Items where Author is "Korobilis, Dimitris"
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Article
Korobilis, Dimitris and Pettenuzzo, Davide (2019) Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions. Journal of Econometrics, 212 (1). pp. 241-271. DOI https://doi.org/10.1016/j.jeconom.2019.04.029
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). pp. 329-357. DOI https://doi.org/10.1111/iere.12271
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.