Professor Dimitris Korobilis
- Professor of Econometrics (Economics)
Dimitris Korobilis (PhD Strathclyde, 2010) is Professor of Econometrics at the Adam Smith Business School. Before joining Glasgow he was Professor of Finance at Essex Business School, University of Essex. He works in the area of advanced statistical inference using economic and financial data. Recent research involves the development of machine learning algorithms for high-dimensional inference in macroeconomic models with large datasets; research that has been published in Journal of Econometrics and Journal of Business & Economic Statistics, among other journals. His models have been used extensively by policy-making institutions to monitor financial conditions (International Monetary Fund) and to forecast inflation (European Central Bank). He has been a consultant for major international institutions (e.g. US Department of Energy) and government (e.g. Scottish Government), and he delivers regularly specialized training in central banks on topics related to statistical inference that supports policy decision-making. He is in the all-time top 4% of authors internationally in Economics on REPEC (among 55,000 registered economists), in the top 1% (position 290 out of 55,000) measuring output only for the past 10 years, and he was No 1 young economist in the UK (PhD 5 years or less).
Dimitris is a member of the School's Macroeconomics research cluster.
Areas of expertise:
- Macroeconometrics; Time-series Analysis; Forecasting
- Bayesian statistics; Machine Learning; High-dimensional Models
- News and Business Cycles; Monetary policy; Macroeconomic Uncertainty
- Sgouralis, Thomas
DSGE MODELS IN POLICY ENVIROMENT WITH CONTINUOUS TIME