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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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Decomposing global yield curve co-movement
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - In: Journal of banking & finance 106 (2019), pp. 500-513
Persistent link: https://www.econbiz.de/10012224340
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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
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Exchange rate predictability in a changing world
Byrne, Joseph P.; Korobilis, Dimitris; Ribeiro, Pinho J. - 2014
Persistent link: https://www.econbiz.de/10010346571
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On the sources of uncertainty in exchange rate predictability
Byrne, Joseph P.; Korobilis, Dimitris; Ribeiro, Pinho J. - 2014
Persistent link: https://www.econbiz.de/10010430006
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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
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The macroeconomic impact of global and country-specific climate risk
Byrne, Joseph P.; Vitenu-Sackey, Prince Asare - In: Environmental and resource economics 87 (2024) 3, pp. 655-682
Persistent link: https://www.econbiz.de/10014500378
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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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Hierarchical shrinkage priors for dynamic regressions with many predictors
Korobilis, Dimitris - In: International journal of forecasting 29 (2013) 1, pp. 43-59
Persistent link: https://www.econbiz.de/10009706178
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Bayesian forecasting with highly correlated predictors
Korobilis, Dimitris - In: Economics letters 118 (2013) 1, pp. 148-150
Persistent link: https://www.econbiz.de/10009706846