Dimitris Korobilis : Citation Profile


Are you Dimitris Korobilis?

University of Glasgow

21

H index

29

i10 index

2024

Citations

RESEARCH PRODUCTION:

25

Articles

134

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 155
   Journals where Dimitris Korobilis has often published
   Relations with other researchers
   Recent citing documents: 247.    Total self citations: 90 (4.26 %)

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: 2022-05-14    RAS profile: 2022-04-12    
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Relations with other researchers


Works with:

Koop, Gary (15)

Zanetti, Francesco (9)

Pettenuzzo, Davide (9)

Gambetti, Luca (9)

Tsoukalas, John (8)

Baumeister, Christiane (4)

Byrne, Joseph (4)

Shimizu, Kenichi (3)

Beckmann, Joscha (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 (170)

Koop, Gary (95)

Huber, Florian (94)

Chan, Joshua (88)

Balcilar, Mehmet (46)

Ravazzolo, Francesco (45)

Gabauer, David (44)

Casarin, Roberto (41)

Marcellino, Massimiliano (32)

Feldkircher, Martin (32)

Eisenstat, Eric (31)

Cites to:

Koop, Gary (73)

Giannone, Domenico (37)

Watson, Mark (26)

Rossi, Barbara (21)

Diebold, Francis (20)

Strachan, Rodney (17)

Chan, Joshua (16)

Reichlin, Lucrezia (15)

Marcellino, Massimiliano (15)

Clark, Todd (15)

van Wincoop, Eric (15)

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, Germany25
Working Paper series / Rimini Centre for Economic Analysis25
Working Papers / Business School - Economics, University of Glasgow20
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)17
Essex Finance Centre Working Papers / University of Essex, Essex Business School10
Working Papers / University of Strathclyde Business School, Department of Economics8
Papers / arXiv.org5
Working Papers / Brandeis University, Department of Economics and International Businesss School4
CESifo Working Paper Series / CESifo2

Recent works citing Dimitris Korobilis (2022 and 2021)


YearTitle of citing document
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.

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2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367.

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2022“An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201.

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2021Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554.

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2021Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models. (2019). onorante, luca ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1910.10779.

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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.

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2020Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906.

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2021Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655.

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2020Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088.

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

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

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2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2021Deep 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.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2022Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin ; Koop, Gary. In: Papers. RePEc:arx:papers:2103.04944.

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2021Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182.

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2021Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844.

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2022Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza Maya, Rubén ; Martin, Gael M ; Loaiza-Maya, Ruben ; Frazier, David T. In: Papers. RePEc:arx:papers:2106.12262.

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2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804.

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2021Economic Recession Prediction Using Deep Neural Network. (2021). Liu, Hongfu ; Xia, Steve Q ; Wang, Zihao. In: Papers. RePEc:arx:papers:2107.10980.

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2021Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552.

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2021Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170.

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2022Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995.

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2021Blurred Crystal Ball: investigating the forecasting challenges after a great exogenous shock. (2021). , Marcelo. In: Working Papers Series. RePEc:bcb:wpaper:549.

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2021Financial condition indices for emerging market economies: can Google help?. (2021). Ferriani, Fabrizio ; Gazzani, Andrea. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_653_21.

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2021The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index. (2021). Carrillo, Julio ; Garca, Ana Laura. In: Working Papers. RePEc:bdm:wpaper:2021-23.

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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.

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2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

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2021Minimum information management and price?abundance relationships in a fishery. (2021). Marvasti, Akbar ; Dakhlia, Sami. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:4:p:491-518.

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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.

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2021Food Price Elasticities for Policy Interventions: Estimates from a Virtual Supermarket Experiment in a Multistage Demand Analysis with (Expert) Prior Information. (2021). Hassan, Andres Ramirez ; Nghiem, Nhung ; Jacobi, Liana ; Blakely, Tony ; Ramirezhassan, Andres. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:319:p:457-490.

