Details about Dimitris Korobilis

Access statistics for papers by Dimitris Korobilis.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pko254

Working Papers

2025

1. Agreed and Disagreed Uncertainty
   Working Papers, Business School - Economics, University of Glasgow
   Also in BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2023) View citations (1)
   Discussion Papers, Centre for Macroeconomics (CFM) (2023) View citations (1)
   Papers, arXiv.org (2023) View citations (1)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023)
   Working Paper series, Rimini Centre for Economic Analysis (2023) View citations (1)
   CESifo Working Paper Series, CESifo (2023) View citations (1)
   Economics Series Working Papers, University of Oxford, Department of Economics (2023) View citations (1)
   Working Papers, Business School - Economics, University of Glasgow (2023)
2. Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency
   Working Papers, Business School - Economics, University of Glasgow
   Also in Working Paper series, Rimini Centre for Economic Analysis (2025)

2024

3. Probabilistic Quantile Factor Analysis
   Papers, arXiv.org View citations (11)
   Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2023) View citations (1)

2023

4. Monitoring multicountry macroeconomic risk
   Working Papers, Business School - Economics, University of Glasgow
   Also in Working Paper, Norges Bank (2023) View citations (1)
   Working Paper series, Rimini Centre for Economic Analysis (2023) View citations (1)
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2023)
   Papers, arXiv.org (2023) View citations (1)
5. Where do they care? The ECB in the media and inflation expectations
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School

2022

6. A new algorithm for structural restrictions in Bayesian vector autoregressions
   Papers, arXiv.org View citations (20)
   See also Journal Article A new algorithm for structural restrictions in Bayesian vector autoregressions, European Economic Review, Elsevier (2022) View citations (11) (2022)
7. Bayesian Approaches to Shrinkage and Sparse Estimation
   Working Paper series, Rimini Centre for Economic Analysis View citations (11)
   Also in Working Papers, Business School - Economics, University of Glasgow (2021) View citations (2)
   MPRA Paper, University Library of Munich, Germany (2021) View citations (2)
   Papers, arXiv.org (2021) View citations (2)
   See also Journal Article Bayesian Approaches to Shrinkage and Sparse Estimation, Foundations and Trends(R) in Econometrics, now publishers (2022) View citations (11) (2022)

2021

8. The time-varying evolution of inflation risks
   Working Paper Series, European Central Bank View citations (17)

2020

9. Bayesian dynamic variable selection in high dimensions
   MPRA Paper, University Library of Munich, Germany View citations (14)
   Also in Working Papers, Business School - Economics, University of Glasgow (2020) View citations (13)
   Papers, arXiv.org (2020) View citations (14)
   See also Journal Article BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2023) View citations (5) (2023)
10. Energy Markets and Global Economic Conditions
    Working Papers, Business School - Economics, University of Glasgow View citations (74)
    Also in CESifo Working Paper Series, CESifo (2020) View citations (84)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (85)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (85)
    See also Journal Article Energy Markets and Global Economic Conditions, The Review of Economics and Statistics, MIT Press (2022) View citations (58) (2022)
11. High-dimensional macroeconomic forecasting using message passing algorithms
    Papers, arXiv.org View citations (4)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2019) View citations (15)
    MPRA Paper, University Library of Munich, Germany (2019) View citations (14)
    Working Papers, Business School - Economics, University of Glasgow (2019) View citations (14)
    See also Journal Article High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms, Journal of Business & Economic Statistics, Taylor & Francis Journals (2021) View citations (8) (2021)
12. Machine Learning Econometrics: Bayesian algorithms and methods
    Working Papers, Brandeis University, Department of Economics and International Business School View citations (2)
    Also in Working Papers, Business School - Economics, University of Glasgow (2020) View citations (2)
    MPRA Paper, University Library of Munich, Germany (2020) View citations (2)
    Papers, arXiv.org (2020) View citations (2)
13. Sign restrictions in high-dimensional vector autoregressions
    Working Papers, Business School - Economics, University of Glasgow View citations (4)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2020) View citations (4)

2019

14. The Effect of News Shocks and Monetary Policy
    Discussion Papers, Department of Economics, University of Birmingham View citations (8)
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2017) View citations (9)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017) View citations (8)
    Working Papers, Business School - Economics, University of Glasgow (2017) View citations (8)
    BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2017) View citations (7)
    Economics Series Working Papers, University of Oxford, Department of Economics (2017) View citations (8)
    Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (1)
    Essex Finance Centre Working Papers, University of Essex, Essex Business School (2017) View citations (8)
    CESifo Working Paper Series, CESifo (2019) View citations (6)
    See also Chapter The Effect of News Shocks and Monetary Policy, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)

