Dimitris Korobilis : Citation Profile


Are you Dimitris Korobilis?

University of Glasgow

18

H index

25

i10 index

1673

Citations

RESEARCH PRODUCTION:

24

Articles

127

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 139
   Journals where Dimitris Korobilis has often published
   Relations with other researchers
   Recent citing documents: 184.    Total self citations: 84 (4.78 %)

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: 2021-03-27    RAS profile: 2021-03-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Koop, Gary (18)

Pettenuzzo, Davide (13)

Tsoukalas, John (8)

Gambetti, Luca (8)

Zanetti, Francesco (8)

Byrne, Joseph (6)

Baumeister, Christiane (4)

Beckmann, Joscha (3)

Cao, Shuo (3)

Görtz, Christoph (2)

Ribeiro, Pinho (2)

Yilmaz, Kamil (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 (147)

Koop, Gary (83)

Chan, Joshua (81)

Huber, Florian (74)

Balcilar, Mehmet (44)

Ravazzolo, Francesco (35)

Casarin, Roberto (32)

Eisenstat, Eric (31)

Rossi, Barbara (29)

Strachan, Rodney (27)

Marcellino, Massimiliano (27)

Cites to:

Koop, Gary (69)

Giannone, Domenico (37)

Watson, Mark (24)

Diebold, Francis (19)

Rossi, Barbara (19)

Reichlin, Lucrezia (16)

van Wincoop, Eric (15)

Bacchetta, Philippe (15)

Strachan, Rodney (15)

Marcellino, Massimiliano (13)

Kilian, Lutz (13)

Main data


Where Dimitris Korobilis has published?


Journals with more than one article published# docs
Journal of Applied Econometrics4
Journal of Econometrics3
International Economic Review2
International Journal of Forecasting2
European Economic Review2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany24
Working Paper series / Rimini Centre for Economic Analysis24
Working Papers / Business School - Economics, University of Glasgow19
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)17
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 School4
Papers / arXiv.org3
CESifo Working Paper Series / CESifo2

Recent works citing Dimitris Korobilis (2021 and 2020)


YearTitle of citing document
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

Full description at Econpapers || Download paper

2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

Full description at Econpapers || Download paper

2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

Full description at Econpapers || Download paper

2021Fiscal policy and growth-inequality tradeoffs: Bayesian evidence from Cote d’Ivoire. (2021). Yeboua, Kouassi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:297-310.

Full description at Econpapers || Download paper

2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

Full description at Econpapers || Download paper

2021Dealing 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

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

Full description at Econpapers || Download paper

2020Shrinkage 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

2020A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Huber, Florian ; Piribauer, Philipp ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2001.03935.

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

2020Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655.

Full description at Econpapers || Download paper

2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

Full description at Econpapers || Download paper

2021Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333.

Full description at Econpapers || Download paper

2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

Full description at Econpapers || Download paper

2020Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718.

Full description at Econpapers || Download paper

2020Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

Full description at Econpapers || Download paper

2020Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844.

Full description at Econpapers || Download paper

2020Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

Full description at Econpapers || Download paper

2020Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

Full description at Econpapers || Download paper

2020Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143.

Full description at Econpapers || Download paper

2020The New Benchmark for Forecasts of the Real Price of Crude Oil. (2020). Snudden, Stephen ; Ellwanger, Reinhard ; Benmoussa, Amor Aniss. In: Staff Working Papers. RePEc:bca:bocawp:20-39.

Full description at Econpapers || Download paper

2020Macro-financial interactions in a changing world. (2020). Leiva-Leon, Danilo ; Gerba, Eddie. In: Working Papers. RePEc:bde:wpaper:2018.

Full description at Econpapers || Download paper

2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

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

2020An empirical behavioral model of households’ deposit dollarization. (2020). Ponomarenko, Alexey ; Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps67.

Full description at Econpapers || Download paper

2020Trend Fundamentals and Exchange Rate Dynamics. (2020). Kaufmann, Daniel ; Huber, Florian. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1016-1036.

Full description at Econpapers || Download paper

2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

Full description at Econpapers || Download paper

2020Identifying the Dynamic Effects of Income Inequality on Crime. (2020). Atems, Bebonchu. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:4:p:751-782.

Full description at Econpapers || Download paper

2020On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237.

Full description at Econpapers || Download paper

2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

Full description at Econpapers || Download paper

2020Capital flows-at-risk: push, pull and the role of policy. (2020). Sokol, Andrej ; Eguren Martin, Fernando ; von Dem, Lukas ; O'Neill, Cian ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0881.

Full description at Econpapers || Download paper

2021Optimal policy with occasionally binding constraints: piecewise linear solution methods. (2021). Waldron, Matt ; Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0911.