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2021Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Epni, Ouzhan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:661-674.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2021Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

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2021Regional growth and disparities in a post?COVID Europe: A new normality scenario. (2021). Caragliu, Andrea ; Capello, Roberta. In: Journal of Regional Science. RePEc:bla:jregsc:v:61:y:2021:i:4:p:710-727.

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2021Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175.

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2021Modelling of Economic and Financial Conditions for Real?Time Prediction of Recessions. (2021). Çakmaklı, Cem ; Altug, Sumru ; Ircani, Hamza Dem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:663-685.

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2021International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110.

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2022Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102.

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2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hoke, Sinem Haciolu ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

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2021Dry bulk shipping and the evolution of maritime transport costs, 1850–2020. (2021). Stuermer, Martin ; Jacks, David. In: Australian Economic History Review. RePEc:bla:ozechr:v:61:y:2021:i:2:p:204-227.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2021Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100.

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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.

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2022Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961.

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2021Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/30.

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2021Sorry, Youre Blocked. Economic Effects of Financial Sanctions on the Russian Economy. (2021). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp704.

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2021Tracking Weekly State-Level Economic Conditions. (2021). Leiva-Leon, Danilo ; Sims, Eric R ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9165.

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2021Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2022Investing in Care for Old Age? An Examination of Long-Term Care Expenditure Dynamics and Its Spillovers. (2022). Costa-Font, Joan ; Vilaplana-Prieto, Cristina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9553.

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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.

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2021Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

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2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
2021Evolution of the ECB’s analytical framework. (2021). Musso, Alberto ; Holm-Hadulla, Fédéric ; Vlassopoulos, Thomas ; Rodriguez, Diego. In: Occasional Paper Series. RePEc:ecb:ecbops:2021277.

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2021Capital flows-at-risk: push, pull and the role of policy. (2021). Sokol, Andrej ; Eguren Martin, Fernando ; Oneill, Cian ; von Dem, Lukas ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20212538.

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2021The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558.

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2021A mixed frequency BVAR for the euro area labour market. (2021). Foroni, Claudia ; Hernandez, Catalina Martinez ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212601.

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2021Fan charts 2.0: flexible forecast distributions with expert judgement. (2021). Sokol, Andrej. In: Working Paper Series. RePEc:ecb:ecbwps:20212624.

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2022Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861.

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2021Forecasting macroeconomic variables in emerging economies. (2021). Leon-Gonzalez, Roberto ; Ha, LE. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001329.

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2021Search Frictions and Evolving Labour Market Dynamics. (2021). Wang, Bingsong ; Martin, Chris ; Ellington, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000397.

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2021Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle. (2021). Valcarcel, Victor (Vic) ; chen, zhengyang. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001494.

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2022A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x.

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2021Time-varying effect of macro-prudential policies on household credit growth: Evidence from China. (2021). Xu, Xiangyun ; Jiao, Dongdan ; Li, Guorong ; Chen, Huanhuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:241-254.

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2021Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Belomestny, Denis ; Krymova, Ekaterina. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206.

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2021Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418.

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2022The Euro Area credit crunch conundrum: Was it demand or supply driven?. (2022). Serati, Massimiliano ; Venegoni, Andrea ; Pacicco, Fausto. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002698.

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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.

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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.

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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.

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2021Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

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2021What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

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2021How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?. (2021). Yoon, Seong-Min ; Song, LI ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100156x.

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2021Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2022An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models. (2022). Kontoghiorghes, Erricos John ; Hadjiantoni, Stella. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:1-18.

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2021A profit-to-provisioning approach to setting the countercyclical capital buffer. (2021). Pfeifer, Lukáš ; Hodula, Martin. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362521000017.

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2022Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439.

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2022Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779.

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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.

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2021Trading the foreign exchange market with technical analysis and Bayesian Statistics. (2021). Stasinakis, Charalampos ; Sermpinis, Georgios ; Hassanniakalager, Arman. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:230-251.