2018

15. Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    Also in Working Papers, Brandeis University, Department of Economics and International Business School (2017) View citations (3)
    See also Journal Article Adaptive hierarchical priors for high-dimensional vector autoregressions, Journal of Econometrics, Elsevier (2019) View citations (29) (2019)
16. Exchange rate predictability and dynamic Bayesian learning
    VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association View citations (3)
    Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2017) View citations (2)
    See also Journal Article Exchange rate predictability and dynamic Bayesian learning, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) View citations (19) (2020)
17. Forecasting with High-Dimensional Panel VARs
    Essex Finance Centre Working Papers, University of Essex, Essex Business School View citations (5)
    Also in Working Papers, Business School - Economics, University of Glasgow (2015) View citations (17)
    MPRA Paper, University Library of Munich, Germany (2018) View citations (5)
    Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (6)
    See also Journal Article Forecasting with High‐Dimensional Panel VARs, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2019) View citations (10) (2019)
18. Machine Learning Macroeconometrics A Primer
    Essex Finance Centre Working Papers, University of Essex, Essex Business School View citations (2)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (2)
19. Measuring Dynamic Connectedness with Large Bayesian VAR Models
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (76)
    Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2018) View citations (54)
20. Variational Bayes inference in high-dimensional time-varying parameter models
    Working Paper series, Rimini Centre for Economic Analysis View citations (18)
    Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2018) View citations (19)
    MPRA Paper, University Library of Munich, Germany (2018) View citations (22)

2017

21. Bayesian Compressed Vector Autoregressions
    Working Paper series, Rimini Centre for Economic Analysis View citations (4)
    Also in Working Papers, Business School - Economics, University of Glasgow (2016) View citations (16)
    Working Papers, Brandeis University, Department of Economics and International Business School (2016) View citations (23)
    Working Papers, Brandeis University, Department of Economics and International Business School (2016) View citations (20)
    See also Journal Article Bayesian compressed vector autoregressions, Journal of Econometrics, Elsevier (2019) View citations (35) (2019)
22. Forecasting with many predictors using message passing algorithms
    Essex Finance Centre Working Papers, University of Essex, Essex Business School View citations (6)

2016

23. Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions
    Essex Finance Centre Working Papers, University of Essex, Essex Business School View citations (7)
24. Decomposing Global Yield Curve Co-Movement
    Essex Finance Centre Working Papers, University of Essex, Essex Business School
    See also Journal Article Decomposing global yield curve co-movement, Journal of Banking & Finance, Elsevier (2019) View citations (11) (2019)
25. Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
    Essex Finance Centre Working Papers, University of Essex, Essex Business School View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (1)
    Working Papers, Business School - Economics, University of Glasgow (2015) View citations (1)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2015) View citations (1)

2015

26. Co-Movement, Spillovers and Excess Returns in Global Bond Markets
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
    Also in Working Papers, Business School - Economics, University of Glasgow (2015)
27. Model Uncertainty in Panel Vector Autoregressive Models
    Working Paper series, Rimini Centre for Economic Analysis View citations (6)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2014) View citations (9)
    MPRA Paper, University Library of Munich, Germany (2014) View citations (2)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014) View citations (2)
    Working Papers, Business School - Economics, University of Glasgow (2014) View citations (2)
    Working Paper series, Rimini Centre for Economic Analysis (2014) View citations (7)
    See also Journal Article Model uncertainty in Panel Vector Autoregressive models, European Economic Review, Elsevier (2016) View citations (60) (2016)
28. Prior selection for panel vector autoregressions
    Working Papers, Business School - Economics, University of Glasgow View citations (2)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2015) View citations (2)
    MPRA Paper, University Library of Munich, Germany (2015) View citations (5)
    See also Journal Article Prior selection for panel vector autoregressions, Computational Statistics & Data Analysis, Elsevier (2016) View citations (28) (2016)
29. Quantile forecasts of inflation under model uncertainty
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (2)
    Also in Working Papers, Business School - Economics, University of Glasgow (2015) View citations (2)
    MPRA Paper, University Library of Munich, Germany (2015) View citations (2)
30. The Contribution of Structural Break Models to Forecating Macroeconomic Series
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (25)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (4)
    See also Journal Article The Contribution of Structural Break Models to Forecasting Macroeconomic Series, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (52) (2015)

