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Bayesian compressed vector autoregressions
Pettenuzzo, Davide; Koop, Gary; Korobilis, Dimitris - 2016
Persistent link: https://www.econbiz.de/10011448989
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Bayesian compressed vector autoregressions
Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide - 2016
Persistent link: https://www.econbiz.de/10011450083
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A new index of financial conditions
Koop, Gary; Korobilis, Dimitris - In: European economic review : EER 71 (2014), pp. 101-116
Persistent link: https://www.econbiz.de/10010512275
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Prior selection for panel vector autoregressions
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517180
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Quantile forecasts of inflation under model uncertainty
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517181
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Term structure dynamics, macro-finance factors and model uncertainty
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517185
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Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.; Koop, Gary; Korobilis, Dimitris - In: Journal of forecasting 33 (2014) 1, pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
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Machine learning econometrics : Bayesian algorithms and methods
Korobilis, Dimitris; Pettenuzzo, Davide - 2020
Persistent link: https://www.econbiz.de/10012243263
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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
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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