Dimitris Korobilis

Institution: University of Glasgow

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/dimitriskorobilis/Research

First Publication: 2011

Most Recent: 2025

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	9.42	3.03	0.00	12.45	97%
Last 10 Years	12.78	9.59	0.34	22.70	98%
All Time	14.80	18.16	1.85	34.81	97%

Publication Statistics

Raw Publications 25

Coauthorship-Adjusted Count 29.28

Publications (25)

Year	Article	Journal	Tier	Authors
2025	Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach	Journal of Econometrics	A	2
2025	Probabilistic Quantile Factor Analysis	Journal of Business & Economic Statistics	A	2
2023	Bayesian Dynamic Variable Selection in High Dimensions	International Economic Review	B	2
2022	Energy Markets and Global Economic Conditions	Review of Economics and Statistics	A	3
2022	A new algorithm for structural restrictions in Bayesian vector autoregressions	European Economic Review	B	1
2021	High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms	Journal of Business & Economic Statistics	A	1
2020	Exchange rate predictability and dynamic Bayesian learning	Journal of Applied Econometrics	B	4
2019	Decomposing global yield curve co-movement	Journal of Banking & Finance	B	3
2019	Forecasting with High‐Dimensional Panel VARs	Oxford Bulletin of Economics and Statistics	B	2
2019	Bayesian compressed vector autoregressions	Journal of Econometrics	A	3
2019	Adaptive hierarchical priors for high-dimensional vector autoregressions	Journal of Econometrics	A	2
2018	On the Sources of Uncertainty in Exchange Rate Predictability	International Economic Review	B	3
2017	Quantile regression forecasts of inflation under model uncertainty	International Journal of Forecasting	B	1
2017	Forecasting the term structure of government bond yields in unstable environments	Journal of Empirical Finance	C	3
2016	Exchange rate predictability in a changing world	Journal of International Money and Finance	B	3
2016	Model uncertainty in Panel Vector Autoregressive models	European Economic Review	B	2
2015	The Contribution of Structural Break Models to Forecasting Macroeconomic Series	Journal of Applied Econometrics	B	4
2014	A new index of financial conditions	European Economic Review	B	2
2013	Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-	Oxford Bulletin of Economics and Statistics	B	1
2013	Bayesian forecasting with highly correlated predictors	Economics Letters	C	1
2013	Large time-varying parameter VARs	Journal of Econometrics	A	2
2013	Hierarchical shrinkage priors for dynamic regressions with many predictors	International Journal of Forecasting	B	1
2013	VAR Forecasting Using Bayesian Variable Selection	Journal of Applied Econometrics	B	1
2012	Forecasting Inflation Using Dynamic Model Averaging	International Economic Review	B	2
2011	UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?	Economic Modeling	C	2