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 applied 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 and government, and he delivers regularly specialized training in central banks on topics related to statistical inference that supports policy decision-making.
Dimitris is the director of the MSc in Data Analytics for Economics and Finance. He is also teaching at, and co-ordinating the annual ASBS Summer School in Empirical Macroeconomics. He is the alternate lead of the macroeconomics research cluster of the Adam Smith Business School. Finally, he is the organizer of the Econometrics Seminar Series.
Dimitris is the alternate lead of the School's Macroeconomics research cluster.
Areas of expertise:
- Macroeconometrics; Time-series Analysis; Forecasting
- Bayesian statistics; Machine Learning; High-dimensional Models; Text Analytics
- News and Business Cycles; Monetary policy; Macroeconomic Uncertainty
- Sgouralis, Thomas
DSGE MODELS IN POLICY ENVIROMENT WITH CONTINUOUS TIME