1 citations · 1 across the 3 of their papers we have counts for
3 papers
econ.EM2023★ 1 cited
Monitoring multicountry macroeconomic risk
Dimitris Korobilis, Maximilian Schröder
We propose a multicountry quantile factor augmeneted vector autoregression (QFAVAR) to model heterogeneities both across countries and across characteristics of the distributions o…
econ.EM2023
Agreed and Disagreed Uncertainty
Luca Gambetti, Dimitris Korobilis, John Tsoukalas +1
When agents' information is imperfect and dispersed, existing measures of macroeconomic uncertainty based on the forecast error variance have two distinct drivers: the variance of…
econ.EM2021
Bayesian Approaches to Shrinkage and Sparse Estimation
Dimitris Korobilis, Kenichi Shimizu
In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, wh…