Search Results - "Korobilis, Dimitris"

Journal Article

Hierarchical shrinkage priors for dynamic regressions with many predictors

by Korobilis, Dimitris Published in International journal of forecasting (01.01.2013)

“...This paper examines the properties of Bayes shrinkage estimators for dynamic regressions that are based on hierarchical versions of the typical normal prior...”

Journal Article

Hierarchical Shrinkage in Time‐Varying Parameter Models

by Belmonte, Miguel A.G Koop, Gary Korobilis, Dimitris Published in Journal of forecasting (01.01.2014)

“...ABSTRACTIn this paper, we forecast EU area inflation with many predictors using time‐varying parameter models. The facts that time‐varying parameter models are...”

Journal Article

Quantile regression forecasts of inflation under model uncertainty

by Korobilis, Dimitris Published in International journal of forecasting (01.01.2017)

“...This paper examines the performance of Bayesian model averaging (BMA) methods in a quantile regression model for inflation. Different predictors are allowed to...”

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