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Dimitris Korobilis

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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
Adam Smith 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

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Working papers

  1. Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "Exchange Rate Predictability in a Changing World," MPRA Paper 53684, University Library of Munich, Germany.
  2. Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper 53772, University Library of Munich, Germany.
  3. Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
  4. Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
  5. Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
  6. Dimitris Korobilis, 2012. "Bayesian forecasting with highly correlated predictors," Working Papers 2012_12, Business School - Economics, University of Glasgow.
  7. 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.
  8. BAUWENS, Luc & KOROBILIS, Dimitris, 2011. "Bayesian methods," CORE Discussion Papers 2011061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  9. 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.
  10. Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper Series 21_11, The Rimini Centre for Economic Analysis.
  11. Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
  12. 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.
  13. Korobilis, Dimitris & Gilmartin, Michelle, 2010. "The dynamic effects of U.S. monetary policy on state unemployment," MPRA Paper 27596, University Library of Munich, Germany.
  14. 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.
  15. Korobilis, Dimitris, 2009. "VAR forecasting using Bayesian variable selection," MPRA Paper 21124, University Library of Munich, Germany.
  16. 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.
  17. 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.
  18. Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
  19. Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.

Articles

  1. Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014. "Hierarchical Shrinkage in Time‐Varying Parameter Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, 01.
  2. Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
  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. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  5. Koop, Gary & Korobilis, Dimitris, 2013. "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
  6. Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, 03.
  7. Gary Koop & Dimitris Korobilis, 2012. "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, 08.
  8. 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.
  9. 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.
  10. Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.

NEP Fields

41 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2013-03-30 2013-07-28
  2. NEP-CBA: Central Banking (16) 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 2014-03-01 2014-03-15. Author is listed
  3. NEP-CMP: Computational Economics (1) 2009-11-14
  4. NEP-ECM: Econometrics (15) 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 2014-01-10 2014-03-01. Author is listed
  5. NEP-ETS: Econometric Time Series (18) 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 2014-03-01 2014-03-15. 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 (31) 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 2014-01-10 2014-02-21 2014-03-01 2014-03-01 2014-03-15 2014-03-15. Author is listed
  9. NEP-GEO: Economic Geography (3) 2011-01-03 2011-02-12 2011-02-12
  10. NEP-IFN: International Finance (3) 2013-03-30 2013-07-28 2013-12-29
  11. NEP-INT: International Trade (3) 2014-02-21 2014-03-01 2014-03-15
  12. NEP-LAB: Labour Economics (2) 2011-02-12 2011-02-12
  13. NEP-MAC: Macroeconomics (12) 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 2014-02-21 2014-03-01 2014-03-15. Author is listed
  14. NEP-MON: Monetary Economics (10) 2009-07-11 2009-10-10 2009-11-14 2011-01-03 2011-02-12 2011-06-11 2012-06-05 2014-02-21 2014-03-01 2014-03-15. Author is listed
  15. NEP-OPM: Open Economy Macroeconomic (2) 2014-02-21 2014-03-01
  16. NEP-ORE: Operations Research (7) 2010-01-30 2010-03-20 2010-12-23 2014-01-10 2014-03-01 2014-03-01 2014-03-15. Author is listed
  17. NEP-URE: Urban & Real Estate Economics (2) 2011-02-12 2011-02-12

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