/4/23 |
Online appendix to “Exchange rate predictability and dynamic Bayesian learning” | Joscha Beckmann Gary Koop Dimitris Korobilis Rainer Alexander Schüssler | 2020/3/3 |
Co-Authors
