Bayesian multivariate time series methods for empirical macroeconomics G Koop, D Korobilis Foundations and Trends in Econometrics 3 (4), 267-358, 2010 | 977 | 2010 |
A new index of financial conditions G Koop, D Korobilis European Economic Review 71, 101-116, 2014 | 582 | 2014 |
Forecasting inflation using dynamic model averaging G Koop, D Korobilis International Economic Review 53 (3), 867-886, 2012 | 519 | 2012 |
Large time-varying parameter vector autoregressions G Koop, D Korobilis Journal of Econometrics 177 (2), 185-198, 2013 | 487 | 2013 |
Assessing the Transmission of Monetary Policy Using Time‐varying Parameter Dynamic Factor Models D Korobilis Oxford Bulletin of Economics and Statistics 75, 157-179, 2013 | 236* | 2013 |
VAR forecasting using Bayesian variable selection D Korobilis Journal of Applied Econometrics 28, 204-230, 2013 | 214 | 2013 |
Energy markets and global economic conditions C Baumeister, D Korobilis, TK Lee Review of Economics and Statistics 104 (4), 828-844, 2022 | 198 | 2022 |
Hierarchical shrinkage in time‐varying parameter models MAG Belmonte, G Koop, D Korobilis Journal of Forecasting 33 (1), 80-94, 2014 | 165 | 2014 |
Model uncertainty in panel vector autoregressive models G Koop, D Korobilis European Economic Review 81, 115-131, 2016 | 129 | 2016 |
Measuring dynamic connectedness with large Bayesian VAR models D Korobilis, K Yilmaz Available at SSRN 3099725, 2018 | 126 | 2018 |
Bayesian methods L Bauwens, D Korobilis Handbook of Research Methods and Applications in Empirical Macroeconomics, 363, 2013 | 126* | 2013 |
Bayesian compressed vector autoregressions G Koop, D Korobilis, D Pettenuzzo Journal of Econometrics 210 (1), 135-154, 2019 | 121 | 2019 |
The contribution of structural break models to forecasting macroeconomic series L Bauwens, G Koop, D Korobilis, JVK Rombouts Journal of Applied Econometrics 30 (4), 596–620, 2015 | 94* | 2015 |
Hierarchical shrinkage priors for dynamic regressions with many predictors D Korobilis International Journal of Forecasting 29 (1), 43-59, 2013 | 91 | 2013 |
Exchange rate predictability in a changing world JP Byrne, D Korobilis, PJ Ribeiro Journal of International Money and Finance 62, 1-24, 2016 | 85 | 2016 |
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? G Koop, D Korobilis Economic Modelling 28 (5), 2307-2318, 2011 | 83 | 2011 |
Bayesian dynamic variable selection in high dimensions G Koop, D Korobilis International Economic Review 64 (3), 1047-1074, 2023 | 82* | 2023 |
Quantile regression forecasts of inflation under model uncertainty D Korobilis International Journal of Forecasting 33 (1), 11-20, 2017 | 81 | 2017 |
On the sources of uncertainty in exchange rate predictability JP Byrne, D Korobilis, PJ Ribeiro International Economic Review 59 (1), 329-357, 2018 | 73 | 2018 |
Prior selection for panel vector autoregressions D Korobilis Computational Statistics & Data Analysis 101, 110-120, 2016 | 59 | 2016 |