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Items where Author is "Korobilis, Dimitris"

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Number of items: 5.

Article

Korobilis, Dimitris and Pettenuzzo, Davide (2019) 'Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions.' Journal of Econometrics. ISSN 0304-4076

Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2018) 'On the sources of uncertainty in exchange rate predictability.' International Economic Review, 59 (1). 329 - 357. ISSN 0020-6598

Monograph

Korobilis, Dimitris (2018) Machine Learning Macroeconometrics A Primer. Working Paper. Essex Finance Centre Working Papers, Colchester.

Korobilis, Dimitris and Koop, Gary (2018) Variational Bayes inference in high-dimensional time-varying parameter models. Working Paper. Essex Finance Centre Working Papers, Colchester.

Gambetti, Luca and Korobilis, Dimitris and Tsoukalas, John D and Zanetti, Francesco The Effect of News Shocks and Monetary Policy. UNSPECIFIED. UNSPECIFIED.

This list was generated on Mon Nov 18 18:35:23 2019 GMT.