Dimitris Korobilis

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Probabilistic Quantile Factor Analysis Journal of Business and Economic Statistics	2025-08-25	Paper
Monitoring multi-country macroeconomic risk: a quantile factor-augmented vector autoregressive (QFAVAR) approach Journal of Econometrics	2025-06-19	Paper
High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms Journal of Business and Economic Statistics	2024-10-11	Paper
Discussion of: ``Multivariate dynamic modeling for Bayesian forecasting of business revenue'' Applied Stochastic Models in Business and Industry	2024-07-30	Paper
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS International Economic Review	2023-11-16	Paper
Bayesian Approaches to Shrinkage and Sparse Estimation Foundations and Trends® in Econometrics	2022-09-01	Paper
Adaptive hierarchical priors for high-dimensional vector autoregressions Journal of Econometrics	2019-09-02	Paper
Bayesian compressed vector autoregressions Journal of Econometrics	2019-04-30	Paper
Forecasting inflation using dynamic model averaging International Economic Review	2019-02-07	Paper
Hierarchical shrinkage in time-varying parameter models Journal of Forecasting	2018-10-12	Paper
Prior selection for panel vector autoregressions Computational Statistics and Data Analysis	2018-08-15	Paper
On the sources of uncertainty in exchange rate predictability International Economic Review	2018-04-10	Paper
Large time-varying parameter VARs Journal of Econometrics	2014-06-06	Paper
Bayesian forecasting with highly correlated predictors Economics Letters	2014-04-08	Paper
Bayesian multivariate time series methods for empirical macroeconomics Foundations and Trends® in Econometrics	2010-08-18	Paper
Forecasting in vector autoregressions with many predictors Bayesian Econometrics	2010-06-30	Paper
Bayesian multivariate time series methods for empirical macroeconomics Foundations and Trends® in Econometrics	2009-01-01	Paper

Research outcomes over time

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