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Dimitris Korobilis

Personal Details

First Name:Dimitris
Middle Name:
Last Name:Korobilis
Suffix:
RePEc Short-ID:pko254
[This author has chosen not to make the email address public]
https://sites.google.com/site/dimitriskorobilis/Research
Professor of Finance, Essex Business School, Wivenhoe Park, Colchester C04 3SQ
Twitter: @dkorobilis
Terminal Degree:2010 Economics Department; University of Strathclyde (from RePEc Genealogy)

Affiliation

Essex Business School
University of Essex

Colchester, United Kingdom
http://www.essex.ac.uk/ebs/

:
020 76316416
Wivenhoe Park, Colchester C04 3SQ
RePEc:edi:daessuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Gary Koop & Dimitris Korobilis, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Working Paper series 18-31, Rimini Centre for Economic Analysis.
  2. Dimitris Korobilis, 2018. "Machine Learning Macroeconometrics: A Primer," Working Paper series 18-30, Rimini Centre for Economic Analysis.
  3. Korobilis, Dimitris, 2018. "Machine Learning Macroeconometrics A Primer," Essex Finance Centre Working Papers 22666, University of Essex, Essex Business School.
  4. Koop, Gary & Korobilis, Dimitris, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," MPRA Paper 87972, University Library of Munich, Germany.
  5. Korobilis, D & Yilmaz, K, 2018. "Measuring Dynamic Connectedness with Large Bayesian VAR Models," Essex Finance Centre Working Papers 20937, University of Essex, Essex Business School.
  6. Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
  7. Gambetti, L & Korobilis, D & Tsoukalas, J & Zanetti, F, 2017. "The Effect of News Shocks and Monetary Policy," Essex Finance Centre Working Papers 20428, University of Essex, Essex Business School.
  8. Dimitris Korobilis & Davide Pettenuzzo, 2017. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers 115, Brandeis University, Department of Economics and International Businesss School.
  9. Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017. "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers 20781, University of Essex, Essex Business School.
  10. Korobilis, D, 2017. "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers 19565, University of Essex, Essex Business School.
  11. Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Businesss School.
  12. Korobilis, D & Pettenuzzo, D, 2016. "Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions," Essex Finance Centre Working Papers 18626, University of Essex, Essex Business School.
  13. Byrne, JP & Cao, S & Korobilis, D, 2016. "Decomposing Global Yield Curve Co-Movement," Essex Finance Centre Working Papers 18194, University of Essex, Essex Business School.
  14. Gary Koop & Dimitris Korobilis, 2015. "Forecasting With High Dimensional Panel VARs," Working Papers 2015_25, Business School - Economics, University of Glasgow.
  15. Korobilis, Dimitris, 2015. "Prior selection for panel vector autoregressions," MPRA Paper 64143, University Library of Munich, Germany.
  16. BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015. "The Contribution of Structural Break Models to Forecating Macroeconomic Series," CORE Discussion Papers RP 2651, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. Joseph P. Byrne & Shuo Cao & Dimitris Korobilis, 2015. "Co-Movement, Spillovers and Excess Returns in Global Bond Markets?," Working Papers 2015_12, Business School - Economics, University of Glasgow.
  18. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper 63844, University Library of Munich, Germany.
  19. Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," MPRA Paper 64341, University Library of Munich, Germany.
  20. Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper 58956, University Library of Munich, Germany.
  21. Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
  22. Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper 53772, University Library of Munich, Germany.
  23. Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "Exchange Rate Predictability in a Changing World," MPRA Paper 53684, University Library of Munich, Germany.
  24. Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
  25. Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
  26. Dimitris Korobilis, 2012. "Bayesian forecasting with highly correlated predictors," Working Papers 2012_12, Business School - Economics, University of Glasgow.
  27. Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
  28. BAUWENS, Luc & KOROBILIS, Dimitris, 2011. "Bayesian methods," CORE Discussion Papers 2011061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc Bauwens & Dimitris Korobilis, 2013. "Bayesian methods," Chapters,in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 16, pages 363-380 Edward Elgar Publishing.
  29. Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
  30. Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
  31. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche 1104, CIRPEE.
  32. 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.
  33. Korobilis, Dimitris & Gilmartin, Michelle, 2010. "The dynamic effects of U.S. monetary policy on state unemployment," MPRA Paper 27596, University Library of Munich, Germany.
  34. 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.
  35. 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.
  36. Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
  37. Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
  38. Korobilis, Dimitris, 2009. "VAR forecasting using Bayesian variable selection," MPRA Paper 21124, University Library of Munich, Germany.
  39. Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.

