Dimitris Korobilis : Citation Profile

Are you Dimitris Korobilis?

University of Glasgow

16

H index

21

i10 index

1420

Citations

RESEARCH PRODUCTION:

23

Articles

112

Papers

1

Chapters

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 129
   Journals where Dimitris Korobilis has often published
   Relations with other researchers
   Recent citing documents: 320.    Total self citations: 74 (4.95 %)

EXPERT IN:

   Bayesian Analysis: General
   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
   Model Evaluation, Validation, and Selection
   Forecasting and Prediction Methods; Simulation Methods
   Financial Econometrics

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko254
   Updated: 2020-05-16    RAS profile: 2020-05-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Koop, Gary (27)

Byrne, Joseph (19)

Pettenuzzo, Davide (9)

Zanetti, Francesco (8)

Cao, Shuo (8)

Ribeiro, Pinho (6)

Bauwens, Luc (3)

Görtz, Christoph (2)

Yilmaz, Kamil (2)

Beckmann, Joscha (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dimitris Korobilis.

Is cited by:

GUPTA, RANGAN (130)

Koop, Gary (75)

Chan, Joshua (68)

Huber, Florian (59)

Balcilar, Mehmet (44)

Ravazzolo, Francesco (35)

Casarin, Roberto (32)

Eisenstat, Eric (31)

Miller, Stephen (26)

Marcellino, Massimiliano (26)

Feldkircher, Martin (26)

Cites to:

Koop, Gary (62)

Giannone, Domenico (27)

Watson, Mark (23)

Rossi, Barbara (19)

Diebold, Francis (18)

van Wincoop, Eric (15)

Reichlin, Lucrezia (15)

Bacchetta, Philippe (15)

Strachan, Rodney (14)

Marcellino, Massimiliano (12)

Rudebusch, Glenn (11)

Main data

Where Dimitris Korobilis has published?

Journals with more than one article published# docs
Journal of Econometrics3
Journal of Applied Econometrics3
Oxford Bulletin of Economics and Statistics2
International Journal of Forecasting2
International Economic Review2
European Economic Review2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis23
MPRA Paper / University Library of Munich, Germany21
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)17
Working Papers / Business School - Economics, University of Glasgow14
Essex Finance Centre Working Papers / University of Essex, Essex Business School9
Working Papers / University of Strathclyde Business School, Department of Economics8
Working Papers / Brandeis University, Department of Economics and International Businesss School3

Recent works citing Dimitris Korobilis (2020 and 2019)

YearTitle of citing document
2018Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Grieb, Terrance ; Hoang, Nam. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799.

Full description at Econpapers || Download paper

2018Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1607.04532.

Full description at Econpapers || Download paper

2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

Full description at Econpapers || Download paper

2019Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239.

Full description at Econpapers || Download paper

2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

Full description at Econpapers || Download paper

2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

Full description at Econpapers || Download paper

2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

Full description at Econpapers || Download paper

2019Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554.

Full description at Econpapers || Download paper

2019Approximation Properties of Variational Bayes for Vector Autoregressions. (2019). Hajargasht, Gholamreza. In: Papers. RePEc:arx:papers:1903.00617.

Full description at Econpapers || Download paper

2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

Full description at Econpapers || Download paper

2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

Full description at Econpapers || Download paper

2019Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP. (2019). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa ; Bitto-Nemling, Angela. In: Papers. RePEc:arx:papers:1907.07065.

Full description at Econpapers || Download paper

2019Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1908.06325.

Full description at Econpapers || Download paper

2019Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599.

Full description at Econpapers || Download paper

2019Structural Change Analysis of Active Cryptocurrency Market. (2019). Ng, K H ; Koh, Y B ; Tan, C Y. In: Papers. RePEc:arx:papers:1909.10679.

Full description at Econpapers || Download paper

2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

Full description at Econpapers || Download paper

2019Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231.

Full description at Econpapers || Download paper

2019Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models. (2019). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Papers. RePEc:arx:papers:1912.03100.

Full description at Econpapers || Download paper

2019Adaptive Dynamic Model Averaging with an Application to House Price Forecasting. (2019). Pavlidis, Efthymios ; Yusupova, Alisa . In: Papers. RePEc:arx:papers:1912.04661.

