Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Number of items: 19.

January 2008

Korobilis, Dimitris (2008): Forecasting in vector autoregressions with many predictors. Published in: Advances in Econometrics , Vol. 23, (November 2008): pp. 403-431.

May 2009

Korobilis, Dimitris (2009): Assessing the transmission of monetary policy shocks using dynamic factor models.

27 September 2009

Koop, Gary and Korobilis, Dimitris (2009): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.

December 2009

Korobilis, Dimitris (2009): VAR forecasting using Bayesian variable selection.

December 2010

Korobilis, Dimitris and Gilmartin, Michelle (2010): On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK.

Korobilis, Dimitris and Gilmartin, Michelle (2010): The dynamic effects of U.S. monetary policy on state unemployment.

17 April 2011

Korobilis, Dimitris (2011): Hierarchical shrinkage priors for dynamic regressions with many predictors.

28 February 2012

Koop, Gary and Korobilis, Dimitris (2012): Large time-varying parameter VARs.

13 March 2013

Koop, Gary and Korobilis, Dimitris (2013): A New Index of Financial Conditions.

2014

Koop, Gary and Korobilis, Dimitris (2014): Model Uncertainty in Panel Vector Autoregressive Models.

January 2014

Korobilis, Dimitris (2014): Data-based priors for vector autoregressions with drifting coefficients.

14 February 2014

Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2014): Exchange Rate Predictability in a Changing World.

26 September 2014

Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2014): On the Sources of Uncertainty in Exchange Rate Predictability.

April 2015

Korobilis, Dimitris (2015): Prior selection for panel vector autoregressions.

Korobilis, Dimitris (2015): Quantile forecasts of inflation under model uncertainty.

Byrne, Joseph and Cao, Shuo and Korobilis, Dimitris (2015): Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.

December 2015

Koop, Gary and Korobilis, Dimitris (2015): Forecasting with High-Dimensional Panel VARs.

15 July 2018

Koop, Gary and Korobilis, Dimitris (2018): Variational Bayes inference in high-dimensional time-varying parameter models.

15 September 2019

Korobilis, Dimitris (2019): High-dimensional macroeconomic forecasting using message passing algorithms.

This list was generated on Fri Oct 18 20:37:37 2019 CEST.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.