2014

31. Data-based priors for vector autoregressions with drifting coefficients
    Working Papers, Business School - Economics, University of Glasgow View citations (13)
    Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (13)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014) View citations (14)
32. Exchange Rate Predictability in a Changing World
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (8)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014) View citations (2)
    Papers, arXiv.org (2014) View citations (2)
    Working Papers, Business School - Economics, University of Glasgow (2014) View citations (7)
    See also Journal Article Exchange rate predictability in a changing world, Journal of International Money and Finance, Elsevier (2016) View citations (46) (2016)
33. On the Sources of Uncertainty in Exchange Rate Predictability
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (7)
    Working Papers, Business School - Economics, University of Glasgow (2014) View citations (2)
    See also Journal Article ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2018) View citations (43) (2018)

2013

34. A New Index of Financial Conditions
    MPRA Paper, University Library of Munich, Germany View citations (16)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013) View citations (24)
    Working Papers, Business School - Economics, University of Glasgow View citations (13)
    Working Papers, University of Strathclyde Business School, Department of Economics (2013) View citations (13)
    See also Journal Article A new index of financial conditions, European Economic Review, Elsevier (2014) View citations (316) (2014)
35. Forecasting with Factor Models: A Bayesian Model Averaging Perspective
    MPRA Paper, University Library of Munich, Germany

2012

36. Bayesian Forecasting with Highly Correlated Predictors
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2012) View citations (1)
    Working Papers, Business School - Economics, University of Glasgow (2012) View citations (1)
    See also Journal Article Bayesian forecasting with highly correlated predictors, Economics Letters, Elsevier (2013) View citations (25) (2013)
37. Large Time-Varying Parameter VARs
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (18)
    Also in Working Papers, Business School - Economics, University of Glasgow (2012) View citations (22)
    MPRA Paper, University Library of Munich, Germany (2012) View citations (50)
    Working Paper series, Rimini Centre for Economic Analysis (2012) View citations (18)
    See also Journal Article Large time-varying parameter VARs, Journal of Econometrics, Elsevier (2013) View citations (316) (2013)

2011

38. A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (12)
    Also in CIRANO Working Papers, CIRANO (2011) View citations (11)
    Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (11)
    Cahiers de recherche, CIRPEE (2011) View citations (13)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011) View citations (11)
    See also Journal Article The Contribution of Structural Break Models to Forecasting Macroeconomic Series, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (52) (2015)
39. Bayesian methods
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
    See also Chapter Bayesian methods, Chapters, Edward Elgar Publishing (2013) (2013)
40. Forecasting Inflation Using Dynamic Model Averaging
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (5)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2009) View citations (61)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (10)
    Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (6)
    See also Journal Article FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2012) View citations (257) (2012)
41. Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
    Working Paper series, Rimini Centre for Economic Analysis View citations (10)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011) View citations (5)
    MPRA Paper, University Library of Munich, Germany (2011) View citations (4)
    See also Journal Article Hierarchical shrinkage priors for dynamic regressions with many predictors, International Journal of Forecasting, Elsevier (2013) View citations (54) (2013)
42. Hierarchical Shrinkage in Time-Varying Parameter Models
    Working Paper series, Rimini Centre for Economic Analysis View citations (32)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (12)
    MPRA Paper, University Library of Munich, Germany (2011) View citations (12)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011) View citations (12)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) View citations (12)
    See also Journal Article Hierarchical Shrinkage in Time‐Varying Parameter Models, Journal of Forecasting, John Wiley & Sons, Ltd. (2014) View citations (88) (2014)
43. On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (1)
    See also Journal Article On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK, Scottish Journal of Political Economy, Scottish Economic Society (2012) View citations (7) (2012)
44. The Dynamic Effects of U.S. Monetary Policy on State Unemployment
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (3)
45. UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (62)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2009) View citations (1)
    Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (62)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) View citations (1)
    See also Journal Article UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?, Economic Modelling, Elsevier (2011) View citations (62) (2011)
46. VAR Forecasting Using Bayesian Variable Selection
    Working Paper series, Rimini Centre for Economic Analysis View citations (17)
    Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (11)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011) View citations (35)
    See also Journal Article VAR FORECASTING USING BAYESIAN VARIABLE SELECTION, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (119) (2013)