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2021What drives volatility of the U.S. oil and gas firms?. (2021). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100270x.

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2021The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China. (2021). Fang, YI ; Xu, Xuchuan ; Li, Xiao-Lin ; Si, Deng-Kui. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003832.

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2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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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.

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2021On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee . (2021). Nguyen, Bao H ; Hou, Chenghan ; Cross, Jamie L. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000244.

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2021Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596.

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2021Forecasting energy commodity prices: A large global dataset sparse approach. (2021). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001730.

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2021Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures. (2021). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001882.

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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.

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2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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2021Asymmetric volatility spillover between oil-importing and oil-exporting countries economic policy uncertainty and Chinas energy sector. (2021). Yang, Bohan ; Wang, Ziwei ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s105752192100082x.

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2021Media sentiment and short stocks performance during a systemic crisis. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya ; Umar, Zaghum. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002222.

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2021Do Chinas macro-financial factors determine the Shanghai crude oil futures market?. (2021). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002738.

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YearTitleTypeCited
2014Exchange Rate Predictability in a Changing World In: Papers.
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paper33
2014Exchange Rate Predictability in a Changing World.(2014) In: SIRE Discussion Papers.
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2016Exchange rate predictability in a changing world.(2016) In: Journal of International Money and Finance.
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2014Exchange Rate Predictability in a Changing World.(2014) In: Working Papers.
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2014Exchange Rate Predictability in a Changing World.(2014) In: MPRA Paper.
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2014Exchange Rate Predictability in a Changing World.(2014) In: Working Paper series.
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2020Bayesian dynamic variable selection in high dimensions In: Papers.
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2020Bayesian dynamic variable selection in high dimensions.(2020) In: Working Papers.
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2020Bayesian dynamic variable selection in high dimensions.(2020) In: MPRA Paper.
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paper
2020High-dimensional macroeconomic forecasting using message passing algorithms In: Papers.
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paper10
2019High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Papers.
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2019High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: MPRA Paper.
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2019High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Paper series.
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paper
2021High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms.(2021) In: Journal of Business & Economic Statistics.
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2020Machine Learning Econometrics: Bayesian algorithms and methods In: Papers.
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2020Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: Working Papers.
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2020Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: Working Papers.
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2020Machine Learning Econometrics: Bayesian algorithms and methods.(2020) In: MPRA Paper.
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2021Bayesian Approaches to Shrinkage and Sparse Estimation In: Papers.
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2021Bayesian Approaches to Shrinkage and Sparse Estimation.(2021) In: Working Papers.
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2021Bayesian Approaches to Shrinkage and Sparse Estimation.(2021) In: MPRA Paper.
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2022Bayesian Approaches to Shrinkage and Sparse Estimation.(2022) In: Working Paper series.
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2017The Effect of News Shocks and Monetary Policy In: BCAM Working Papers.
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paper13
2019The Effect of News Shocks and Monetary Policy.(2019) In: Discussion Papers.
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2019The effect of news shocks and monetary policy.(2019) In: CESifo Working Paper Series.
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2017The Effect of News Shocks and Monetary Policy.(2017) In: Discussion Papers.
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paper
2017The effect of news shocks and monetary policy.(2017) In: LSE Research Online Documents on Economics.
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2017The Effect of News Shocks and Monetary Policy.(2017) In: Essex Finance Centre Working Papers.
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2017The Effect of News Shocks and Monetary Policy.(2017) In: Working Papers.
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paper
2017The Effect of News Shocks and Monetary Policy.(2017) In: Economics Series Working Papers.
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paper
2018The Effect of News Shocks and Monetary Policy.(2018) In: Working Paper series.
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2013Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super- In: Oxford Bulletin of Economics and Statistics.
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2010Assessing the transmission of monetary policy using dynamic factor models.(2010) In: MPRA Paper.
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2009Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models.(2009) In: Working Paper series.
