Dimitris Korobilis

Available identifiers

Publication	Date of Publication	Type
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms	2024-10-11	Paper
Discussion of: ``Multivariate dynamic modeling for Bayesian forecasting of business revenue	2024-07-30	Paper
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS	2023-11-16	Paper
Bayesian Approaches to Shrinkage and Sparse Estimation	2022-09-01	Paper
Adaptive hierarchical priors for high-dimensional vector autoregressions	2019-09-02	Paper
Bayesian compressed vector autoregressions	2019-04-30	Paper
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*	2019-02-07	Paper
Hierarchical Shrinkage in Time‐Varying Parameter Models	2018-10-12	Paper
Prior selection for panel vector autoregressions	2018-08-15	Paper
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY	2018-04-10	Paper
Large time-varying parameter VARs	2014-06-06	Paper
Bayesian forecasting with highly correlated predictors	2014-04-08	Paper
Bayesian multivariate time series methods for empirical macroeconomics	2010-08-18	Paper
Forecasting in vector autoregressions with many predictors	2010-06-30	Paper
Bayesian multivariate time series methods for empirical macroeconomics	2009-01-01	Paper

This page was built for person: Dimitris Korobilis