Articles

  1. Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018. "On The Sources Of Uncertainty In Exchange Rate Predictability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 329-357, February.
  2. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017. "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 209-225.
  3. Korobilis, Dimitris, 2017. "Quantile regression forecasts of inflation under model uncertainty," International Journal of Forecasting, Elsevier, vol. 33(1), pages 11-20.
  4. Korobilis, Dimitris, 2016. "Prior selection for panel vector autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 110-120.
  5. Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
  6. Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016. "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
  7. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
  8. Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
  9. 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, January.
  10. Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
  11. Koop, Gary & Korobilis, Dimitris, 2013. "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
  12. Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  13. 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, April.
  14. Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
  15. 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, August.
  16. 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, May.
  17. 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.
  18. 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.

Chapters

  1. Luc Bauwens & Dimitris Korobilis, 2013. "Bayesian methods," Chapters,in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 16, pages 363-380 Edward Elgar Publishing.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors
  7. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  10. Number of Abstract Views in RePEc Services over the past 12 months
  11. Number of Downloads through RePEc Services over the past 12 months
  12. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  13. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  14. Euclidian citation score
  15. Wu-Index
  16. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 82 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (49) 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 2012-06-25 2012-11-17 2014-01-10 2014-02-21 2014-03-01 2014-03-01 2014-03-15 2014-03-15 2014-09-25 2014-09-29 2014-11-17 2014-12-08 2015-05-09 2015-05-22 2015-08-13 2015-08-13 2015-08-19 2015-12-01 2016-04-09 2016-04-23 2017-05-07 2017-11-26 2017-12-18 2018-02-19 2018-05-14 2018-05-14 2018-05-14. Author is listed
  2. NEP-ETS: Econometric Time Series (36) 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 2014-09-05 2014-09-25 2014-11-07 2015-02-28 2015-05-09 2015-08-13 2015-12-01 2015-12-08 2016-04-09 2016-04-16 2016-04-23 2017-01-01 2017-05-07 2018-01-15 2018-02-19 2018-05-14 2018-05-14 2018-05-14. Author is listed
  3. NEP-MAC: Macroeconomics (27) 2009-07-11 2009-10-10 2011-01-03 2011-02-12 2011-06-11 2011-06-11 2012-06-05 2012-06-05 2014-02-21 2014-03-01 2014-03-15 2014-09-29 2014-11-17 2014-12-08 2015-05-02 2015-08-13 2015-08-19 2016-12-04 2017-01-01 2017-10-08 2017-10-15 2017-10-29 2017-12-18 2018-01-15 2018-03-12 2018-05-14 2018-05-14. Author is listed
  4. NEP-ECM: Econometrics (25) 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 2014-09-05 2015-05-02 2015-05-09 2015-05-22 2015-12-01 2016-04-09 2017-01-01 2017-05-07 2018-05-14 2018-05-14. Author is listed
  5. NEP-ORE: Operations Research (23) 2010-01-30 2010-03-20 2010-12-23 2014-01-10 2014-03-01 2014-03-01 2014-03-15 2014-09-05 2014-09-08 2014-11-07 2015-05-02 2015-05-09 2015-05-22 2015-08-13 2015-08-13 2015-08-19 2016-04-09 2016-04-16 2016-04-23 2017-11-26 2018-02-19 2018-05-14 2018-05-14. Author is listed
  6. NEP-CBA: Central Banking (22) 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 2014-09-29 2015-05-22 2017-10-08 2017-10-15 2018-01-15 2018-05-14. Author is listed
  7. NEP-MON: Monetary Economics (18) 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 2014-09-29 2017-10-08 2017-10-15 2017-10-29 2017-12-18 2018-01-15 2018-03-12 2018-05-14. Author is listed
  8. NEP-IFN: International Finance (4) 2013-03-30 2013-07-28 2013-12-29 2016-12-04
  9. NEP-BAN: Banking (3) 2013-03-30 2013-07-28 2018-01-29
  10. NEP-GEO: Economic Geography (3) 2011-01-03 2011-02-12 2011-02-12
  11. NEP-INT: International Trade (3) 2014-02-21 2014-03-01 2014-03-15
  12. NEP-OPM: Open Economy Macroeconomics (3) 2014-02-21 2014-03-01 2014-09-29
  13. NEP-CMP: Computational Economics (2) 2009-11-14 2017-05-07
  14. NEP-DGE: Dynamic General Equilibrium (2) 2017-10-08 2018-03-12
  15. NEP-FMK: Financial Markets (2) 2015-08-19 2016-12-04
  16. NEP-LAB: Labour Economics (2) 2011-02-12 2011-02-12
  17. NEP-URE: Urban & Real Estate Economics (2) 2011-02-12 2011-02-12
  18. NEP-BIG: Big Data (1) 2018-05-14
  19. NEP-EUR: Microeconomic European Issues (1) 2011-02-12
  20. NEP-FDG: Financial Development & Growth (1) 2009-10-10
  21. NEP-GER: German Papers (1) 2014-09-29
  22. NEP-UPT: Utility Models & Prospect Theory (1) 2014-11-17

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