Dimitris Korobilis
Economics and Econometrics · 2010–2020
A researcher in the Science corpus: 9 papers; trusts 80 researchers and is trusted by 34 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 152 citations into it; #1,820 of 23,481 by trust here, #4,336 by citations
- Finance — 68 citations into it; #1,897 of 10,518 by trust here, #4,371 by citations
- Statistics and Probability — 34 citations into it
- Management Science and Operations Research — 27 citations into it
- Artificial Intelligence — 16 citations into it
- Renewable Energy, Sustainability and the Environment — 8 citations into it
- Control and Systems Engineering — 5 citations into it
Whom Dimitris Korobilis trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Giorgio E. Primiceri
- Hui Zou
- Gary Koop
- James H. Stock
- A. Inoue
- Robert Tibshirani
- Domenico Giannone
- Lutz Kilian
- Trevor Park
- Timothy Cogley
Who trusts Dimitris Korobilis overall
- Nikolaos Antonakakis
- Gregor Kastner
- David Gabauer
- Gary Koop
- Graham Elliott
- Sune Karlsson
- Ioannis Chatziantoniou
- K. Petrova
- Antonio Gargano
- Wensheng Kang
Papers from Dimitris Korobilis's perspective
Ordered by how strongly the researchers Dimitris Korobilis trusts endorse each paper. Same corpus, a different order for every researcher.
- Macroeconomic Forecasting Using Diffusion Indexes
- Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
- Addendum: Regularization and variable selection via the elastic net
- Monetary Policy in a Data-Rich Environment
- Large Bayesian vector auto regressions
- The Adaptive Lasso and Its Oracle Properties
- Regression Shrinkage and Selection via the Lasso
- Forecasting with Medium and Large Bayesian VARs
- Time Varying Structural Vector Autoregressions and Monetary Policy
- Estimating the Dimension of a Model
Their papers
- Hierarchical shrinkage priors for dynamic regressions with many predictors (2011) — 93 citations
- Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2010) — 779 citations
- A new index of financial conditions (2014) — 632 citations
- Large time-varying parameter VARs (2013) — 494 citations
- Measuring Dynamic Connectedness with Large Bayesian VAR Models (2018) — 115 citations
- Energy Markets and Global Economic Conditions (2020) — 207 citations
- On the sources of uncertainty in exchange rate predictability (2018) — 63 citations
- Exchange rate predictability in a changing world (2014) — 78 citations
- Assessing the Transmission of Monetary Policy Using Time‐varying Parameter Dynamic Factor Models* (2013) — 152 citations