# Items where Author is "Korobilis, D"

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**27**.

## Article

Koop, G and Korobilis, D and Pettenuzzo, D (2019) 'Bayesian Compressed Vector Autoregressions.' Journal of Econometrics, 210 (1). pp. 135-154. 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 (C). pp. 209-225. ISSN 0927-5398

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

Korobilis, D (2016) 'Prior selection for panel vector autoregressions.' Computational Statistics and Data Analysis, 101 (C). pp. 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. pp. 1-24. ISSN 0261-5606

Koop, G and Korobilis, D (2016) 'Model uncertainty in panel vector autoregressive models.' European Economic Review, 81. pp. 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). pp. 596-620. ISSN 0883-7252

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

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

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. ISSN 0305-9049

Korobilis, D (2013) 'Bayesian forecasting with highly correlated predictors.' Economics Letters, 18 (1). pp. 148-150. ISSN 0165-1765

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

Koop, G and Korobilis, D (2013) 'Large Time-Varying Parameter VARs.' Journal of Econometrics, 177 (2). pp. 185-198. ISSN 0304-4076

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

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. 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). pp. 2307-2318. ISSN 0264-9993

Korobilis, D (2011) 'VAR forecasting using Bayesian variable selection.' Journal of Applied Econometrics, 28 (2). pp. 204-230. ISSN 0883-7252

Koop, G and Korobilis, D (2010) 'Bayesian multivariate time series methods for empirical macroeconomics.' Foundations and Trends in Econometrics, 3 (4). pp. 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)

Gambetti, L and Korobilis, D and Tsoukalas, J and Zanetti, F (2017) The Effect of News Shocks and Monetary Policy. 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.