Dimitris Korobilis : Citation Profile

University of Glasgow

23

H index

34

i10 index

2877

Citations

RESEARCH PRODUCTION:

30

Articles

151

Papers

3

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 179
   Journals where Dimitris Korobilis has often published
   Relations with other researchers
   Recent citing documents: 250.    Total self citations: 106 (3.55 %)

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: 2025-03-22    RAS profile: 2024-12-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Zanetti, Francesco (8)

Gambetti, Luca (8)

Koop, Gary (6)

Baumeister, Christiane (5)

Shimizu, Kenichi (4)

Pettenuzzo, Davide (4)

Tsoukalas, John (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 (194)

Huber, Florian (141)

Koop, Gary (123)

Chan, Joshua (109)

Gabauer, David (58)

Marcellino, Massimiliano (49)

Balcilar, Mehmet (47)

Ravazzolo, Francesco (47)

Casarin, Roberto (46)

Feldkircher, Martin (42)

Pfarrhofer, Michael (39)

Cites to:

Koop, Gary (88)

Giannone, Domenico (53)

Watson, Mark (37)

Marcellino, Massimiliano (29)

Diebold, Francis (28)

Clark, Todd (26)

Rossi, Barbara (24)

Primiceri, Giorgio (22)

Carriero, Andrea (21)

Lenza, Michele (20)

van Wincoop, Eric (19)

Main data

Where Dimitris Korobilis has published?

Journals with more than one article published# docs
Journal of Applied Econometrics4
Journal of Econometrics3
International Economic Review3
European Economic Review3
International Journal of Forecasting2
Foundations and Trends(R) in Econometrics2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis27
MPRA Paper / University Library of Munich, Germany25
Working Papers / Business School - Economics, University of Glasgow22
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)17
Essex Finance Centre Working Papers / University of Essex, Essex Business School10
Papers / arXiv.org9
Working Papers / University of Strathclyde Business School, Department of Economics8
Working Papers / Brandeis University, Department of Economics and International Business School4
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School3
CESifo Working Paper Series / CESifo3
Discussion Papers / Centre for Macroeconomics (CFM)2
Economics Series Working Papers / University of Oxford, Department of Economics2

Recent works citing Dimitris Korobilis (2025 and 2024)

YearTitle of citing document
2024Assessing the impact of energy and macroeconomic shocks on the Romanian economy: a Bayesian VAR approach. (2024). Mihai, Georgian Dnu ; Plea, Georgiana ; Neacu, Andrei Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:109-118.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?. (2017). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1711.00564.

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2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2024Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887.

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2024Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2024Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

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2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641.

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2024Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209.

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2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575.

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2024The Distributional Effects of Economic Uncertainty. (2024). Marcellino, Massimiliano ; Tornese, Tommaso ; Huber, Florian. In: Papers. RePEc:arx:papers:2411.12655.

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2024Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092.

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2024VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Papers. RePEc:arx:papers:2501.02381.

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2025Monthly GDP Growth Estimates for the U.S. States. (2025). Raftapostolos, Aristeidis ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Papers. RePEc:arx:papers:2501.04607.

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2025Density forecast transformations. (2025). Odendahl, Florens ; Mogliani, Matteo. In: Working Papers. RePEc:bde:wpaper:2511.

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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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2024.

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2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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2024.

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2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Florian, Huber ; Gary, Koop ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2.

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2024Dynamic Sparse Restricted Perceptions Equilibria. (2024). Slobodyan, Sergey ; Audzei, Volha. In: CERGE-EI Working Papers. RePEc:cer:papers:wp792.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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Shocked to the core: a new model to understand euro area inflation. (2024). Banbura, Marta ; Hernandez, Catalina Martinez ; Bobeica, Elena ; Babura, Marta. In: Research Bulletin. RePEc:ecb:ecbrbu:2024:0117:.

