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~accessRights:"restricted"
~person:"Korobilis, Dimitris"
~subject:"Bayesian model averaging"
~subject:"Forecast"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
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Bayesian model averaging
Forecast
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VAR-Modell
Bayes-Statistik
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9
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7
Theorie
7
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7
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Decomposition method
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Korobilis, Dimitris
Marcellino, Massimiliano
25
Carriero, Andrea
22
Huber, Florian
17
Koop, Gary
17
Clark, Todd E.
16
Gupta, Rangan
15
Schorfheide, Frank
15
Havránek, Tomáš
12
Poon, Aubrey
11
Chan, Joshua
10
Baumeister, Christiane
9
Hamilton, James D.
9
Canova, Fabio
7
Kapetanios, George
7
Havránková, Zuzana
6
Ravazzolo, Francesco
6
Zhang, Xinyu
6
Österholm, Pär
6
Beckmann, Joscha
5
Crespo Cuaresma, Jesús
5
Giacomini, Raffaella
5
Giannone, Domenico
5
Hou, Chenghan
5
Kang, Kyu Ho
5
Kilian, Lutz
5
Koopman, Siem Jan
5
Matthes, Christian
5
Onorante, Luca
5
Rubaszek, Michał
5
Satopää, Ville A.
5
Soave, Gian Paulo
5
Aastveit, Knut Are
4
Blasques, Francisco
4
Bouri, Elie
4
Casarin, Roberto
4
Cross, Jamie
4
Czudaj, Robert
4
Dijk, Herman K. van
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Feldkircher, Martin
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European economic review : EER
2
Journal of econometrics
2
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of international money and finance
1
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1
A new algorithm for structural restrictions in Bayesian vector autoregressions
Korobilis, Dimitris
- In:
European economic review : EER
148
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013553376
Saved in:
2
High-dimensional macroeconomic forecasting using message passing algorithms
Korobilis, Dimitris
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10012499094
Saved in:
3
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
4
Adaptive hierarchical priors for high-dimensional vector autoregressions
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 241-271
Persistent link: https://www.econbiz.de/10012303926
Saved in:
5
Quantile regression forecasts of inflation under model uncertainty
Korobilis, Dimitris
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 11-20
Persistent link: https://www.econbiz.de/10011754680
Saved in:
6
Forecasting the term structure of government bond yields in unstable environments
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
- In:
Journal of empirical finance
44
(
2017
),
pp. 209-225
Persistent link: https://www.econbiz.de/10011818024
Saved in:
7
Exchange rate predictability in a changing world
Byrne, Joseph P.
;
Korobilis, Dimitris
;
Ribeiro, Pinho J.
- In:
Journal of international money and finance
62
(
2016
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011668284
Saved in:
8
Model uncertainty in Panel Vector Autoregressive models
Koop, Gary
;
Korobilis, Dimitris
- In:
European economic review : EER
81
(
2016
),
pp. 115-131
Persistent link: https://www.econbiz.de/10011742044
Saved in:
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