Number of items: 33.
2023
Korobilis, D. and Montoya-Blandón, S.
(2023)
Discussion of “multivariate dynamic modeling for Bayesian forecasting of business revenue”.
Applied Stochastic Models in Business and Industry, 39(3),
pp. 315-317.
(doi: 10.1002/asmb.2753)
2022
Koop, G. and Korobilis, D.
(2022)
Bayesian dynamic variable selection in high dimensions.
International Economic Review,
(doi: 10.1111/iere.12623)
(Early Online Publication)
Korobilis, D.
(2022)
A new algorithm for structural restrictions in Bayesian vector autoregressions.
European Economic Review, 148,
104241.
(doi: 10.1016/j.euroecorev.2022.104241)
Baumeister, C., Korobilis, D. and Lee, T.
(2022)
Energy markets and global economic conditions.
Review of Economics and Statistics, 104(4),
pp. 828-844.
(doi: 10.1162/rest_a_00977)
Korobilis, D. and Shimizu, K.
(2022)
Bayesian approaches to shrinkage and sparse estimation.
Foundations and Trends in Econometrics, 11(4),
pp. 230-354.
(doi: 10.1561/0800000041)
Gambetti, L., Görtz, C., Korobilis, D. , Tsoukalas, J. D. and Zanetti, F.
(2022)
The effect of news shocks and monetary policy.
In: Dolado, J. J., Gambetti, L. and Matthes, C. (eds.)
Essays in Honour of Fabio Canova (Advances in Econometrics, Vol. 44A).
Emerald, pp. 139-164.
ISBN 9781803826363
(doi: 10.1108/S0731-90532022000044A005)
2021
Korobilis, D.
(2021)
High-dimensional macroeconomic forecasting using message passing algorithms.
Journal of Business and Economic Statistics, 39(2),
pp. 493-504.
(doi: 10.1080/07350015.2019.1677472)
2020
Korobilis, D. and Pettenuzzo, D.
(2020)
Machine Learning Econometrics: Bayesian algorithms and methods.
In: Hamilton, J. H., Dixit, A., Edwards, S. and Judd, K. (eds.)
Oxford Research Encyclopedia of Economics and Finance.
Series: Oxford Research Encyclopedias.
Oxford University Press.
ISBN 9780190625979
(doi: 10.1093/acrefore/9780190625979.013.588)
Beckkmann, J., Koop, G., Korobilis, D. and Schuessler, R. A.
(2020)
Exchange rate predictability and dynamic Bayesian learning.
Journal of Applied Econometrics, 35(4),
pp. 410-421.
(doi: 10.1002/jae.2761)
2019
Koop, G. and Korobilis, D.
(2019)
Forecasting with high-dimensional panel VARs.
Oxford Bulletin of Economics and Statistics, 81(5),
pp. 937-959.
(doi: 10.1111/obes.12303)
Byrne, J. P., Cao, S. and Korobilis, D.
(2019)
Decomposing global yield curve co-movement.
Journal of Banking and Finance, 106,
pp. 500-513.
(doi: 10.1016/j.jbankfin.2019.07.018)
Korobilis, D. and Pettenuzzo, D.
(2019)
Adaptive hierarchical priors for high-dimensional vector autoregressions.
Journal of Econometrics, 212(1),
pp. 241-271.
(doi: 10.1016/j.jeconom.2019.04.029)
Koop, G., Korobilis, D. and Pettenuzzo, D.
(2019)
Bayesian compressed vector autoregressions.
Journal of Econometrics, 210(1),
pp. 135-154.
(doi: 10.1016/j.jeconom.2018.11.009)
2018
Byrne, J. P., Korobilis, D. and Ribeiro, P. J.
(2018)
On the sources of uncertainty in exchange rate predictability.
International Economic Review, 59(1),
pp. 329-357.
(doi: 10.1111/iere.12271)
2017
Byrne, J. P., Cao, S. and Korobilis, D.
(2017)
Forecasting the term structure of government bond yields in unstable environments.
Journal of Empirical Finance, 44,
pp. 209-225.
(doi: 10.1016/j.jempfin.2017.09.004)
Korobilis, D.
(2017)
Quantile regression forecasts of inflation under model uncertainty.
