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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
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Bayesian forecasting with highly correlated predictors
Korobilis, Dimitris - 2012
Persistent link: https://www.econbiz.de/10009722699
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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
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Assessing the transmission of monetary policy using time-varying parameter dynamic factor models
Korobilis, Dimitris - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10009754629
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Data-based priors for vector autoregressions with drifting coefficients
Korobilis, Dimitris - 2014
Persistent link: https://www.econbiz.de/10010346569
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Hierarchical shrinkage priors for dynamic regressions with many predictors
Korobilis, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009161606
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VAR forecasting using Bayesian variable selection
Korobilis, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009161612
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VAR forecasting using Bayesian variable selection
Korobilis, Dimitris - In: Journal of applied econometrics 28 (2013) 2, pp. 204-230
Persistent link: https://www.econbiz.de/10009733338
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Prior selection for panel vector autoregressions
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517180