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2025The taming of the skew: asymmetric inflation risk and monetary policy. (2025). Petrella, Ivan ; Melosi, Leonardo ; de Polis, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20253028.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2024A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series. (2024). Liu, Yixuan ; Meyer, Renate ; Lee, Jeong Eun ; Kirch, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s016794732400094x.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024A tale of two tightenings. (2024). Lu, Yundi ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000988.

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2024Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133.

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2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

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2024Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Measuring market volatility connectedness to media sentiment. (2024). Fjesme, Sturla ; Sirnes, Espen ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2024Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method. (2024). Ouyang, Haiqin ; Guan, Chao ; Yu, BO ; Lin, Binzhao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001839.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957.

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2024Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096.

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2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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2024Labour at risk. (2024). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788.

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2024Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?. (2024). Umar, Zaghum ; Teplova, Tamara ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554.

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2024Does fintech matter for financial inclusion and financial stability in BRICS markets?. (2024). Hassan, M. Kabir ; Shakib, Mohammed ; Vukovi, Darko B ; Kwakye, Bernard ; Febtinugraini, Armike. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000591.

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2024Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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2024A simple model of global fuel consumption. (2024). Ellwanger, Reinhard ; Bilgin, Doga. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007521.

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2024Predicting tail risks and the evolution of temperatures. (2024). Martins, Luis F ; Gabriel, Vasco J ; Phella, Anthoulla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988323007843.

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2024Determinants and effects of country ESG controversy. (2024). Beckmann, Joscha ; Rogmann, Jennifer. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000343.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024How do climate risks impact the contagion in Chinas energy market?. (2024). Lei, Lei ; Ma, Dandan ; Kang, Yuxin ; Guo, Kun. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001580.

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2024Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Goodell, John W ; Billah, Mabruk ; Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841.

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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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2024Monetary policies on green financial markets: Evidence from a multi-moment connectedness network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400447x.

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2024Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493.

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2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2024Heterogeneity of regional carbon emission markets in China: Evidence from multidimensional determinants. (2024). Dong, Xiyong ; Zhang, John F. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005437.

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2024Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Eza, Pavel ; Kliber, Agata. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224008090.

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2024Extreme downside risk connectedness between green energy and stock markets. (2024). Alomari, Mohammed ; el Khoury, Rim ; Mensi, Walid ; Vo, Xuan Vinh ; Kang, Sang Hoon. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032535.

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2024Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240.

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2024A Bayesian approach for the determinants of bitcoin returns. (2024). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005549.

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2024Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

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2024Benefits and costs: The impact of capital control on growth-at-risk in China. (2024). Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000930.

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2024Connectedness across meme assets and sectoral markets: Determinants and portfolio management. (2024). Elsayed, Ahmed ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Alam, Md Kausar. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001091.

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

Dimitris Korobilis is editor of

Journal
Working Papers

Works by Dimitris Korobilis:

YearTitleTypeCited
2014Exchange Rate Predictability in a Changing World In: Papers.
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2014Exchange Rate Predictability in a Changing World.(2014) In: SIRE Discussion Papers.
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This paper has nother version. Agregated cites: 46		paper
2016Exchange rate predictability in a changing world.(2016) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		article
2014Exchange Rate Predictability in a Changing World.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2014Exchange Rate Predictability in a Changing World.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2014Exchange Rate Predictability in a Changing World.(2014) In: Working Paper series.
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This paper has nother version. Agregated cites: 46		paper
2020Bayesian dynamic variable selection in high dimensions In: Papers.
[Full Text][Citation analysis]		paper19
2020Bayesian dynamic variable selection in high dimensions.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2020Bayesian dynamic variable selection in high dimensions.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 19		paper
2023BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS.(2023) In: International Economic Review.
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This paper has nother version. Agregated cites: 19		article
2020High-dimensional macroeconomic forecasting using message passing algorithms In: Papers.
[Full Text][Citation analysis]		paper19
2019High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2019High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2019High-dimensional macroeconomic forecasting using message passing algorithms.(2019) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2021High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms.(2021) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 19		article
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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2018ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY.(2018) In: International Economic Review.
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