Full description at Econpapers || Download paper

2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8656.

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

2020Growth-at-Risk: Bayesian Approach. (2020). Szabo, Milan. In: Working Papers. RePEc:cnb:wpaper:2020/3.

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

2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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

2020On the inflation risks embedded in sovereign bond yields. (2020). Camba-Mendez, Gonzalo. In: Working Paper Series. RePEc:ecb:ecbwps:20202423.

Full description at Econpapers || Download paper

2020The simpler the better: measuring financial conditions for monetary policy and financial stability. (2020). Arrigoni, Simone ; Venditti, Fabrizio ; Bobasu, Alina. In: Working Paper Series. RePEc:ecb:ecbwps:20202451.

Full description at Econpapers || Download paper

2020Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453.

Full description at Econpapers || Download paper

2020Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area. (2020). Sokol, Andrej ; Chalmoviansk, Jakub ; Porqueddu, Mario. In: Working Paper Series. RePEc:ecb:ecbwps:20202501.

Full description at Econpapers || Download paper

2020Global commodity prices and global stock market volatility shocks: Effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:71:y:2020:i:c:s1049007820301299.

Full description at Econpapers || Download paper

2020The heterogeneous impact of monetary policy on the US labor market. (2020). Zoerner, Thomas ; Böck, Maximilian ; Zorner, Thomas O ; Bock, Maximilian ; Zens, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301573.

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

2020Is the slope of the Phillips curve time-varying? Evidence from unobserved components models. (2020). Fu, Bowen. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:320-340.

Full description at Econpapers || Download paper

2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

Full description at Econpapers || Download paper

2020Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

Full description at Econpapers || Download paper

2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

Full description at Econpapers || Download paper

2020Emerging economy business cycles: Interest rate shocks vs trend shocks. (2020). Obaid, Sabreena ; Letendre, Marc-Andre. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:526-545.

Full description at Econpapers || Download paper

2021Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500.

Full description at Econpapers || Download paper

2021A novel approach to the estimation of an actively managed component of foreign exchange reserves. (2021). Dbrowski, Marek A. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:83-95.

Full description at Econpapers || Download paper

2020The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach. (2020). Rodríguez, Gabriel ; Guevara, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304656.

Full description at Econpapers || Download paper

2020Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.. (2020). Zong, LU ; Wang, Peiwan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302864.

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

2020Computationally efficient inference in large Bayesian mixed frequency VARs. (2020). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301014.

Full description at Econpapers || Download paper

2020Relevant parameter changes in structural break models. (2020). Dufays, Arnaud. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:46-78.

Full description at Econpapers || Download paper

2020Reducing the state space dimension in a large TVP-VAR. (2020). Strachan, Rodney ; Eisenstat, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:105-118.

Full description at Econpapers || Download paper

2020Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

Full description at Econpapers || Download paper

2020Analyzing time-varying volatility spillovers between the crude oil markets using a new method. (2020). Gong, XU ; Liu, Tangyong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300505.

Full description at Econpapers || Download paper

2020Can commodity prices forecast exchange rates?. (2020). Wang, Yudong ; Tan, Siming ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030058x.

Full description at Econpapers || Download paper

2020Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

Full description at Econpapers || Download paper

2021Return connectedness across asset classes around the COVID-19 outbreak. (2021). Gupta, Rangan ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878.

Full description at Econpapers || Download paper

2020Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037.

Full description at Econpapers || Download paper

2020From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Gabauer, David ; Chatziantoniou, Ioannis ; Stenfors, Alexis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293.

Full description at Econpapers || Download paper

2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

Full description at Econpapers || Download paper

2020A functional time series analysis of forward curves derived from commodity futures. (2020). Wang, Shixuan ; Horvath, Lajos ; Liu, Zhenya ; Rice, Gregory. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:646-665.

Full description at Econpapers || Download paper

2020Realized volatility forecast with the Bayesian random compressed multivariate HAR model. (2020). Chen, Langnan ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:781-799.

Full description at Econpapers || Download paper

2020Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity. (2020). Poon, Aubrey ; Hou, Chenghan ; Cross, Jamie L. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:899-915.

Full description at Econpapers || Download paper

2020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

Full description at Econpapers || Download paper

2020Exchange rate forecasting on a napkin. (2020). Rubaszek, Michał ; Ca, Michele ; Michele Ca, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061830192x.

Full description at Econpapers || Download paper

2020The third round of euro area enlargement: Are the candidates ready?. (2020). Kunovac, Davor ; Kotarac, Karlo ; Deskar-Krbi, Milan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301613.

Full description at Econpapers || Download paper

2020Fragility and the effect of international uncertainty shocks. (2020). onorante, luca ; Huber, Florian ; Cuaresma, Jesus Crespo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300838.