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2009Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models.(2009) In: Working Papers.
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2019Forecasting with High?Dimensional Panel VARs In: Oxford Bulletin of Economics and Statistics.
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2018Forecasting with High-Dimensional Panel VARs.(2018) In: Essex Finance Centre Working Papers.
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2015Forecasting With High Dimensional Panel VARs.(2015) In: Working Papers.
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2018Forecasting with High-Dimensional Panel VARs.(2018) In: MPRA Paper.
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paper
2018Forecasting with High-Dimensional Panel VARs.(2018) In: Working Paper series.
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paper
2012On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK In: Scottish Journal of Political Economy.
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article8
2010On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK.(2010) In: MPRA Paper.
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paper
2011On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK.(2011) In: Working Paper series.
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2016Bayesian Compressed Vector Autoregressions In: Working Papers.
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paper42
2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
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2019Bayesian compressed vector autoregressions.(2019) In: Journal of Econometrics.
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2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
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2017Bayesian Compressed Vector Autoregressions.(2017) In: Working Paper series.
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2017Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions In: Working Papers.
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2019Adaptive hierarchical priors for high-dimensional vector autoregressions.(2019) In: Journal of Econometrics.
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2018Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions.(2018) In: Working Paper series.
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2020Energy Markets and Global Economic Conditions In: CESifo Working Paper Series.
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paper34
2020Energy Markets and Global Economic Conditions.(2020) In: CEPR Discussion Papers.
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2020Energy Markets and Global Economic Conditions.(2020) In: Working Papers.
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2020Energy Markets and Global Economic Conditions.(2020) In: NBER Working Papers.
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2011A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models In: CIRANO Working Papers.
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paper49
2011A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models.(2011) In: LIDAM Discussion Papers CORE.
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2011A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models.(2011) In: SIRE Discussion Papers.
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paper
2011A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models.(2011) In: Cahiers de recherche.
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paper
2011The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series.
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paper
2011A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models.(2011) In: Working Papers.
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paper
2015The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics.
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2011Hierarchical shrinkage priors for dynamic regressions with many predictors In: LIDAM Discussion Papers CORE.
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paper46
2013Hierarchical shrinkage priors for dynamic regressions with many predictors.(2013) In: International Journal of Forecasting.
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2011Hierarchical shrinkage priors for dynamic regressions with many predictors.(2011) In: MPRA Paper.
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paper
2011Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors.(2011) In: Working Paper series.
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2011VAR forecasting using Bayesian variable selection In: LIDAM Discussion Papers CORE.
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2009VAR forecasting using Bayesian variable selection.(2009) In: MPRA Paper.
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2011VAR Forecasting Using Bayesian Variable Selection.(2011) In: Working Paper series.
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2013VAR FORECASTING USING BAYESIAN VARIABLE SELECTION.(2013) In: Journal of Applied Econometrics.
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2011Hierarchical shrinkage in time-varying parameter models In: LIDAM Discussion Papers CORE.
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paper75
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: SIRE Discussion Papers.
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2011Hierarchical shrinkage in time-varying parameter models.(2011) In: MPRA Paper.
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2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Paper series.
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2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Papers.
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2014Hierarchical Shrinkage in Time?Varying Parameter Models.(2014) In: Journal of Forecasting.
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2011Bayesian methods In: LIDAM Discussion Papers CORE.
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2013Bayesian methods.(2013) In: Chapters.
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2015The Contribution of Structural Break Models to Forecating Macroeconomic Series In: LIDAM Reprints CORE.
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2011The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series.
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2015The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics.
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2021The time-varying evolution of inflation risks In: Working Paper Series.
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paper2
2010Forecasting Inflation Using Dynamic Model Averaging In: SIRE Discussion Papers.
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paper239
2011Forecasting Inflation Using Dynamic Model Averaging.(2011) In: SIRE Discussion Papers.
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2009Forecasting Inflation Using Dynamic Model Averaging.(2009) In: Working Paper series.
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2011Forecasting Inflation Using Dynamic Model Averaging*.(2011) In: Working Papers.