Full description at Econpapers || Download paper

2019Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: Papers. RePEc:arx:papers:1912.12527.

Full description at Econpapers || Download paper

2020Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations. (2020). Pfarrhofer, Michael ; Koop, Gary ; Huber, Florian. In: Papers. RePEc:arx:papers:2002.10274.

Full description at Econpapers || Download paper

2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

Full description at Econpapers || Download paper

2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

Full description at Econpapers || Download paper

2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

Full description at Econpapers || Download paper

2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

Full description at Econpapers || Download paper

2018Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors. (2018). Schmidt, Katja ; Faubert, Violaine ; Bereau, S. In: Working papers. RePEc:bfr:banfra:663.

Full description at Econpapers || Download paper

2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

Full description at Econpapers || Download paper

2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

Full description at Econpapers || Download paper

2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

Full description at Econpapers || Download paper

2018Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716.

Full description at Econpapers || Download paper

2019Forecasting Inflation in Russia Using Dynamic Model Averaging. (2019). Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:3-18.

Full description at Econpapers || Download paper

2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

Full description at Econpapers || Download paper

2018Forecasting inflation in Russia by Dynamic Model Averaging. (2018). Styrin, Konstantin. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps39.

Full description at Econpapers || Download paper

2019What measures of real economic activity slack are helpful for forecasting Russian inflation?. (2019). Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps50.

Full description at Econpapers || Download paper

2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

Full description at Econpapers || Download paper

2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861.

Full description at Econpapers || Download paper

2019Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:246-276.

Full description at Econpapers || Download paper

2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060.

Full description at Econpapers || Download paper

2018Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063.

Full description at Econpapers || Download paper

2018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

Full description at Econpapers || Download paper

2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073.

Full description at Econpapers || Download paper

2019When creativity strikes: news shocks and business cycle fluctuations. (2019). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0788.

Full description at Econpapers || Download paper

2019Credit, capital and crises: a GDP-at-Risk approach. (2019). O'Neill, Cian ; Hacioglu Hoke, Sinem ; Bridges, Jonathan ; Raja, Akash ; Oneill, Cian ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0824.

Full description at Econpapers || Download paper

2019Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013.

Full description at Econpapers || Download paper

2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Pettenuzzo, Davide ; Fisher, Jared D ; Carvalho, Carlos. In: Working Papers. RePEc:brd:wpaper:123.

Full description at Econpapers || Download paper

2019Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps59.

Full description at Econpapers || Download paper

2019Phillips curves in the euro area. (2019). onorante, luca ; Moretti, Laura ; Zakipour-Saber, Shayan. In: Research Technical Papers. RePEc:cbi:wpaper:8/rt/19.

Full description at Econpapers || Download paper

2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

Full description at Econpapers || Download paper

2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

Full description at Econpapers || Download paper

2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

Full description at Econpapers || Download paper

2018When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Discussion Papers. RePEc:cfm:wpaper:1823.

Full description at Econpapers || Download paper

2018A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/5.

Full description at Econpapers || Download paper

2019Introducing a New Index of Households Macroeconomic Conditions. (2019). Malovana, Simona ; Hodula, Martin ; Frait, Jan. In: Working Papers. RePEc:cnb:wpaper:2019/10.

Full description at Econpapers || Download paper

2018The Term Structure of Growth-at-Risk. (2018). Adrian, Tobias ; Malik, Sheherya ; Liang, Nellie ; Grinberg, Federico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13349.

Full description at Econpapers || Download paper

2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Venditti, Fabrizio ; Petrella, Ivan ; delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14107.

Full description at Econpapers || Download paper

2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

Full description at Econpapers || Download paper

2018An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till. In: CQE Working Papers. RePEc:cqe:wpaper:6818.

Full description at Econpapers || Download paper

2020Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

Full description at Econpapers || Download paper

2019Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses. (2019). Piffer, Michele ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1796.

Full description at Econpapers || Download paper

2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/283963.

Full description at Econpapers || Download paper

2019Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections. (2019). Paredes, Joan ; Lenza, Michele ; Lalik, Magdalena ; Angelini, Elena . In: Working Paper Series. RePEc:ecb:ecbwps:20192227.

Full description at Econpapers || Download paper

2019Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250.

