Korobilis, Dimitris (2008): Forecasting in vector autoregressions with many predictors. Published in: Advances in Econometrics , Vol. 23, (November 2008): pp. 403-431.
Korobilis, Dimitris (2009): Assessing the transmission of monetary policy shocks using dynamic factor models.
Koop, Gary and Korobilis, Dimitris (2009): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.
Korobilis, Dimitris (2009): VAR forecasting using Bayesian variable selection.
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.
Korobilis, Dimitris (2011): Hierarchical shrinkage priors for dynamic regressions with many predictors.
Koop, Gary and Korobilis, Dimitris (2012): Large time-varying parameter VARs.
Koop, Gary and Korobilis, Dimitris (2013): A New Index of Financial Conditions.
Koop, Gary and Korobilis, Dimitris (2014): Model Uncertainty in Panel Vector Autoregressive Models.
Korobilis, Dimitris (2014): Data-based priors for vector autoregressions with drifting coefficients.
Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2014): Exchange Rate Predictability in a Changing World.
Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2014): On the Sources of Uncertainty in Exchange Rate Predictability.
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.
Koop, Gary and Korobilis, Dimitris (2015): Forecasting with High-Dimensional Panel VARs.
Koop, Gary and Korobilis, Dimitris (2018): Variational Bayes inference in high-dimensional time-varying parameter models.
Korobilis, Dimitris (2019): High-dimensional macroeconomic forecasting using message passing algorithms.
Korobilis, Dimitris and Koop, Gary (2020): Bayesian dynamic variable selection in high dimensions.
Korobilis, Dimitris and Pettenuzzo, Davide (2020): Machine Learning Econometrics: Bayesian algorithms and methods.
Korobilis, Dimitris and Shimizu, Kenichi (2021): Bayesian Approaches to Shrinkage and Sparse Estimation.
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