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Items where Author is "Korobilis, D"

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Number of items: 26.

Article

Koop, G and Korobilis, D and Pettenuzzo, D (2018) 'Bayesian Compressed Vector Autoregressions.' Journal of Econometrics. ISSN 0304-4076

Byrne, JP and Cao, S and Korobilis, D (2017) 'Forecasting the term structure of government bond yields in unstable environments.' Journal of Empirical Finance, 44. 209 - 225. ISSN 0927-5398

Korobilis, D (2017) 'Quantile regression forecasts of inflation under model uncertainty.' International Journal of Forecasting, 33 (1). 11 - 20. ISSN 0169-2070

Korobilis, D (2016) 'Prior selection for panel vector autoregressions.' Computational Statistics and Data Analysis, 101. 110 - 120. ISSN 0167-9473

Byrne, J and Korobilis, D and Ribeiro, PJ (2016) 'Exchange rate predictability in a changing world.' Journal of International Money and Finance, 62. 1 - 24. ISSN 0261-5606

Koop, G and Korobilis, D (2016) 'Model uncertainty in Panel Vector Autoregressive models.' European Economic Review, 81. 115 - 131. ISSN 0014-2921

Bauwens, L and Koop, G and Korobilis, D and Rombouts, JVK (2015) 'The Contribution of Structural Break Models to Forecasting Macroeconomic Series.' Journal of Applied Econometrics, 30 (4). 596 - 620. ISSN 0883-7252

Belmonte, MAG and Koop, G and Korobilis, D (2014) 'Hierarchical shrinkage in time-varying parameter models.' Journal of Forecasting, 33 (1). 80 - 94. ISSN 0277-6693

Koop, G and Korobilis, D (2014) 'A new index of financial conditions.' European Economic Review, 71. 101 - 116. ISSN 0014-2921

Korobilis, D (2013) 'Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models.' Oxford Bulletin of Economics and Statistics, 75 (2). 157 - 179. ISSN 0305-9049

Korobilis, D (2013) 'VAR FORECASTING USING BAYESIAN VARIABLE SELECTION.' Journal of Applied Econometrics, 28 (2). 204 - 230. ISSN 0883-7252

Korobilis, D (2013) 'Bayesian forecasting with highly correlated predictors.' Economics Letters, 118 (1). 148 - 150. ISSN 0165-1765

Korobilis, D (2013) 'Hierarchical shrinkage priors for dynamic regressions with many predictors.' International Journal of Forecasting, 29 (1). 43 - 59. ISSN 0169-2070

Koop, G and Korobilis, D (2013) 'Large time-varying parameter VARs.' Journal of Econometrics, 177 (2). 185 - 198. ISSN 0304-4076

Koop, G and Korobilis, D (2012) 'Forecasting inflation using dynamic model averaging.' International Economic Review, 53 (3). 867 - 886. ISSN 0020-6598

Gilmartin, M and Korobilis, D (2012) 'On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK.' Scottish Journal of Political Economy, 59 (2). 179 - 195. ISSN 0036-9292

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). 2307 - 2318. ISSN 0264-9993

Koop, G and Korobilis, D (2009) 'Bayesian multivariate time series methods for empirical macroeconomics.' Foundations and Trends in Econometrics, 3 (4). 267 - 358. ISSN 1551-3076

Book Section

Korobilis, D (2008) 'Forecasting in vector autoregressions with many predictors.' In: UNSPECIFIED, (ed.) UNSPECIFIED UNSPECIFIED, 403 - 431. ISBN 9781848553088

Monograph

Koop, G and Korobilis, D (2018) Forecasting with High-Dimensional Panel VARs. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Korobilis, D and Yilmaz, K (2018) Measuring Dynamic Connectedness with Large Bayesian VAR Models. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Beckmann, J and Koop, G and Korobilis, D and Schüssler, R (2017) Exchange rate predictability and dynamic Bayesian learning. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Korobilis, D (2017) Forecasting with many predictors using message passing algorithms. Working Paper. Essex Finance Centre Working Papers, Colchester.

Korobilis, D and Pettenuzzo, D (2016) Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions. Working Paper. Essex Finance Centre Working Papers, Colchester.

Byrne, JP and Cao, S and Korobilis, D (2016) Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. Working Paper. Essex Finance Centre Working Papers.

Byrne, JP and Cao, S and Korobilis, D (2016) Decomposing Global Yield Curve Co-Movement. Working Paper. Essex Finance Centre Working Papers, Colchester.

This list was generated on Fri Nov 15 15:36:20 2019 GMT.