2010

47. Assessing the transmission of monetary policy using dynamic factor models
    MPRA Paper, University Library of Munich, Germany View citations (4)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2009) View citations (29)
    Working Paper series, Rimini Centre for Economic Analysis (2009) View citations (24)
    See also Journal Article Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (109) (2013)

2009

48. Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    Working Paper series, Rimini Centre for Economic Analysis View citations (185)
    Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (117)
    See also Journal Article Bayesian Multivariate Time Series Methods for Empirical Macroeconomics, Foundations and Trends(R) in Econometrics, now publishers (2010) View citations (488) (2010)

2008

49. Forecasting in vector autoregressions with many predictors
    MPRA Paper, University Library of Munich, Germany View citations (39)
    See also Chapter Forecasting in vector autoregressions with many predictors, Advances in Econometrics, Emerald Group Publishing Limited (2008) (2008)

Journal Articles

2024

1. Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk
   Studies in Nonlinear Dynamics & Econometrics, 2024, 28, (2), 151-153

2023

2. BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS
   International Economic Review, 2023, 64, (3), 1047-1074 View citations (5)
   See also Working Paper Bayesian dynamic variable selection in high dimensions, MPRA Paper (2020) View citations (14) (2020)

2022

3. A new algorithm for structural restrictions in Bayesian vector autoregressions
   European Economic Review, 2022, 148, (C) View citations (11)
   See also Working Paper A new algorithm for structural restrictions in Bayesian vector autoregressions, Papers (2022) View citations (20) (2022)
4. Bayesian Approaches to Shrinkage and Sparse Estimation
   Foundations and Trends(R) in Econometrics, 2022, 11, (4), 230-354 View citations (11)
   See also Working Paper Bayesian Approaches to Shrinkage and Sparse Estimation, Working Paper series (2022) View citations (11) (2022)
5. Energy Markets and Global Economic Conditions
   The Review of Economics and Statistics, 2022, 104, (4), 828-844 View citations (58)
   See also Working Paper Energy Markets and Global Economic Conditions, Working Papers (2020) View citations (74) (2020)

2021

6. High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms
   Journal of Business & Economic Statistics, 2021, 39, (2), 493-504 View citations (8)
   See also Working Paper High-dimensional macroeconomic forecasting using message passing algorithms, Papers (2020) View citations (4) (2020)

2020

7. Exchange rate predictability and dynamic Bayesian learning
   Journal of Applied Econometrics, 2020, 35, (4), 410-421 View citations (19)
   See also Working Paper Exchange rate predictability and dynamic Bayesian learning, VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy (2018) View citations (3) (2018)

2019

8. Adaptive hierarchical priors for high-dimensional vector autoregressions
   Journal of Econometrics, 2019, 212, (1), 241-271 View citations (29)
   See also Working Paper Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions, Working Paper series (2018) View citations (3) (2018)
9. Bayesian compressed vector autoregressions
   Journal of Econometrics, 2019, 210, (1), 135-154 View citations (35)
   See also Working Paper Bayesian Compressed Vector Autoregressions, Working Paper series (2017) View citations (4) (2017)
10. Decomposing global yield curve co-movement
    Journal of Banking & Finance, 2019, 106, (C), 500-513 View citations (11)
    See also Working Paper Decomposing Global Yield Curve Co-Movement, Essex Finance Centre Working Papers (2016) (2016)
11. Forecasting with High‐Dimensional Panel VARs
    Oxford Bulletin of Economics and Statistics, 2019, 81, (5), 937-959 View citations (10)
    See also Working Paper Forecasting with High-Dimensional Panel VARs, Essex Finance Centre Working Papers (2018) View citations (5) (2018)

2018

12. ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY
    International Economic Review, 2018, 59, (1), 329-357 View citations (43)
    See also Working Paper On the Sources of Uncertainty in Exchange Rate Predictability, SIRE Discussion Papers (2014) View citations (5) (2014)

2017

13. Forecasting the term structure of government bond yields in unstable environments
    Journal of Empirical Finance, 2017, 44, (C), 209-225 View citations (12)
14. Quantile regression forecasts of inflation under model uncertainty
    International Journal of Forecasting, 2017, 33, (1), 11-20 View citations (62)