International Journal of Forecasting, 33(1),
pp. 11-20.
(doi: 10.1016/j.ijforecast.2016.07.005)
2016
Korobilis, D.
(2016)
Prior selection for panel vector autoregressions.
Computational Statistics and Data Analysis, 101,
pp. 110-120.
(doi: 10.1016/j.csda.2016.02.011)
Byrne, J., Korobilis, D. and Ribeiro, P. J.
(2016)
Exchange rate predictability in a changing world.
Journal of International Money and Finance, 62,
pp. 1-24.
(doi: 10.1016/j.jimonfin.2015.12.001)
Koop, G. and Korobilis, D.
(2016)
Model uncertainty in panel vector autoregressive models.
European Economic Review, 81,
pp. 115-131.
(doi: 10.1016/j.euroecorev.2015.09.006)
2015
Bauwens, L., Koop, G., Korobilis, D. and Rombouts, J. V.K.
(2015)
The contribution of structural break models to forecasting macroeconomic series.
Journal of Applied Econometrics, 30(4),
pp. 596-620.
(doi: 10.1002/jae.2387)
2014
Koop, G. and Korobilis, D.
(2014)
A new index of financial conditions.
European Economic Review, 71,
pp. 101-116.
(doi: 10.1016/j.euroecorev.2014.07.002)
Belmonte, M. A. G., Koop, G. and Korobilis, D.
(2014)
Hierarchical shrinkage in time-varying parameter models.
Journal of Forecasting, 33(1),
pp. 80-94.
(doi: 10.1002/for.2276)
2013
Korobilis, D.
(2013)
Assessing the transmission of monetary policy using time-varying parameter dynamic factor models.
Oxford Bulletin of Economics and Statistics, 75(2),
pp. 157-179.
(doi: 10.1111/j.1468-0084.2011.00687.x)
Korobilis, D.
(2013)
Bayesian forecasting with highly correlated predictors.
Economics Letters, 18(1),
pp. 148-150.
(doi: 10.1016/j.econlet.2012.10.003)
Bauwens, L. and Korobilis, D.
(2013)
Bayesian methods.
In: Hashimzade, N. and Thornton, M.A. (eds.)
Handbook of Empirical Methods in Macroeconomics.
Edward Elgar Publishing: Cheltenham, pp. 363-380.
ISBN 9780857931016
Koop, G. and Korobilis, D.
(2013)
Large Time-Varying Parameter VARs.
Journal of Econometrics, 177(2),
pp. 185-198.
(doi: 10.1016/j.jeconom.2013.04.007)
Korobilis, D.
(2013)
Hierarchical shrinkage priors for dynamic regressions with many predictors.
International Journal of Forecasting, 29(1),
(doi: 10.1016/j.ijforecast.2012.05.006)
2012
Koop, G. and Korobilis, D.
(2012)
Forecasting inflation using dynamic model averaging.
International Economic Review, 53(3),
pp. 867-886.
(doi: 10.1111/j.1468-2354.2012.00704.x)
Korobilis, D. and Gilmartin, M.
(2012)
On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK.
Scottish Journal of Political Economy, 59(2),
pp. 179-195.
(doi: 10.1111/j.1467-9485.2011.00575.x)
2011
Koop, G. and Korobilis, D.
(2011)
UK macroeconomic forecasting with many predictors: which models forecast best and when do they do so?
Economic Modelling, 28(5),
pp. 2307-2318.
(doi: 10.1016/j.econmod.2011.04.008)
Korobilis, D.
(2011)
VAR forecasting using Bayesian variable selection.
Journal of Applied Econometrics, 28(2),
pp. 204-230.
(doi: 10.1002/jae.1271)
2010
Koop, G. and Korobilis, D.
(2010)
Bayesian multivariate time series methods for empirical macroeconomics.
Foundations and Trends in Econometrics, 3(4),
pp. 267-358.
(doi: 10.1561/0800000013)
2008
Korobilis, D.
(2008)
Forecasting in vector autoregressions with many predictors.
Advances in Econometrics(23),
pp. 403-431.
(doi: 10.1016/S0731-9053(08)23012-4)
This list was generated on Mon Dec 4 03:37:53 2023 GMT.