Full description at Econpapers || Download paper

2020Monetary policy news in the US: Effects on emerging market capital flows. (2020). Vasishtha, Garima ; Dahlhaus, Tatjana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302072.

Full description at Econpapers || Download paper

2021Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy. (2021). Mouratidis, Kostas ; Whyte, Kemar ; Montagnoli, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302126.

Full description at Econpapers || Download paper

2020Transmission of monetary policy in times of high household debt. (2020). Lim, Hyunjoon ; Kim, Youngju. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418302015.

Full description at Econpapers || Download paper

2020Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361.

Full description at Econpapers || Download paper

2020Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach. (2020). Meyer, Renate ; Kirch, Claudia ; Meier, Alexander. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:175:y:2020:i:c:s0047259x18306225.

Full description at Econpapers || Download paper

2020Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation. (2020). Nonejad, Nima. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300013.

Full description at Econpapers || Download paper

2020Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Ajmi, Ahdi Noomen ; Youssef, Manel ; Hammoudeh, Shawkat ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308515.

Full description at Econpapers || Download paper

2020Exchange rate predictability: A variable selection perspective. (2020). Kim, Young Min ; Lee, Seojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:117-134.

Full description at Econpapers || Download paper

2020The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273.

Full description at Econpapers || Download paper

2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

Full description at Econpapers || Download paper

2020Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90.

Full description at Econpapers || Download paper

2020Selective Attention in Exchange Rate Forecasting. (2020). Kucerova, Zuzana ; Kočenda, Evžen ; Kapounek, Svatopluk. In: Working Papers IES. RePEc:fau:wpaper:wp2020_42.

Full description at Econpapers || Download paper

2020Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961.

Full description at Econpapers || Download paper

2020BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R. (2020). Huber, Florian ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88639.

Full description at Econpapers || Download paper

2020Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap. (2020). Afanasyeva, Elena. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-45.

Full description at Econpapers || Download paper

2020Financial Conditions and Economic Activity: Insights from Machine Learning. (2020). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-95.

Full description at Econpapers || Download paper

2020Should We Be Puzzled by Forward Guidance?. (2020). Smith, Andrew ; Bundick, Brent. In: Research Working Paper. RePEc:fip:fedkrw:87883.

Full description at Econpapers || Download paper

2020Spillover index for European business cycle. (2020). Acatrinei, Marius Cristian. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:5:y:2020:i:9:p:49-57.

Full description at Econpapers || Download paper

2020Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596.

Full description at Econpapers || Download paper

2020PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices. (2020). Serafin, Tomasz ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3530-:d:382069.

Full description at Econpapers || Download paper

2020Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach. (2020). Szafranek, Karol ; Szafrański, Grzegorz ; Woko, Zuzanna ; Szafraski, Grzegorz ; Kwas, Marek. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6327-:d:453941.

Full description at Econpapers || Download paper

2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Antonakakis, Nikolaos ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

Full description at Econpapers || Download paper

2020Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Li, Tinghui ; Failler, Pierre ; Xu, Dilong ; Feng, Yanhong . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132.

