Advanced Search
MyIDEAS: Login

Dimitris Korobilis

Contents:

This is information that was supplied by Dimitris Korobilis in registering through RePEc. If you are Dimitris Korobilis , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Dimitris
Middle Name:
Last Name: Korobilis
Suffix:

RePEc Short-ID: pko254

Email: [This author has chosen not to make the email address public]
Homepage: https://sites.google.com/site/dimitriskorobilis/Research
Postal Address: University of Glasgow, G12 8RT, Glasgow, United Kingdom
Phone: +44 (0)141 330 2950

Affiliation

Department of Economics
Business School
University of Glasgow
Location: Glasgow, United Kingdom
Homepage: http://www.gla.ac.uk/subjects/economics/
Email:
Phone: 0141 330 4618
Fax: 0141 330 4940
Postal: Adam Smith Building, Glasgow G12 8RT
Handle: RePEc:edi:dpglauk (more details at EDIRC)

Works

as in new window

Working papers

  1. Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
  2. Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
  3. Dimitris Korobilis, 2012. "Bayesian forecasting with highly correlated predictors," Working Papers 2012_12, Business School - Economics, University of Glasgow.
  4. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers 2011s-13, CIRANO.
  5. Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
  6. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper Series 38_11, The Rimini Centre for Economic Analysis.
  7. BAUWENS, Luc & KOROBILIS, Dimitris, 2011. "Bayesian methods," CORE Discussion Papers 2011061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper Series 21_11, The Rimini Centre for Economic Analysis.
  9. Korobilis, Dimitris & Gilmartin, Michelle, 2010. "The dynamic effects of U.S. monetary policy on state unemployment," MPRA Paper 27596, University Library of Munich, Germany.
  10. Korobilis, Dimitris & Gilmartin, Michelle, 2010. "On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK," MPRA Paper 28542, University Library of Munich, Germany.
  11. Korobilis, Dimitris, 2009. "Assessing the transmission of monetary policy using dynamic factor models," MPRA Paper 27593, University Library of Munich, Germany, revised Nov 2010.
  12. Korobilis, Dimitris, 2009. "VAR forecasting using Bayesian variable selection," MPRA Paper 21124, University Library of Munich, Germany.
  13. Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
  14. Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
  15. Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper Series 34_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  16. Dimitris Korompilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Papers 0914, University of Strathclyde Business School, Department of Economics.
  17. Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.

Articles

  1. Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  2. Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, 03.
  3. Dimitris Korobilis, 2013. "Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 157-179, 04.
  4. Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
  5. Michelle Gilmartin & Dimitris Korobilis, 2012. "On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(2), pages 179-195, 05.
  6. Koop, Gary & Korobilis, Dimitris, 2011. "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.

NEP Fields

33 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2013-03-30
  2. NEP-CBA: Central Banking (14) 2009-07-11 2009-10-10 2009-11-14 2011-01-03 2011-02-05 2011-02-12 2011-02-12 2011-05-14 2011-06-11 2011-06-11 2011-06-11 2011-07-21 2011-07-21 2012-06-05. Author is listed
  3. NEP-CMP: Computational Economics (1) 2009-11-14
  4. NEP-ECM: Econometrics (13) 2009-07-11 2009-10-10 2009-11-14 2010-01-30 2010-03-20 2011-02-05 2011-04-30 2011-05-07 2011-07-02 2011-07-21 2012-03-21 2012-11-17 2013-04-06. Author is listed
  5. NEP-ETS: Econometric Time Series (16) 2010-01-30 2010-03-20 2010-12-23 2011-02-05 2011-05-14 2011-06-11 2011-06-11 2011-07-02 2011-07-21 2011-07-21 2012-03-21 2012-03-21 2012-04-17 2012-05-15 2012-06-05 2012-11-17. Author is listed
  6. NEP-EUR: Microeconomic European Issues (1) 2011-02-12
  7. NEP-FDG: Financial Development & Growth (1) 2009-10-10
  8. NEP-FOR: Forecasting (25) 2009-10-10 2009-11-14 2010-03-20 2010-12-23 2011-02-05 2011-02-12 2011-04-30 2011-05-07 2011-05-14 2011-06-11 2011-06-11 2011-06-11 2011-07-02 2011-07-21 2011-07-21 2012-03-21 2012-03-21 2012-04-17 2012-05-15 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-25 2012-11-17. Author is listed
  9. NEP-GEO: Economic Geography (3) 2011-01-03 2011-02-12 2011-02-12
  10. NEP-IFN: International Finance (1) 2013-03-30
  11. NEP-LAB: Labour Economics (2) 2011-02-12 2011-02-12
  12. NEP-MAC: Macroeconomics (9) 2009-07-11 2009-10-10 2011-01-03 2011-02-12 2011-06-11 2011-06-11 2012-06-05 2012-06-05 2012-06-05. Author is listed
  13. NEP-MON: Monetary Economics (7) 2009-07-11 2009-10-10 2009-11-14 2011-01-03 2011-02-12 2011-06-11 2012-06-05. Author is listed
  14. NEP-ORE: Operations Research (3) 2010-01-30 2010-03-20 2010-12-23
  15. NEP-URE: Urban & Real Estate Economics (2) 2011-02-12 2011-02-12

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Downloads through RePEc Services over the past 12 months

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Dimitris Korobilis should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.