Full description at Econpapers || Download paper

2019Phillips curves in the euro area. (2019). onorante, luca ; Moretti, Laura ; Saber, Shayan Zakipour. In: Working Paper Series. RePEc:ecb:ecbwps:20192295.

Full description at Econpapers || Download paper

2019Monetary policy, macroprudential policy, and financial stability. (2019). Repullo, Rafael ; Martinez-Miera, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192297.

Full description at Econpapers || Download paper

2020Price dividend ratio and long-run stock returns: a score driven state space model. (2020). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202369.

Full description at Econpapers || Download paper

2020Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378.

Full description at Econpapers || Download paper

2020Cyclical drivers of euro area consumption: what can we learn from durable goods?. (2020). Krustev, Georgi ; Casalis, André. In: Working Paper Series. RePEc:ecb:ecbwps:20202386.

Full description at Econpapers || Download paper

2020Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20202387.

Full description at Econpapers || Download paper

2018Can an Energy Futures Index Predict US Stock Market Index Movements?. (2018). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-29.

Full description at Econpapers || Download paper

2019Forecasting occupancy rate with Bayesian compression methods. (2019). Tsionas, Mike ; Assaf, George A. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:439-449.

Full description at Econpapers || Download paper

2019Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:1.

Full description at Econpapers || Download paper

2018Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202.

Full description at Econpapers || Download paper

2018Nonlinearities, smoothing and countercyclical monetary policy. (2018). Jackson, Laura E ; Soques, Daniel ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:136-154.

Full description at Econpapers || Download paper

2018Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158.

Full description at Econpapers || Download paper

2018Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

Full description at Econpapers || Download paper

2018One size does not fit all… panel data: Bayesian model averaging and data poolability. (2018). Desbordes, Rodolphe ; Vicard, Vincent ; Koop, Gary. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:364-376.

Full description at Econpapers || Download paper

2019On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.

Full description at Econpapers || Download paper

2019What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach. (2019). Yoon, Seong-Min ; Dong, Xiyong. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:204-215.

Full description at Econpapers || Download paper

2019Asset bubbles, banking stability and economic growth. (2019). Xiong, Xiong ; Chen, Langnan ; Wang, Shengquan . In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:108-117.

Full description at Econpapers || Download paper

2019Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

Full description at Econpapers || Download paper

2019Increasing linkages among European regions. The role of sectoral composition. (2019). Gómez-Loscos, Ana ; Gadea, María ; Leiva-Leon, Danilo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:222-243.

Full description at Econpapers || Download paper

2020Energy consumption, economic growth and environmental degradation in OECD countries. (2020). Tzeremes, Nickolaos ; Ozcan, Burcu. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:203-213.

Full description at Econpapers || Download paper

2020Interdependence or contagion: A model switching approach with a focus on Latin America. (2020). Davidson, Sharada Nia. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:166-197.

Full description at Econpapers || Download paper

2020Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393.

Full description at Econpapers || Download paper

2017Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models. (2017). Huber, Florian. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:48-52.

Full description at Econpapers || Download paper

2018Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space. (2018). Augustyniak, Maciej ; Dufays, Arnaud. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:122-126.

Full description at Econpapers || Download paper

2018Comparing hybrid time-varying parameter VARs. (2018). Chan, Joshua ; Eisenstat, Eric. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:1-5.

Full description at Econpapers || Download paper

2019Maximum likelihood estimation of a TVP-VAR. (2019). Moura, Guilherme V ; Noriller, Mateus R. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:78-83.

Full description at Econpapers || Download paper

2020Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

Full description at Econpapers || Download paper

2018Estimation and inference of dynamic structural factor models with over-identifying restrictions. (2018). Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:125-147.

Full description at Econpapers || Download paper

2018Bayesian nonparametric vector autoregressive models. (2018). Kalli, Maria ; Griffin, Jim E. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:267-282.

Full description at Econpapers || Download paper

2019Model averaging based on leave-subject-out cross-validation for vector autoregressions. (2019). Zou, Guohua ; Zhang, Xinyu ; Zong, Xianpeng ; Liao, Jun. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:1:p:35-60.

Full description at Econpapers || Download paper

2019Forecasting using random subspace methods. (2019). Nibbering, Didier ; Boot, Tom . In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:391-406.