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2012FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING.(2012) In: International Economic Review.
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2011UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? In: SIRE Discussion Papers.
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2009UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?.(2009) In: SIRE Discussion Papers.
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2011UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?.(2011) In: Economic Modelling.
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2009UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?.(2009) In: Working Papers.
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2011UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?*.(2011) In: Working Papers.
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2012Large Time-Varying Parameter VARs In: SIRE Discussion Papers.
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2012Large time-varying parameter VARs.(2012) In: Working Papers.
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2012Large time-varying parameter VARs.(2012) In: MPRA Paper.
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2012Large Time-Varying Parameter VARs.(2012) In: Working Paper series.
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2013A New Index of Financial Conditions In: SIRE Discussion Papers.
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2013A new index of financial conditions.(2013) In: Working Papers.
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2014Data-based priors for vector autoregressions with drifting coefficients In: SIRE Discussion Papers.
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2014Data-based priors for vector autoregressions with drifting coefficients.(2014) In: MPRA Paper.
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2014Model Uncertainty in Panel Vector Autoregressive Models. In: SIRE Discussion Papers.
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2016Model uncertainty in Panel Vector Autoregressive models.(2016) In: European Economic Review.
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2014Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers.
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2014Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: MPRA Paper.
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2015Model Uncertainty in Panel Vector Autoregressive Models.(2015) In: Working Paper series.
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2014Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: Working Paper series.
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2014Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers.
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2014On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers.
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2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: Working Papers.
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2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: MPRA Paper.
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2018ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY.(2018) In: International Economic Review.
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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty In: SIRE Discussion Papers.
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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: Working Papers.
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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: MPRA Paper.
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2015Quantile forecasts of inflation under model uncertainty In: SIRE Discussion Papers.
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2015Quantile forecasts of inflation under model uncertainty.(2015) In: Working Papers.
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2015Quantile forecasts of inflation under model uncertainty.(2015) In: MPRA Paper.
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2015Prior selection for panel vector autoregressions In: SIRE Discussion Papers.
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2016Prior selection for panel vector autoregressions.(2016) In: Computational Statistics & Data Analysis.
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2015Prior selection for panel vector autoregressions.(2015) In: Working Papers.
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2015Prior selection for panel vector autoregressions.(2015) In: MPRA Paper.
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2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets In: SIRE Discussion Papers.
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2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets?.(2015) In: Working Papers.
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2017Forecasting the term structure of government bond yields in unstable environments In: Journal of Empirical Finance.
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2017Quantile regression forecasts of inflation under model uncertainty In: International Journal of Forecasting.
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2019Decomposing global yield curve co-movement In: Journal of Banking & Finance.
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2016Decomposing Global Yield Curve Co-Movement.(2016) In: Essex Finance Centre Working Papers.
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2016Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions In: Essex Finance Centre Working Papers.
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2017Forecasting with many predictors using message passing algorithms In: Essex Finance Centre Working Papers.
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2019High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: MPRA Paper.
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2019High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Paper series.
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2017Exchange rate predictability and dynamic Bayesian learning In: Essex Finance Centre Working Papers.
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2020Exchange rate predictability and dynamic Bayesian learning.(2020) In: Journal of Applied Econometrics.
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2018Exchange rate predictability and dynamic Bayesian learning.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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2018Measuring Dynamic Connectedness with Large Bayesian VAR Models In: Essex Finance Centre Working Papers.
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2018Measuring Dynamic Connectedness with Large Bayesian VAR Models.(2018) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2018Variational Bayes inference in high-dimensional time-varying parameter models In: Essex Finance Centre Working Papers.
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