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]
paper24
2014Exchange Rate Predictability in a Changing World.(2014) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
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: 24
article
2014Exchange Rate Predictability in a Changing World.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2014Exchange Rate Predictability in a Changing World.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2014Exchange Rate Predictability in a Changing World.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2020High-dimensional macroeconomic forecasting using message passing algorithms In: Papers.
[Full Text][Citation analysis]
paper5
2019High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
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
2020Machine Learning Econometrics: Bayesian algorithms and methods In: Papers.
[Full Text][Citation analysis]
paper0
2020Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017The Effect of News Shocks and Monetary Policy In: BCAM Working Papers.
[Full Text][Citation analysis]
paper9
2019The Effect of News Shocks and Monetary Policy.(2019) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
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: 9
paper
2017The Effect of News Shocks and Monetary Policy.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
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: 9
paper
2017The Effect of News Shocks and Monetary Policy.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
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: 9
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: 9
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]
article98
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: 98
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: 98
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: 98
paper
2019Forecasting with High‐Dimensional Panel VARs In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article18
2018Forecasting with High-Dimensional Panel VARs.(2018) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2015Forecasting With High Dimensional Panel VARs.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2018Forecasting with High-Dimensional Panel VARs.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2018Forecasting with High-Dimensional Panel VARs.(2018) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
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]
article6
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: 6
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: 6
paper
2016Bayesian Compressed Vector Autoregressions In: Working Papers.
[Full Text][Citation analysis]
paper36
2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2019Bayesian compressed vector autoregressions.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
article
2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2017Bayesian Compressed Vector Autoregressions.(2017) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2017Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions In: Working Papers.
[Full Text][Citation analysis]
paper14
2019Adaptive hierarchical priors for high-dimensional vector autoregressions.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
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: 14
paper
2020Energy Markets and Global Economic Conditions In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper9
2020Energy Markets and Global Economic Conditions.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2020Energy Markets and Global Economic Conditions.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2020Energy Markets and Global Economic Conditions.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2011A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper43
2011A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models.(2011) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
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: 43
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: 43
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: 43
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: 43
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: 43
article
2011Hierarchical shrinkage priors for dynamic regressions with many predictors In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
paper44
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: 44
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: 44
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: 44
paper
2011VAR forecasting using Bayesian variable selection In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
paper103
2009VAR forecasting using Bayesian variable selection.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 103
paper
2011VAR Forecasting Using Bayesian Variable Selection.(2011) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 103
paper
2013VAR FORECASTING USING BAYESIAN VARIABLE SELECTION.(2013) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 103
article
2011Hierarchical shrinkage in time-varying parameter models In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
paper69
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
2011Hierarchical shrinkage in time-varying parameter models.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
2014Hierarchical Shrinkage in Time‐Varying Parameter Models.(2014) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
article
2011Bayesian methods In: LIDAM Discussion Papers CORE.
[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: LIDAM Reprints CORE.
[Citation analysis]
paper33
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: 33
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: 33
article
2010Forecasting Inflation Using Dynamic Model Averaging In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper199
2011Forecasting Inflation Using Dynamic Model Averaging.(2011) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 199
paper
2009Forecasting Inflation Using Dynamic Model Averaging.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 199
paper
2011Forecasting Inflation Using Dynamic Model Averaging*.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 199
paper
2012FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING.(2012) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 199
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]
paper46
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: 46
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: 46
article
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: 46
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: 46
paper
2012Large Time-Varying Parameter VARs In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper197
2013Large time-varying parameter VARs.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
article
2012Large time-varying parameter VARs.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
paper
2012Large time-varying parameter VARs.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
paper
2012Large Time-Varying Parameter VARs.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
paper
2012Bayesian forecasting with highly correlated predictors In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper20
2013Bayesian forecasting with highly correlated predictors.(2013) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2012Bayesian forecasting with highly correlated predictors.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2012Bayesian Forecasting with Highly Correlated Predictors.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2013A New Index of Financial Conditions In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper98
2014A new index of financial conditions.(2014) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98
article
2013A new index of financial conditions.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98
paper
2013A New Index of Financial Conditions.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98
paper
2013A new index of financial conditions.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98
paper
2014Data-based priors for vector autoregressions with drifting coefficients In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper13
2014Data-based priors for vector autoregressions with drifting coefficients.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
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: 13
paper
2014Model Uncertainty in Panel Vector Autoregressive Models. In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper35
2016Model uncertainty in Panel Vector Autoregressive models.(2016) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
article
2014Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2014Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2015Model Uncertainty in Panel Vector Autoregressive Models.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2014Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2014Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2014On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper19
2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
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: 19
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: 19
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]
paper17
2016Prior selection for panel vector autoregressions.(2016) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2015Prior selection for panel vector autoregressions.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2015Prior selection for panel vector autoregressions.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
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]
article7
2017Quantile regression forecasts of inflation under model uncertainty In: International Journal of Forecasting.
[Full Text][Citation analysis]
article11
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]
paper10
2019High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
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: 10
paper
2017Exchange rate predictability and dynamic Bayesian learning In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
paper6
2020Exchange rate predictability and dynamic Bayesian learning.(2020) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2018Exchange rate predictability and dynamic Bayesian learning.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2018Measuring Dynamic Connectedness with Large Bayesian VAR Models In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
paper22
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: 22
paper
2018Variational Bayes inference in high-dimensional time-varying parameter models In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
paper13
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: 13
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: 13
paper
2018Machine Learning Macroeconometrics A Primer In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
paper2
2018Machine Learning Macroeconometrics: A Primer.(2018) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2020Bayesian dynamic variable selection in high dimensions In: Working Papers.
[Full Text][Citation analysis]
paper1
2020Bayesian dynamic variable selection in high dimensions.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2020Sign restrictions in high-dimensional vector autoregressions In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Sign restrictions in high-dimensional vector autoregressions.(2020) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Bayesian Multivariate Time Series Methods for Empirical Macroeconomics In: Foundations and Trends(R) in Econometrics.
[Full Text][Citation analysis]
article406
2009Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 406
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: 406
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]
paper4
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: 4
paper
2013Forecasting with Factor Models: A Bayesian Model Averaging Perspective In: MPRA Paper.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team