2016

15. Exchange rate predictability in a changing world
    Journal of International Money and Finance, 2016, 62, (C), 1-24 View citations (46)
    See also Working Paper Exchange Rate Predictability in a Changing World, Working Paper series (2014) View citations (2) (2014)
16. Model uncertainty in Panel Vector Autoregressive models
    European Economic Review, 2016, 81, (C), 115-131 View citations (60)
    See also Working Paper Model Uncertainty in Panel Vector Autoregressive Models, Working Paper series (2015) View citations (6) (2015)
17. Prior selection for panel vector autoregressions
    Computational Statistics & Data Analysis, 2016, 101, (C), 110-120 View citations (28)
    See also Working Paper Prior selection for panel vector autoregressions, Working Papers (2015) View citations (2) (2015)

2015

18. The Contribution of Structural Break Models to Forecasting Macroeconomic Series
    Journal of Applied Econometrics, 2015, 30, (4), 596-620 View citations (52)
    See also Working Paper A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models, SIRE Discussion Papers (2011) View citations (12) (2011)
    Working Paper The Contribution of Structural Break Models to Forecating Macroeconomic Series, LIDAM Reprints CORE (2015) View citations (25) (2015)

2014

19. A new index of financial conditions
    European Economic Review, 2014, 71, (C), 101-116 View citations (316)
    See also Working Paper A New Index of Financial Conditions, MPRA Paper (2013) View citations (16) (2013)
20. Hierarchical Shrinkage in Time‐Varying Parameter Models
    Journal of Forecasting, 2014, 33, (1), 80-94 View citations (88)
    See also Working Paper Hierarchical Shrinkage in Time-Varying Parameter Models, Working Paper series (2011) View citations (32) (2011)

2013

21. Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-
    Oxford Bulletin of Economics and Statistics, 2013, 75, (2), 157-179 View citations (109)
    See also Working Paper Assessing the transmission of monetary policy using dynamic factor models, MPRA Paper (2010) View citations (4) (2010)
22. Bayesian forecasting with highly correlated predictors
    Economics Letters, 2013, 118, (1), 148-150 View citations (25)
    See also Working Paper Bayesian Forecasting with Highly Correlated Predictors, Working Paper series (2012) View citations (2) (2012)
23. Hierarchical shrinkage priors for dynamic regressions with many predictors
    International Journal of Forecasting, 2013, 29, (1), 43-59 View citations (54)
    See also Working Paper Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors, Working Paper series (2011) View citations (10) (2011)
24. Large time-varying parameter VARs
    Journal of Econometrics, 2013, 177, (2), 185-198 View citations (316)
    See also Working Paper Large Time-Varying Parameter VARs, SIRE Discussion Papers (2012) View citations (18) (2012)
25. VAR FORECASTING USING BAYESIAN VARIABLE SELECTION
    Journal of Applied Econometrics, 2013, 28, (2), 204-230 View citations (119)
    See also Working Paper VAR Forecasting Using Bayesian Variable Selection, Working Paper series (2011) View citations (17) (2011)

2012

26. FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING
    International Economic Review, 2012, 53, (3), 867-886 View citations (257)
    See also Working Paper Forecasting Inflation Using Dynamic Model Averaging, SIRE Discussion Papers (2011) View citations (5) (2011)
27. On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK
    Scottish Journal of Political Economy, 2012, 59, (2), 179-195 View citations (7)
    See also Working Paper On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK, Working Paper series (2011) View citations (1) (2011)

2011

28. UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?
    Economic Modelling, 2011, 28, (5), 2307-2318 View citations (62)
    See also Working Paper UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?, SIRE Discussion Papers (2011) View citations (62) (2011)

2010

29. Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    Foundations and Trends(R) in Econometrics, 2010, 3, (4), 267-358 View citations (488)
    See also Working Paper Bayesian Multivariate Time Series Methods for Empirical Macroeconomics, Working Paper series (2009) View citations (185) (2009)

Chapters

2022

1. The Effect of News Shocks and Monetary Policy
   A chapter in Essays in Honour of Fabio Canova, 2022, vol. 44A, pp 139-164
   See also Working Paper The Effect of News Shocks and Monetary Policy, Department of Economics, University of Birmingham (2019) View citations (8) (2019)

2013

2. Bayesian methods
   Chapter 16 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 363-380
   See also Working Paper Bayesian methods, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011) View citations (1) (2011)

2008

3. Forecasting in vector autoregressions with many predictors
   A chapter in Bayesian Econometrics, 2008, pp 403-431
   See also Working Paper Forecasting in vector autoregressions with many predictors, University Library of Munich, Germany (2008) View citations (39) (2008)

Editor

1. Working Papers
   Business School - Economics, University of Glasgow