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Dimitris Korobilis

Global rank #2639 97%

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

RePEc ID: pko254 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 4.69 3.02 0.00 12.40
Last 10 Years 0.00 6.37 9.55 0.00 22.29
All Time 0.00 7.37 18.10 0.00 34.35

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 28.61

Publications (24)

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
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