Full description at Econpapers || Download paper

2019Dynamic Bayesian predictive synthesis in time series forecasting. (2019). West, Mike ; McAlinn, Kenichiro. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:155-169.

Full description at Econpapers || Download paper

2019Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors. (2019). Jensen, Mark ; Fisher, Mark. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:187-202.

Full description at Econpapers || Download paper

2019Importance sampling from posterior distributions using copula-like approximations. (2019). Tsionas, Mike ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:45-57.

Full description at Econpapers || Download paper

2019Achieving shrinkage in a time-varying parameter model framework. (2019). Fruhwirth-Schnatter, Sylvia ; Bitto, Angela. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:75-97.

Full description at Econpapers || Download paper

2019Sparse Bayesian time-varying covariance estimation in many dimensions. (2019). Kastner, Gregor. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:98-115.

Full description at Econpapers || Download paper

2019Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors. (2019). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:137-154.

Full description at Econpapers || Download paper

2019A quasi-Bayesian local likelihood approach to time varying parameter VAR models. (2019). Petrova, Katerina. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:286-306.

Full description at Econpapers || Download paper

2019Variable selection in panel models with breaks. (2019). Zhu, Yinchu ; Timmermann, Allan ; Smith, Simon C. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:323-344.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Dimitris Korobilis:

YearTitleTypeCited
2014Exchange Rate Predictability in a Changing World In: Papers.
[Full Text][Citation analysis]		paper16
2014Exchange Rate Predictability in a Changing World.(2014) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2016Exchange rate predictability in a changing world.(2016) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2014Exchange Rate Predictability in a Changing World.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2014Exchange Rate Predictability in a Changing World.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2014Exchange Rate Predictability in a Changing World.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2017The Effect of News Shocks and Monetary Policy In: BCAM Working Papers.
[Full Text][Citation analysis]		paper6
2019The Effect of News Shocks and Monetary Policy.(2019) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2019The effect of news shocks and monetary policy.(2019) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017The Effect of News Shocks and Monetary Policy.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017The effect of news shocks and monetary policy.(2017) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017The Effect of News Shocks and Monetary Policy.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017The Effect of News Shocks and Monetary Policy.(2017) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2018The Effect of News Shocks and Monetary Policy.(2018) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2013Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article85
2010Assessing the transmission of monetary policy using dynamic factor models.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85		paper
2009Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85		paper
2009Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85		paper
2019Forecasting with High‐Dimensional Panel VARs In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article15
2018Forecasting with High-Dimensional Panel VARs.(2018) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2015Forecasting With High Dimensional Panel VARs.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2018Forecasting with High-Dimensional Panel VARs.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2018Forecasting with High-Dimensional Panel VARs.(2018) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2012On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article5
2010On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2011On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK.(2011) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2016Bayesian Compressed Vector Autoregressions In: Working Papers.
[Full Text][Citation analysis]		paper30
2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2019Bayesian compressed vector autoregressions.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		article
2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2017Bayesian Compressed Vector Autoregressions.(2017) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2017Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions In: Working Papers.
[Full Text][Citation analysis]		paper11
2019Adaptive hierarchical priors for high-dimensional vector autoregressions.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2018Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions.(2018) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2011A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper41
2011A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models.(2011) In: CORE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2011A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models.(2011) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2011A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models.(2011) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2011The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2011A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2015The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		article
2011Hierarchical shrinkage priors for dynamic regressions with many predictors In: CORE Discussion Papers.
[Full Text][Citation analysis]		paper40
2013Hierarchical shrinkage priors for dynamic regressions with many predictors.(2013) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		article
2011Hierarchical shrinkage priors for dynamic regressions with many predictors.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		paper
2011Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors.(2011) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		paper
2011VAR forecasting using Bayesian variable selection In: CORE Discussion Papers.
[Full Text][Citation analysis]		paper96
2009VAR forecasting using Bayesian variable selection.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		paper
2011VAR Forecasting Using Bayesian Variable Selection.(2011) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		paper
2013VAR FORECASTING USING BAYESIAN VARIABLE SELECTION.(2013) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 96		article
2011Hierarchical shrinkage in time-varying parameter models In: CORE Discussion Papers.
[Full Text][Citation analysis]		paper57
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2011Hierarchical shrinkage in time-varying parameter models.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2014Hierarchical Shrinkage in Time‐Varying Parameter Models.(2014) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		article
2011Bayesian methods In: CORE Discussion Papers.
[Full Text][Citation analysis]		paper1
2013Bayesian methods.(2013) In: Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		chapter
2015The Contribution of Structural Break Models to Forecating Macroeconomic Series In: CORE Discussion Papers RP.
[Citation analysis]		paper31
2011The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2015The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		article
2010Forecasting Inflation Using Dynamic Model Averaging In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper171
2011Forecasting Inflation Using Dynamic Model Averaging.(2011) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 171		paper
2009Forecasting Inflation Using Dynamic Model Averaging.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 171		paper
2011Forecasting Inflation Using Dynamic Model Averaging*.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 171		paper
2012FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING.(2012) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 171		article
2011UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper43
2009UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2011UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?*.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2009UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?.(2009) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2011UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?.(2011) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		article
2012Large Time-Varying Parameter VARs In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper167
2013Large time-varying parameter VARs.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167		article
2012Large time-varying parameter VARs.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167		paper
2012Large time-varying parameter VARs.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167		paper
2012Large Time-Varying Parameter VARs.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167		paper
2012Bayesian forecasting with highly correlated predictors In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper19
2013Bayesian forecasting with highly correlated predictors.(2013) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2012Bayesian forecasting with highly correlated predictors.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2012Bayesian Forecasting with Highly Correlated Predictors.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2013A New Index of Financial Conditions In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper81
2014A new index of financial conditions.(2014) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		article
2013A new index of financial conditions.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
2013A New Index of Financial Conditions.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
2013A new index of financial conditions.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
2014Data-based priors for vector autoregressions with drifting coefficients In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper9
2014Data-based priors for vector autoregressions with drifting coefficients.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2014Data-based priors for vector autoregressions with drifting coefficients.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2014Model Uncertainty in Panel Vector Autoregressive Models. In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper31
2016Model uncertainty in Panel Vector Autoregressive models.(2016) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		article
2014Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2014Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2015Model Uncertainty in Panel Vector Autoregressive Models.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2014Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2014Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2014On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper17
2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2018ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY.(2018) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		article
2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper1
2016Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2016) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2015Quantile forecasts of inflation under model uncertainty In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper2
2015Quantile forecasts of inflation under model uncertainty.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2015Quantile forecasts of inflation under model uncertainty.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2015Prior selection for panel vector autoregressions In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper14
2016Prior selection for panel vector autoregressions.(2016) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2015Prior selection for panel vector autoregressions.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2015Prior selection for panel vector autoregressions.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets?.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2017Forecasting the term structure of government bond yields in unstable environments In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article6
2017Quantile regression forecasts of inflation under model uncertainty In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2019Decomposing global yield curve co-movement In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2016Decomposing Global Yield Curve Co-Movement.(2016) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2016Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper3
2017Forecasting with many predictors using message passing algorithms In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper5
2019High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2019High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2017Exchange rate predictability and dynamic Bayesian learning In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper2
2018Exchange rate predictability and dynamic Bayesian learning.(2018) In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2018Measuring Dynamic Connectedness with Large Bayesian VAR Models In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper11
2018Measuring Dynamic Connectedness with Large Bayesian VAR Models.(2018) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2018Variational Bayes inference in high-dimensional time-varying parameter models In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper6
2018Variational Bayes inference in high-dimensional time-varying parameter models.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2018Variational Bayes inference in high-dimensional time-varying parameter models.(2018) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2018Machine Learning Macroeconometrics A Primer In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper1
2018Machine Learning Macroeconometrics: A Primer.(2018) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2010Bayesian Multivariate Time Series Methods for Empirical Macroeconomics In: Foundations and Trends(R) in Econometrics.
[Full Text][Citation analysis]		article360
2009Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 360		paper
2009Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 360		paper
2008Forecasting in vector autoregressions with many predictors In: MPRA Paper.
[Full Text][Citation analysis]		paper28
2010The dynamic effects of U.S. monetary policy on state unemployment In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2011The Dynamic Effects of U.S. Monetary Policy on State Unemployment.(2011) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2013Forecasting with Factor Models: A Bayesian Model Averaging Perspective In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2020Sign restrictions in high-dimensional vector autoregressions In: Working Paper series.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team