← All authors Dimitris Korobilis University of Glasgow (from arXiv:2604.12927, 2026) · ORCID · OpenAlex
39 papers in scope · 32 published · 8 on the econ.EM arXiv · 3,311 citations · h-index 21 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Maximilian Schröder John D. Tsoukalas Luca Gambetti Francesco Zanetti Gary Koop Florian Huber Eric Eisenstat Lukas Berend Kenichi Shimizu John C. Mitchell Nicolás Hardy Stuart McIntyre Niko Hauzenberger Jesús Gonzalo Joshua C. C. Chan Liang Chen Matteo Iacopini Luca Rossini Barbara Guardabascio Rubén Loaiza-Maya Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (11 of 39)
working paper 2026 · arXiv
working paper 2025 · arXiv
Bayesian nonparametric inference in bank business models with transient and persistent cost inefficiency
published 2025 · Journal of Econometrics · first circulated 2024
with Emmanuel Mamatzakis, Vasileios Pappas
working paper 2025 · arXiv · 1 citations
published 2024 · Journal of Business and Economic Statistics · 5 citations · first circulated 2022
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach
published 2024 · Journal of Econometrics · 10 citations
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk
published 2024 · Studies in Nonlinear Dynamics and Econometrics
working paper 2023 · arXiv · 3 citations
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”
published 2023 · Applied Stochastic Models in Business and Industry
working paper 2023 · arXiv · 5 citations
published 2022 · International Economic Review · 41 citations · first circulated 2018
published 2022 · European Economic Review · 29 citations
published 2022 · Foundations and Trends® in Econometrics · 12 citations · first circulated 2021
working paper 2021 · arXiv · 13 citations · first circulated 2018
Energy Markets and Global Economic Conditions
published 2020 · The Review of Economics and Statistics · 228 citations
with Christiane Baumeister, Thomas K. Lee
working paper 2020 · arXiv · 3 citations
Exchange rate predictability and dynamic Bayesian learning
published 2020 · Journal of Applied Econometrics · 39 citations · first circulated 2018
Decomposing global yield curve co-movement
published 2019 · Journal of Banking & Finance · 20 citations · first circulated 2016
Adaptive hierarchical priors for high-dimensional vector autoregressions
published 2019 · Journal of Econometrics · 43 citations · first circulated 2017
Forecasting with High‐Dimensional Panel VARs
published 2019 · Oxford Bulletin of Economics and Statistics · 38 citations · first circulated 2015
Bayesian compressed vector autoregressions
published 2018 · Journal of Econometrics · 80 citations · first circulated 2016
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY
published 2017 · International Economic Review · 67 citations · first circulated 2014
Forecasting the term structure of government bond yields in unstable environments
published 2017 · Journal of Empirical Finance · 16 citations
Quantile regression forecasts of inflation under model uncertainty
published 2016 · International Journal of Forecasting · 87 citations · first circulated 2015
Prior selection for panel vector autoregressions
published 2016 · Computational Statistics & Data Analysis · 38 citations · first circulated 2015
Exchange rate predictability in a changing world
published 2015 · Journal of International Money and Finance · 7 citations · first circulated 2014
Model uncertainty in Panel Vector Autoregressive models
published 2015 · European Economic Review · 101 citations · first circulated 2014
A new index of financial conditions
published 2014 · European Economic Review · 663 citations · first circulated 2013
The Contribution of Structural Break Models to Forecasting Macroeconomic Series
published 2014 · Journal of Applied Econometrics · 74 citations · first circulated 2011
Hierarchical Shrinkage in Time‐Varying Parameter Models
published 2013 · Journal of Forecasting · 135 citations · first circulated 2011
Large time-varying parameter VARs
published 2013 · Journal of Econometrics · 499 citations · first circulated 2012
Bayesian forecasting with highly correlated predictors
published 2012 · Economics Letters · 21 citations
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*
published 2012 · International Economic Review · 404 citations · first circulated 2009
Hierarchical shrinkage priors for dynamic regressions with many predictors
published 2012 · International Journal of Forecasting · 63 citations · first circulated 2011
On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK
published 2012 · Scottish Journal of Political Economy · 8 citations · first circulated 2010
with Michelle Gilmartin
Assessing the Transmission of Monetary Policy Using Time‐varying Parameter Dynamic Factor Models *
published 2012 · Oxford Bulletin of Economics and Statistics · 121 citations · first circulated 2009
VAR FORECASTING USING BAYESIAN VARIABLE SELECTION
published 2011 · Journal of Applied Econometrics · 169 citations · first circulated 2009
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?
published 2011 · Economic Modelling · 61 citations · first circulated 2009
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
published 2010 · Foundations and Trends® in Econometrics · 207 citations · first circulated 2009
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